Discrete Inverse and State Estimation Problems: With Geophysical Fluid Applications / Edition 1

by Carl Wunsch

Overview

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.

Product Details

ISBN-13:	9780521854245
Publisher:	Cambridge University Press
Publication date:	06/29/2006
Edition description:	New Edition
Pages:	384
Product dimensions:	7.09(w) x 10.00(h) x 0.91(d)

About the Author

Carl Wunsch is Cecil and Ida Green Professor of Physical Oceanography at the Department of Earth, Atmospheric and Planetary Sciences, Massachusetts Institute of Technology.

Table of Contents

Preface; Part I. Fundamental Machinery: 1. Introduction; 2. Basic machinery; 3. Extensions of methods; 4. The time-dependent inverse problem: state estimation; 5. Time-dependent methods (continued); Part II. Applications: 6. Applications to steady problems; 7. Applications to time-dependent fluid problems; References; Index.

Editorial Reviews

"Overall...a magisterial achievement. It will be valued as a well-organized handbook for practitioners, but also contains much wisdom and advice on the scientific method in general. ...exhibits...accurate balanced mastery of its subject and...distillation of scattered incoherent sources. The material is rigorous and technically challenging, but exposed as ultimately straightforward. Wunsch has succeeded in making this difficult subject accessible to mainstream students and researchers in many quantitative fields." - Thomas W. N. Hane, American Meteorological Society

From the Publisher