非线性滤波算法在顺序数据同化中的应用

2024.08.13

投稿:龚惠英部门:理学院浏览次数:

活动信息

报告题目 (Title):非线性滤波算法在顺序数据同化中的应用(The nonlinear filtering algorithms in sequential data assimilation)

报告人 (Speaker):闻林杰 讲师(中国石油大学(北京))

报告时间 (Time):2024年8月15日 (周四) 10:00

报告地点 (Place):校本部 GJ403

邀请人(Inviter):纪丽洁

主办部门:理学院数学系

报告摘要:Data assimilation is an essential task in the field of earth science in dealing with mathematical models of dynamical systems, and the filtering algorithm for nonlinear dynamical systems is a research hotspot in the field of data assimilation. In the first work we propose for modest dimensional filtering problems a defensive marginal PF algorithm which constructs a sampling distribution in the marginal space by combining the standard PF and the EnKF approximation using a multiple importance sampling (MIS) scheme. In the second work we propose transport mapping based variational ensemble Kalman filter for sequential Bayesian filtering problems with generic observation models, including affine-mapping and SVGD based mapping.

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