Nonlinear Data Assimilation / Frontiers in Applied Dynamical Systems: Reviews and Tutorials Bd.2 (PDF)
The first contribution by Jan van...
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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.
Sebastian Reich is a Professor in the Department of Numerical Mathematics at Universität Potsdam. His research interests include uncertainty quantification, geophysical fluid dynamics, molecular dynamics, and geometric integration.
- Autoren: Peter Jan van Leeuwen , Yuan Cheng , Sebastian Reich
- 2015, 1st ed. 2015, 118 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3319183478
- ISBN-13: 9783319183473
- Erscheinungsdatum: 22.07.2015
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- Grösse: 2.01 MB
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