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SUMMARY:Particle filters in highly nonlinear high-dimensional systems - va
 n Leeuwen\, P (University of Reading)
DTSTART:20111213T143000Z
DTEND:20111213T150000Z
UID:TALK34935@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:Bayes theorem formulates the data-assimilation problem as a mu
 ltiplication problem and not an inverse problem. In this talk we exploit t
 hat using an extremely efficient particle filter on a highly nonlinear geo
 physical fluid flow problem of dimension 65\,000. We show how collapse of 
 the particles can be avoided\, and discuss statistics showing that the par
 ticle filter is performing correctly.\n
LOCATION:Seminar Room 1\, Newton Institute
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