ENGLISH

Nonlinear Data Assimilation

By Peter Jan Van Leeuwen , Yuan Cheng , Sebastian Reich (auth.)

Book information

Publisher
Springer International Publishing
Year
2015
ISBN
978-3-319-18346-6, 978-3-319-18347-3
DOI
10.1007/978-3-319-18347-3
Language
english
Format
PDF
Filesize
2 MB (2065813 bytes)
Series
Frontiers in Applied Dynamical Systems: Reviews and Tutorials 2
Edition
1
Pages
XII, 118\130
Time added
2015-11-25 16:51:03
Dynamical Systems and Ergodic Theory; Computationa

Description

This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters. The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now.

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