Discrete Inverse and State Estimation Problems Wunsch Hardback 9780521854245

Discrete Inverse and State Estimation ProblemsWith Geophysical Fluid Applications\nAuthor(s): Carl Wunsch\nFormat: Hardback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9780521854245, 978-0521854245\nSynopsis\nThe 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 appl.