Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

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.

Mathematics. --- Dynamical Systems and Ergodic Theory. --- Computational Mathematics and Numerical Analysis. --- Mathematical Applications in the Physical Sciences. --- Differentiable dynamical systems. --- Computer science --- Mathématiques --- Dynamique différentiable --- Informatique --- Mathematical models. --- Simulation methods. --- Mathematics --- Physical Sciences & Mathematics --- Calculus --- Models, Mathematical --- Simulation techniques --- System simulation --- Dynamics. --- Ergodic theory. --- Mathematical physics. --- Computer mathematics. --- Simulation methods --- Operations research --- Systems engineering --- Models and modelmaking --- Differential dynamical systems --- Dynamical systems, Differentiable --- Dynamics, Differentiable --- Differential equations --- Global analysis (Mathematics) --- Topological dynamics --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Physical mathematics --- Physics --- Ergodic transformations --- Continuous groups --- Mathematical physics --- Measure theory --- Transformations (Mathematics) --- Dynamical systems --- Kinetics --- Mechanics, Analytic --- Force and energy --- Mechanics --- Statics