Data Assimilation
Variational and ensemble Kalman methods for state estimation.
Data Assimilation. Variational and ensemble Kalman methods for state estimation.
Foundations and canonical references
The standard treatments of data assimilation approach the subject from complementary angles. Law, Data Assimilation: A Mathematical Introduction (2015) is the anchor reference for the subject and lays out the core definitions, theorems, and worked examples that practitioners return to. Evensen, Data Assimilation: The Ensemble Kalman Filter (2009) gives a parallel, more proof-oriented exposition of the same material and is widely used as a graduate text.
Open methodological questions for data assimilation include sharpening the bridges between foundational theory and computational practice, extending classical results to broader or more structured settings, and integrating the techniques surveyed above with adjacent mathematical disciplines. The references listed in this page are the entry points that current work builds on.
Prerequisites
Sources
- textbook · primary · 2015Data Assimilation: A Mathematical Introductionlaw-2015, stuart-2015b, zygalakis-2015
- textbook · primary · 2009Data Assimilation: The Ensemble Kalman Filterevensen-2009
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