Data Assimilation: A Mathematical Introduction
by K.J.H. Law, A.M. Stuart, K.C. Zygalakis
Publisher: arXiv.org 2015
ISBN-13: 9783319203256
Number of pages: 158
Description:
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.
Download or read it online for free here:
Download link
(2.2MB, PDF)
Similar books
Optimal Stopping and Applicationsby Thomas S. Ferguson - UCLA
From the table of contents: Stopping Rule Problems; Finite Horizon Problems; The Existence of Optimal Rules; Applications. Markov Models; Monotone Stopping Rule Problems; Maximizing the Rate of Return; Bandit Problems; Solutions to the Exercises.
(7566 views)
Linear Complementarity, Linear and Nonlinear Programmingby Katta G. Murty
This book provides an in-depth and clear treatment of all the important practical, technical, computational, geometric, and mathematical aspects of the Linear Complementarity Problem, Quadratic Programming, and their various applications.
(7179 views)
Optimization Algorithms on Matrix Manifoldsby P.-A. Absil, R. Mahony, R. Sepulchre - Princeton University Press
Many science and engineering problems can be rephrased as optimization problems on matrix search spaces endowed with a manifold structure. This book shows how to exploit the structure of such problems to develop efficient numerical algorithms.
(12239 views)
Optimization Algorithms: Methods and Applicationsby Ozgur Baskan (ed.) - InTech
This book covers state-of-the-art optimization methods and their applications in wide range especially for researchers and practitioners who wish to improve their knowledge in this field. It covers applications in engineering and various other areas.
(2959 views)