Informações sobre a disciplina

Course Contents
Bayesian Formulation of Data Assimilation problems, Kalman smoothing, Markov-Chain Monte-Carlo method, Variational approaches (4DVar), Sequential approaches and 3DVar, Kalman filter and Ensemble Kalman filter; nudging methods (e.g. Luenberger observer) , model reduction methods;
implementation of the above methods

Literature
Kody Law, Andrew Stuart, Konstantinos Zygalakis; Data Assimilation: A mathematical introduction, Springer, 2015
Mark Asch, Marc Bocquet, Maelle Nodet; Data Assimilation: Methods, Algorithms and Applications, SIAM 2016