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Description
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.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 118
- Langue:
- Anglais
- Collection :
- Tome:
- n° 2
Caractéristiques
- EAN:
- 9783319183466
- Date de parution :
- 30-07-15
- Format:
- Livre broché
- Format numérique:
- Trade paperback (VS)
- Dimensions :
- 153 mm x 233 mm
- Poids :
- 267 g
