TY  - BOOK
AU  - Van Leeuwen,Peter Jan
AU  - Cheng,Yuan
AU  - Reich,Sebastian
ED  - SpringerLink (Online service)
TI  - Nonlinear Data Assimilation
T2  - Frontiers in Applied Dynamical Systems: Reviews and Tutorials,
SN  - 9783319183473
AV  - QA313 
U1  - 515.39 23
PY  - 2015///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - mathematics
KW  - Dynamics
KW  - Ergodic theory
KW  - Mathematical physics
KW  - Computer mathematics
KW  - Mathematics
KW  - Dynamical Systems and Ergodic Theory
KW  - Computational Mathematics and Numerical Analysis
KW  - Mathematical Applications in the Physical Sciences
N2  - 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
UR  - http://dx.doi.org/10.1007/978-3-319-18347-3
ER  -