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Beschreibung
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.
Details
| Verlag | Springer International Publishing |
| Ersterscheinung | 30. Juli 2015 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 237 Gramm |
| Format | Softcover |
| ISBN-13 | 9783319183466 |
| Auflage | 1st ed. 2015 |
| Seiten | 118 |
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