Data Assimilation A Mathematical Introduction /

• Main Authors: Law, Kody (Author), Stuart, Andrew (Author), Zygalakis, Konstantinos (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Edition: 1st ed. 2015.
• Series: Texts in Applied Mathematics, 62
• Subjects: Mathematics.; Dynamics.; Ergodic theory.; Computer mathematics.; Probabilities.; Statistics.; Dynamical Systems and Ergodic Theory.; Probability Theory and Stochastic Processes.; Computational Mathematics and Numerical Analysis.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem provides the bedrock for...

Table of Contents:

• Mathematical background
• Discrete Time: Formulation
• Discrete Time: Smoothing Algorithms
• Discrete Time: Filtering Algorithms
• Discrete Time: MATLAB Programs
• Continuous Time: Formulation
• Continuous Time: Smoothing Algorithms
• Continuous Time: Filtering Algorithms
• Continuous Time: MATLAB Programs
• Index. .