Data assimilation aims at determining as accurately as possible the state of a dynamical system by combining heterogeneous sources of information in an optimal way. Generally speaking, the mathematical methods of data assimilation describe algorithms for forming optimal combinations of observations of a system, a numerical model that describes its evolution, and appropriate prior information. Data assimilation has a long history of application to high-dimensional geophysical systems dating back to the 1960s, with application to the estimation of initial conditions for weather forecasts. It has become a major component of numerical forecasting systems in geophysics, and an intensive field of research, with numerous additional applications in oceanography, atmospheric chemistry, and extensions to other geophysical sciences. The physical complexity and the high dimensionality of geophysical systems have led the community of geophysics to make significant contributions to the fundamental theory of data assimilation. This book gathers notes from lectures and seminars given by internationally recognized scientists during a three-week school held in the Les Houches School of physics in 2012, on theoretical and applied data assimilation. It is composed of (i) a series of main lectures, presenting the fundamentals of the most commonly used methods, and the information theory background required to understand and evaluate the role of observations; (ii) a series of specialized lectures, addressing various aspects of data assimilation in detail, from the most recent developments of the theory to the specificities of various thematic applications.

Data Assimilation for the Geosciences: From Theory to Application brings together all of the mathematical,statistical, and probability background knowledge needed to formulate data assimilation systems in one place. It includes practical exercises for understanding theoretical formulation and presents some aspects of coding the theory with a toy problem. The book also demonstrates how data assimilation systems are implemented in larger scale fluid dynamical problems related to the atmosphere, oceans, as well as the land surface and other geophysical situations. It offers a comprehensive presentation of the subject, from basic principles to advanced methods, such as Particle Filters and Markov-Chain Monte-Carlo methods. Additionally, Data Assimilation for the Geosciences: From Theory to Application covers the applications of data assimilation techniques in various disciplines of the geosciences, making the book useful to students, teachers, and research scientists. Includes practical exercises, enabling readers to apply concepts in a theoretical formulation Offers explanations for how to code certain parts of the theory Presents a step-by-step guide on how, and why, data assimilation works and can be used

Data assimilation is an approach that combines observations and model output, with the objective of improving the latter. This book places data assimilation into the broader context of inverse problems and the theory, methods, and algorithms that are used for their solution. It provides a framework for, and insight into, the inverse problem nature of data assimilation, emphasizing why and not just how. Methods and diagnostics are emphasized, enabling readers to readily apply them to their own field of study. Readers will find a comprehensive guide that is accessible to nonexperts; numerous examples and diverse applications from a broad range of domains, including geophysics and geophysical flows, environmental acoustics, medical imaging, mechanical and biomedical engineering, economics and finance, and traffic control and urban planning; and the latest methods for advanced data assimilation, combining variational and statistical approaches.

This book reviews popular data-assimilation methods, such as weak and strong constraint variational methods, ensemble filters and smoothers. The author shows how different methods can be derived from a common theoretical basis, as well as how they differ or are related to each other, and which properties characterize them, using several examples. Readers will appreciate the included introductory material and detailed derivations in the text, and a supplemental web site.

Data Assimilation for the Geosciences: From Theory to Application, Second Edition brings together all of the mathematical and statistical background knowledge needed to formulate data assimilation systems into one place. It includes practical exercises enabling readers to apply theory in both a theoretical formulation as well as teach them how to code the theory with toy problems to verify their understanding. It also demonstrates how data assimilation systems are implemented in larger scale fluid dynamical problems related to land surface, the atmosphere, ocean and other geophysical situations. The second edition of Data Assimilation for the Geosciences has been revised with up to date research that is going on in data assimilation, as well as how to apply the techniques. The new edition features an introduction of how machine learning and artificial intelligence are interfacing and aiding data assimilation. In addition to appealing to students and researchers across the geosciences, this now also appeals to new students and scientists in the field of data assimilation as it will now have even more information on the techniques, research, and applications, consolidated into one source. - Includes practical exercises and solutions enabling readers to apply theory in both a theoretical formulation as well as enabling them to code theory - Provides the mathematical and statistical background knowledge needed to formulate data assimilation systems into one place - New to this edition: covers new topics such as Observing System Experiments (OSE) and Observing System Simulation Experiments; and expanded approaches for machine learning and artificial intelligence

A comprehensive reference on data assimilation and inverse problems, and their applications across a broad range of geophysical disciplines, ideal for researchers and graduate students. It highlights the importance of data assimilation for understanding dynamical processes of the Earth and its space environment, and summarises recent advances.

