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Implicit Particle Fi lters
PDE and Applied Math Seminar| Speaker: | Alexandre Chorin, University of California, Berkeley. |
| Location: | 1147 MSB |
| Start time: | Tue, Apr 6 2010, 4:10PM |
In joint work with X. Tu we have developed an efficient particle filter for nonlinear data assimilation, of striking simplicity and wide applicability. I will present some recent applications of our filter as well as some of the theoretical background. An extended abstract may be obtained from http://www.math.ucdavis.edu/~egp/AJC.pdf