Discrete Inverse and State Estimation Problems: With Geophysical Fluid Applications

by Carl Wunsch

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The problems of making inferences about the natural world from noisy observations and imperfect theories occur in almost all scientific disciplines. This 2006 book addresses these problems using examples taken from geophysical fluid dynamics. It focuses on discrete formulations, both static and time-varying, known variously as inverse, state estimation or data assimilation problems. Starting with fundamental algebraic and statistical ideas, the book guides the reader through a range of inference tools including the singular value decomposition, Gauss-Markov and minimum variance estimates, Kalman filters and related smoothers, and adjoint (Lagrange multiplier) methods. The final chapters discuss a variety of practical applications to geophysical flow problems. Discrete Inverse and State Estimation Problems is an ideal introduction to the topic for graduate students and researchers in oceanography, meteorology, climate dynamics, and geophysical fluid dynamics. It is also accessible to a wider scientific audience; the only prerequisite is an understanding of linear algebra.
  • ISBN10 6610480079
  • ISBN13 9786610480074
  • Publish Date 30 June 2006 (first published 27 June 2006)
  • Publish Status Active
  • Out of Print 15 May 2012
  • Publish Country US
  • Imprint Cambridge University Press
  • Format eBook
  • Language English