By Peter Jan Van Leeuwen,Yuan Cheng,Sebastian Reich
The first contribution through Jan van Leeuwen makes a speciality of the possibility of thought densities. It discusses the problems with present-day particle filters and explorers new rules for idea densities to resolve them, converging to particle filters that paintings good in structures of any measurement, ultimate the contribution with a high-dimensional instance. the second one contribution via Cheng and Reich discusses a unified framework for ensemble-transform particle filters. this enables one to bridge winning ensemble Kalman filters with absolutely nonlinear particle filters, and permits a formal advent of localization in particle filters, which has been missing as much as now.
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Nonlinear Data Assimilation (Frontiers in Applied Dynamical Systems: Reviews and Tutorials) by Peter Jan Van Leeuwen,Yuan Cheng,Sebastian Reich