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portada Nonlinear Data Assimilation
Type
Physical Book
Publisher
Year
2015
Language
English
Pages
118
Format
Paperback
Dimensions
23.3 x 15.3 x 0.7 cm
Weight
0.27 kg.
ISBN13
9783319183466
Edition No.
1

Nonlinear Data Assimilation

Yuan Cheng (Author) · Sebastian Reich (Author) · Peter Jan Van Leeuwen (Author) · Springer · Paperback

Nonlinear Data Assimilation - Van Leeuwen, Peter Jan ; Cheng, Yuan ; Reich, Sebastian

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Synopsis "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.

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