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Nonlinear Data Assimilation - Van Leeuwen, Peter Jan, and Cheng, Yuan, and Reich, Sebastian
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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 ...

Nonlinear Data Assimilation 2015, Springer International Publishing AG, Cham

ISBN-13: 9783319183466