TY  - BOOK
A1  - Van Leeuwen, Peter Jan
A1  - Cheng, Yuan
A1  - Reich, Sebastian
T1  - Nonlinear data assimilation
T2  - Frontiers in applied dynamical systems: reviews and tutorials ; 2
N2  - 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.
Y1  - 2015
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/54441
SN  - 978-3-319-18346-6
SN  - 978-3-319-18347-3
PB  - Springer
CY  - Cham
ER  -