Titlebook: Data Assimilation; A Mathematical Intro Kody Law,Andrew Stuart,Konstantinos Zygalakis Textbook 2015 Springer International Publishing Switz

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Discrete Time: Filtering Algorithms, probability distribution on the state given the data, as data is acquired, and that . denotes the data accumulated up to time .. The filtering update from time . to time . + 1 may be broken into two steps: ., which is based on the equation for the state evolution, using the Markov kernel for the st

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Discrete Time: MATLAB Programs,-follow MATLAB programs. These programs are provided for two reasons: (i) For some readers, they will form the best route by which to appreciate the details of the examples, theory, and algorithms we describe; (ii) for other readers, they will be a useful starting point to develop their own codes. W

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