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Nonlinear Data Assimilation (Frontiers in Applied Dynamical Systems: Reviews and Tutorials, 2) - Softcover

 
9783319183466: Nonlinear Data Assimilation (Frontiers in Applied Dynamical Systems: Reviews and Tutorials, 2)

Synopsis

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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About the Author

Peter Jan van Leeuwen is a Professor of Data Assimilation at the University of Reading.  His research interests include nonlinear data assimilation, geophysical fluid dynamics, interaction thermohaline and wind-driven ocean circulation, and perturbation theory.

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.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

  • PublisherSpringer
  • Publication date2015
  • ISBN 10 331918346X
  • ISBN 13 9783319183466
  • BindingPaperback
  • LanguageEnglish
  • Edition number1
  • Number of pages130

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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 132 pp. Englisch. Seller Inventory # 9783319183466

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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9783319183466

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Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Consists of two contributions by leading experts in the fieldProvides a proper introduction of localization in particle filters, which is lacking in current literatureGives insight to sophisticated numerical techniques Pet. Seller Inventory # 32576793

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Taschenbuch. Condition: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 132 pp. Englisch. Seller Inventory # 9783319183466

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