Nonlinear data assimilation
- 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.
Author details: | Peter Jan Van LeeuwenORCiDGND, Yuan Cheng, Sebastian ReichORCiDGND |
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DOI: | https://doi.org/10.1007/978-3-319-18347-3 |
ISBN: | 978-3-319-18346-6 |
ISBN: | 978-3-319-18347-3 |
Title of parent work (English): | Frontiers in applied dynamical systems: reviews and tutorials ; 2 |
Publisher: | Springer |
Place of publishing: | Cham |
Publication type: | Monograph/Edited Volume |
Language: | English |
Year of first publication: | 2015 |
Publication year: | 2015 |
Release date: | 2022/03/23 |
Number of pages: | xii, 118 |
Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |