Data assimilation : a mathematical introduction /

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Bibliographic Details
Author / Creator:Law, Kody, author.
Imprint:Cham : Springer, 2015.
Description:1 online resource (xviii, 242 pages) : illustrations (some color).
Language:English
Series:Texts in applied mathematics, 0939-2475 ; volume 62
Texts in applied mathematics ; volume 62.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11096039
Hidden Bibliographic Details
Other authors / contributors:Stuart, A. M., author.
Zygalakis, Konstantinos, author.
ISBN:9783319203256
3319203258
331920324X
9783319203249
9783319203249
Digital file characteristics:text file PDF
Notes:Includes bibliographical references and index.
Online resource; title from PDF title page (SpringerLink, viewed September 14, 2015).
Summary:This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem provides the bedrock for the derivation, development and analysis of algorithms; the many examples used in the text, together with the algorithms which are introduced and discussed, are all illustrated by the MATLAB software detailed in the book and made freely available online. The book is organized into nine chapters: the first contains a brief introduction to the mathematical tools around which the material is organized; the next four are concerned with discrete time dynamical systems and discrete time data; the last four are concerned with continuous time dynamical systems and continuous time data and are organized analogously to the corresponding discrete time chapters. This book is aimed at mathematical researchers interested in a systematic development of this interdisciplinary field, and at researchers from the geosciences, and a variety of other scientific fields, who use tools from data assimilation to combine data with time-dependent models. The numerous examples and illustrations make understanding of the theoretical underpinnings of data assimilation accessible. Furthermore, the examples, exercises and MATLAB software, make the book suitable for students in applied mathema tics, either through a lecture course, or through self-study.
Other form:Printed edition: 9783319203249
Standard no.:10.1007/978-3-319-20325-6