Dynamic Data Assimilation - a Least Squares Approach

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 cambridge.org/0521851556. The book ends with a comprehensive bibliography.