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Data Assimilation : A Mathematical Introduction / by Kody Law, Andrew Stuart, Konstantinos Zygalakis

データ種別 電子書籍
1st ed. 2015.
出版者 Cham : Springer International Publishing : Imprint: Springer
出版年 2015

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URL オンライン

EB1993488


書誌詳細を非表示

書誌ID OB01016574
本文言語 英語
一般注記 Mathematical background -- Discrete Time: Formulation -- Discrete Time: Smoothing Algorithms -- Discrete Time: Filtering Algorithms -- Discrete Time: MATLAB Programs -- Continuous Time: Formulation -- Continuous Time: Smoothing Algorithms -- Continuous Time: Filtering Algorithms -- Continuous Time: MATLAB Programs -- Index.
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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
著者標目 *Law, Kody
Stuart, Andrew
Zygalakis, Konstantinos
SpringerLink (Online service)
統一書名標目 Texts in Applied Mathematics,
件 名 LCSH:Mathematics
LCSH:Dynamics
LCSH:Ergodic theory
LCSH:Computer mathematics
LCSH:Probabilities
LCSH:Statistics
FREE:Mathematics
FREE:Dynamical Systems and Ergodic Theory
FREE:Probability Theory and Stochastic Processes
FREE:Computational Mathematics and Numerical Analysis
FREE:Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
分 類 LCC:QA313
DC23:515.39
DC23:515.48
巻冊次 ISBN:9783319203256 RefWorks出力(各巻)
print ; ISBN:9783319203249 RefWorks出力(各巻)
資料種別 機械可読データファイル
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