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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.
Autorius: | Peter Jan Van Leeuwen, Sebastian Reich, Yuan Cheng, |
Serija: | Frontiers in Applied Dynamical Systems: Reviews and Tutorials |
Leidėjas: | Springer Nature Switzerland |
Išleidimo metai: | 2015 |
Knygos puslapių skaičius: | 132 |
ISBN-10: | 331918346X |
ISBN-13: | 9783319183466 |
Formatas: | 235 x 155 x 8 mm. Knyga minkštu viršeliu |
Kalba: | Anglų |
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