Frontiers in Applied Dynamical Systems: Reviews and Tutorials

Van Leeuwen, Peter Jan; Cheng, Yuan; Reich, Sebastian

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.

Details

Published by: Springer

Publication Date: 2015-07-30

Format: Paperback

ISBN-13: 9783319183466

DOI: 10.1007/978-3-319-18347-3

Dimensions: 235cm x155cm

Pages: 118