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Anotace knihy

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.§

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Calculus & mathematical analysis

• Plný název: Nonlinear Data Assimilation
• Autor: Peter Jan van Leeuwen, Sebastian Reich, Yuan Cheng
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 118
• EAN: 9783319183466
• ISBN: 331918346X
• ID: 09261150
• Nakladatelství: Springer International Publishing AG
• Hmotnost: 272 g
• Rozměry: 159 × 238 × 8 mm
• Datum vydání: 25. July 2015

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