Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 132 pp. Englisch.

Bestandsnummer des Verk�ufers 9783319183466

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Titel: Nonlinear Data Assimilation
Verlag: Springer International Publishing, Springer International Publishing Jul 2015
Erscheinungsjahr: 2015
Sprache: Englisch
ISBN-10: 331918346X
ISBN-13: 9783319183466
Einband: Taschenbuch
Zustand: Neu

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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.

�ber die Autorin bzw. den Autor

Peter Jan van Leeuwen is a Professor of Data Assimilation at the University of Reading. His research interests include nonlinear data assimilation, geophysical fluid dynamics, interaction thermohaline and wind-driven ocean circulation, and perturbation theory.

Sebastian Reich is a Professor in the Department of Numerical Mathematics at Universit�t Potsdam. His research interests include uncertainty quantification, geophysical fluid dynamics, molecular dynamics, and geometric integration.

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