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Record Nr. |
UNINA9910557774803321 |
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Autore |
Lewis J. M |
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Titolo |
Dynamic data assimilation [[electronic resource] /] : a least squares approach / / John M. Lewis, S. Lakshmivarahan, Sudarshan Dhall |
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Pubbl/distr/stampa |
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Cambridge, : Cambridge University Press, 2006 |
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ISBN |
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Descrizione fisica |
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1 online resource (xxii, 654p. ) : ill., map |
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Collana |
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Encyclopedia of mathematics and its applications ; ; 104 |
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Altri autori (Persone) |
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LakshmivarahanS |
DhallSudarshan Kumar <1937-> |
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Disciplina |
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Soggetti |
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Simulation methods |
Mathematical models |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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1. Synopsis; 2. Pathways into data assimilation: illustrative examples; 3. Applications; 4. Brief history of data assimilation; 5. Linear least squares estimation: method of normal equations; 6. A geometric view: projection and invariance; 7. Nonlinear least squares estimation; 8. Recursive least squares estimation; 9. Matrix methods; 10. Optimisation: steepest descent method; 11. Conjugate direction/gradient methods; 12. Newton and quasi-Newton methods; 13. Principles of statistical estimation; 14. Statistical least squares estimation; 15. Maximum likelihood method; 16. Bayesian estimation method; 17. From Gauss to Kalman: sequential, linear minimum variance estimation; 18. Data assimilation-static models: concepts and formulation; 19. Classical algorithms for data assimilation; 20. 3DVAR - a Bayesian formulation; 21. Spatial digital filters; 22. Dynamical data assimilation: the straight line problem; 23. First-order adjoint method: linear dynamics; 24. First-order adjoint method: nonlinear dynamics; 25. Second-order adjoint method; 26. The ADVAR problem: a statistical and a recursive view; 27. Linear filtering - Part I: Kalman filter; 28. Linear filtering-part II; 29. Nonlinear filtering; 30. Reduced rank filters; 31. Predictability: a stochastic view; 32. Predictability: a deterministic view; Bibliography; Index. |
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