Nonlinear Data Assimilation (repost)
Jan Van Leeuwen, Yuan Cheng, "Nonlinear Data Assimilation"
2015 | ISBN-10: 331918346X | 116 pages | PDF | 2 MB
2015 | ISBN-10: 331918346X | 116 pages | PDF | 2 MB
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.