ENGLISH

Nonlinear Data Assimilation

By Sebastian Reich , Peter Jan Van Leeuwen , Yuan Cheng

Book information

Publisher
Springer
Year
2015
ISBN
331918346X, 9783319183466
Language
english
Format
PDF
Filesize
2 MB (2056176 bytes)
Series
Frontiers in Applied Dynamical Systems: Reviews and Tutorials
Edition
1st ed. 2015
Pages
118\130
Time added
2015-10-06 17:46:49
Приборостроение;Обработка сигналов;Статистические

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.

Similar books