| Nonlinear Data Assimilation Contributor(s): Van Leeuwen, Peter Jan (Author), Cheng, Yuan (Author), Reich, Sebastian (Author) |
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ISBN: 331918346X ISBN-13: 9783319183466 Publisher: Springer OUR PRICE: $47.49 Product Type: Paperback Published: July 2015 |
| Additional Information |
| BISAC Categories: - Mathematics | Mathematical Analysis - Mathematics | Applied - Mathematics | Counting & Numeration |
| Dewey: 515.39 |
| Series: Frontiers in Applied Dynamical Systems: Reviews and Tutorial |
| Physical Information: 0.29" H x 6.04" W x 9.16" (0.59 lbs) 118 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |
