Table of Contents for: Dynamic data assimilation : a least squa

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Dynamic data assimilation : a least squares approach /

John M. Lewis, S. Lakshmivarahan, Sudarshan Dhall.

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Main Author: Lewis, J. M.
Other Names: Lakshmivarahan, S. | Dhall, Sudarshan Kumar,
Published: Cambridge : Cambridge University Press, 2006.
Series: Encyclopedia of mathematics and its applications ; 104.
Topics: Simulation methods. | Mathematical models. | Simulation, Méthodes de. | Modèles mathématiques. | MATHEMATICS - General. | Dynamische systemen. | Ontbrekende gegevens. | Wiskundige modellen. | Kleinste-kwadratenmethode.
Genres: Electronic books. | Electronic books.
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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. Optimization : 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.

Table of Contents for: Dynamic data assimilation : a least squa