Data assimilation is a hugely important mathematical technique, relevant in fields as diverse as geophysics, data science, and neuroscience. This modern book provides an authoritative treatment of the field as it relates to several scientific disciplines, with a particular empha…
This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem prov…