Nonlinear Data Assimilation
| Autor: | Cheng, Yuan Leeuwen, Peter Jan Van Reich, Sebastian |
|---|---|
| EAN: | 9783319183466 |
| Auflage: | 001 |
| Sachgruppe: | Mathematik |
| Sprache: | Englisch |
| Seitenzahl: | 132 |
| Produktart: | Kartoniert / Broschiert |
| Veröffentlichungsdatum: | 30.07.2015 |
| Schlagworte: | Analysis Calculus |
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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.
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