Dynamic Data Assimilation: A Least Squares Approach (Encyclopedia of Mathematics and its Applications)

Dynamic data assimilation is the assessment, combination and synthesis of observational data, scientific laws and mathematical models to make predictions about how a complex physical system will behave. This book is designed to be a basic one-stop reference for graduate students and researchers. It is based on graduate courses taught over a decade to mathematicians, scientists, and engineers, and its modular structure accommodates the various audience requirements. Chapters end with a section that provides pointers to the literature, and a set of exercises with instructive hints. Computation is encouraged: algorithms are liberally scattered throughout the text. Accompanying refresher material - in many areas of mathematics including vector spaces, optimization and probability theory - will be available from www.cambridge.org/0521851556. The book ends with a comprehensive bibliography.