Data assimilation is an approach that combines observations and model output, with the objective of improving the latter. This book places data assimilation into the broader context of inverse problems and the theory, methods, and algorithms that are used for their solution. It provides a framework for, and insight into, the inverse problem nature of data assimilation, emphasizing why and not just how. Methods and diagnostics are emphasized, enabling readers to readily apply them to their own field of study. Readers will find a comprehensive guide that is accessible to nonexperts; numerous examples and diverse applications from a broad range of domains, including geophysics and geophysical flows, environmental acoustics, medical imaging, mechanical and biomedical engineering, economics and finance, and traffic control and urban planning; and the latest methods for advanced data assimilation, combining variational and statistical approaches.

This book is unique in its ambitious and comprehensive coverage of earth system land surface characterization, from observation and modeling to data assimilation, including recent developments in theory and techniques, and novel application cases. The contributing authors are active research scientists, and many of them are internationally known leading experts in their areas, ensuring that the text is authoritative.This book comprises four parts that are logically connected from data, modeling, data assimilation integrating data and models to applications. Land data assimilation is the key focus of the book, which encompasses both theoretical and applied aspects with various novel methodologies and applications to the water cycle, carbon cycle, crop monitoring, and yield estimation.Readers can benefit from a state-of-the-art presentation of the latest tools and their usage for understanding earth system processes. Discussions in the book present and stimulate new challenges and questions facing today''s earth science and modeling communities.

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 provides the bedrock for the derivation, development and analysis of algorithms; the many examples used in the text, together with the algorithms which are introduced and discussed, are all illustrated by the MATLAB software detailed in the book and made freely available online. The book is organized into nine chapters: the first contains a brief introduction to the mathematical tools around which the material is organized; the next four are concerned with discrete time dynamical systems and discrete time data; the last four are concerned with continuous time dynamical systems and continuous time data and are organized analogously to the corresponding discrete time chapters. This book is aimed at mathematical researchers interested in a systematic development of this interdisciplinary field, and at researchers from the geosciences, and a variety of other scientific fields, who use tools from data assimilation to combine data with time-dependent models. The numerous examples and illustrations make understanding of the theoretical underpinnings of data assimilation accessible. Furthermore, the examples, exercises and MATLAB software, make the book suitable for students in applied mathematics, either through a lecture course, or through self-study.

This open-access textbook's significant contribution is the unified derivation of data-assimilation techniques from a common fundamental and optimal starting point, namely Bayes' theorem. Unique for this book is the "top-down" derivation of the assimilation methods. It starts from Bayes theorem and gradually introduces the assumptions and approximations needed to arrive at today's popular data-assimilation methods. This strategy is the opposite of most textbooks and reviews on data assimilation that typically take a bottom-up approach to derive a particular assimilation method. E.g., the derivation of the Kalman Filter from control theory and the derivation of the ensemble Kalman Filter as a low-rank approximation of the standard Kalman Filter. The bottom-up approach derives the assimilation methods from different mathematical principles, making it difficult to compare them. Thus, it is unclear which assumptions are made to derive an assimilation method and sometimes even which problem it aspires to solve. The book's top-down approach allows categorizing data-assimilation methods based on the approximations used. This approach enables the user to choose the most suitable method for a particular problem or application. Have you ever wondered about the difference between the ensemble 4DVar and the "ensemble randomized likelihood" (EnRML) methods? Do you know the differences between the ensemble smoother and the ensemble-Kalman smoother? Would you like to understand how a particle flow is related to a particle filter? In this book, we will provide clear answers to several such questions. The book provides the basis for an advanced course in data assimilation. It focuses on the unified derivation of the methods and illustrates their properties on multiple examples. It is suitable for graduate students, post-docs, scientists, and practitioners working in data assimilation.