Authors:
- Consists of two contributions by leading experts in the field
- Provides a proper introduction of localization in particle filters, which is lacking in current literature
- Gives insight to sophisticated numerical techniques
- Includes supplementary material: sn.pub/extras
Part of the book series: Frontiers in Applied Dynamical Systems: Reviews and Tutorials (FIADS, volume 2)
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Table of contents (2 chapters)
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Front Matter
About this book
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.
Reviews
“In the present volume two solutions are presented to deal with high-dimensional systems, where both methods start from ‘particle filters’, i.e., from sequential Monte Carlo methods in which the samples are called ‘particles’. … The volume, containing many figures and references, can be recommended to readers interested in the design and application of data assimilation algorithms.” (Kurt Marti, zbMATH 1330.62004, 2016)
Authors and Affiliations
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Department of Meterology, University of Reading, Reading, United Kingdom
Peter Jan Van Leeuwen
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Intstitut fur Mathematik, University of Potsdam, Potsdam, Germany
Yuan Cheng, Sebastian Reich
About the authors
Peter Jan van Leeuwen is a Professor of Data Assimilation at the University of Reading. His research interests include nonlinear data assimilation, geophysical fluid dynamics, interaction thermohaline and wind-driven ocean circulation, and perturbation theory.
Sebastian Reich is a Professor in the Department of Numerical Mathematics at Universität Potsdam. His research interests include uncertainty quantification, geophysical fluid dynamics, molecular dynamics, and geometric integration.
Bibliographic Information
Book Title: Nonlinear Data Assimilation
Authors: Peter Jan Van Leeuwen, Yuan Cheng, Sebastian Reich
Series Title: Frontiers in Applied Dynamical Systems: Reviews and Tutorials
DOI: https://doi.org/10.1007/978-3-319-18347-3
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2015
Softcover ISBN: 978-3-319-18346-6Published: 30 July 2015
eBook ISBN: 978-3-319-18347-3Published: 22 July 2015
Series ISSN: 2364-4532
Series E-ISSN: 2364-4931
Edition Number: 1
Number of Pages: XII, 118
Number of Illustrations: 4 b/w illustrations, 15 illustrations in colour
Topics: Dynamical Systems and Ergodic Theory, Computational Mathematics and Numerical Analysis, Mathematical Applications in the Physical Sciences