Nonlinear Data Assimilation

• Main Authors: Van Leeuwen, Peter Jan (Author), Cheng, Yuan (Author), Reich, Sebastian (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Edition: 1st ed. 2015.
• Series: Frontiers in Applied Dynamical Systems: Reviews and Tutorials, 2
• Subjects: Mathematics.; Dynamics.; Ergodic theory.; Mathematical physics.; Computer mathematics.; Dynamical Systems and Ergodic Theory.; Computational Mathematics and Numerical Analysis.; Mathematical Applications in the Physical Sciences.

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...