E-Book, Englisch, 130 Seiten
Reihe: Frontiers in Applied Dynamical Systems: Reviews and Tutorials
Van Leeuwen / Cheng / Reich Nonlinear Data Assimilation
1. Auflage 2015
ISBN: 978-3-319-18347-3
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 130 Seiten
Reihe: Frontiers in Applied Dynamical Systems: Reviews and Tutorials
ISBN: 978-3-319-18347-3
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
Zielgruppe
Graduate
Autoren/Hrsg.
Weitere Infos & Material
Nonlinear Data Assimiliatoin for High-Dimensional Systems.- Assimilating Data into Scientific Models: An Optimal Coupling Perspective.