Algorithms for Nonlinear Data Assimilation

This volume of Frontiers in Applied Dynamical Systems focuses on two potential solutions to the nonlinear data-assimilation problem in high-dimensional systems. Both contributions focus on so-called particle filters. The contribution of 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 contribution by Reich and Cotter 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 localisation in particle filters, which has been lacking up to now.

• ISBN: 978-3-319-18346-6
• Editorial: Springer
• Encuadernacion: Rústica
• Fecha Publicación: 14/08/2015
• Nº Volúmenes: 1
• Idioma: Inglés