@book{VanLeeuwenChengReich2015, author = {Van Leeuwen, Peter Jan and Cheng, Yuan and Reich, Sebastian}, title = {Nonlinear data assimilation}, series = {Frontiers in applied dynamical systems: reviews and tutorials ; 2}, journal = {Frontiers in applied dynamical systems: reviews and tutorials ; 2}, publisher = {Springer}, address = {Cham}, isbn = {978-3-319-18346-6}, doi = {10.1007/978-3-319-18347-3}, pages = {xii, 118}, year = {2015}, abstract = {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.}, language = {en} }