TY  - JOUR
A1  - Reich, Sebastian
T1  - A dynamical systems framework for intermittent data assimilation
JF  - BIT : numerical mathematics ; the leading applied mathematics journal for all computational mathematicians
N2  - We consider the problem of discrete time filtering (intermittent data assimilation) for differential equation models and discuss methods for its numerical approximation. The focus is on methods based on ensemble/particle techniques and on the ensemble Kalman filter technique in particular. We summarize as well as extend recent work on continuous ensemble Kalman filter formulations, which provide a concise dynamical systems formulation of the combined dynamics-assimilation problem. Possible extensions to fully nonlinear ensemble/particle based filters are also outlined using the framework of optimal transportation theory.
KW  - Data assimilation
KW  - Ensemble Kalman filter
KW  - Dynamical systems
KW  - Nonlinear filters
KW  - Optimal transportation
Y1  - 2011
U6  - https://doi.org/10.1007/s10543-010-0302-4
SN  - 0006-3835
VL  - 51
IS  - 1
SP  - 235
EP  - 249
PB  - Springer
CY  - Dordrecht
ER  -