Nonlinear Data Assimilation

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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.

Author(s): Peter Jan Van Leeuwen, Yuan Cheng, Sebastian Reich
Series: Frontiers in Applied Dynamical Systems: Reviews and Tutorials
Edition: 1st ed. 2015
Publisher: Springer
Year: 2015

Language: English
Pages: 118
Tags: Приборостроение;Обработка сигналов;Статистические методы;