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'Covariance Square Root Filter' Video Lecture
Covariance Square Root Filter
Course
:
Dynamic Data Assimilation: an introduction
Discipline
:
Mathematics
Faculty
: Prof. S. Lakshmivarahan
Institute
:
IIT Madras
Covariance Square Root Filter
- Click on the Video Link shown below to play the video on Youtube. Browse through
Dynamic Data Assimilation: an introduction (Mathematics)
Video Lectures by
Prof. S. Lakshmivarahan
from
IIT Madras
through NPTEL.
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Nonlinear Filtering
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Course Video Lectures
An Overview
Data Mining, Data assimilation and prediction
A classification of forecast errors
Finite Dimensional Vector Space
Matrices
Matrices Continued
Multi-variate Calculus
Optimization in Finite Dimensional Vector spa..
Deterministic, Static, linear Inverse (well-p..
Deterministic, Static, Linear Inverse (Ill-po..
A Geometric View Projections
Deterministic, Static, nonlinear Inverse Prob..
On-line Least Squares
Examples of static inverse problems
Interlude and a Way Forward
Matrix Decomposition Algorithms
Matrix Decomposition Algorithms Continued
Minimization algorithms
Minimization algorithms Continued
Inverse problems in deterministic
Inverse problems in deterministic Continued
Forward sensitivity method
Relation between FSM and 4DVAR
Statistical Estimation
Statistical Least Squares
Maximum Likelihood Method
Bayesian Estimation
From Gauss to Kalman-Linear Minimum Variance ..
Initialization Classical Method
Optimal interpolations
A Bayesian Formation-3D-VAR methods
Linear Stochastic Dynamics - Kalman Filter
Linear Stochastic Dynamics - Kalman Filter Co..
Linear Stochastic Dynamics - Kalman Filter Co..
Covariance Square Root Filter
Nonlinear Filtering
Ensemble Reduced Rank Filter
Basic nudging methods
Deterministic predictability
Predictability A stochastic view and Summary
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