Book contents
- Frontmatter
- Contents
- Preface
- Acknowledgements
- PART 1 GENESIS OF DATA ASSIMILATION
- PART II DATA ASSIMILATION: DETERMINISTIC/STATIC MODELS
- PART III COMPUTATIONAL TECHNIQUES
- PART IV STATISTICAL ESTIMATION
- PART V DATA ASSIMILATION: STOCHASTIC/STATIC MODELS
- PART VI DATA ASSIMILATION: DETERMINISTIC/DYNAMIC MODELS
- PART VII DATA ASSIMILATION: STOCHASTIC/DYNAMIC MODELS
- 27 Linear filtering – part I: Kalman filter
- 28 Linear filtering: part II
- 29 Nonlinear filtering
- 30 Reduced-rank filters
- PART VIII PREDICTABILITY
- Epilogue
- References
- Index
30 - Reduced-rank filters
from PART VII - DATA ASSIMILATION: STOCHASTIC/DYNAMIC MODELS
Published online by Cambridge University Press: 18 December 2009
Book contents
- Frontmatter
- Contents
- Preface
- Acknowledgements
- PART 1 GENESIS OF DATA ASSIMILATION
- PART II DATA ASSIMILATION: DETERMINISTIC/STATIC MODELS
- PART III COMPUTATIONAL TECHNIQUES
- PART IV STATISTICAL ESTIMATION
- PART V DATA ASSIMILATION: STOCHASTIC/STATIC MODELS
- PART VI DATA ASSIMILATION: DETERMINISTIC/DYNAMIC MODELS
- PART VII DATA ASSIMILATION: STOCHASTIC/DYNAMIC MODELS
- 27 Linear filtering – part I: Kalman filter
- 28 Linear filtering: part II
- 29 Nonlinear filtering
- 30 Reduced-rank filters
- PART VIII PREDICTABILITY
- Epilogue
- References
- Index
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- Dynamic Data AssimilationA Least Squares Approach, pp. 534 - 560Publisher: Cambridge University PressPrint publication year: 2006