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Nonlinear Data Assimilation
ISBN-13:
9783319183473
Veröffentl:
2015
Einband:
eBook
Seiten:
118
Autor:
Peter Jan Van Leeuwen
Serie:
2, Frontiers in Applied Dynamical Systems: Reviews and Tutorials
eBook Typ:
PDF
eBook Format:
Reflowable eBook
Kopierschutz:
NO DRM
Sprache:
Englisch
Beschreibung:
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.
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.
Nonlinear Data Assimiliatoin for High-Dimensional Systems.- Assimilating Data into Scientific Models: An Optimal Coupling Perspective.