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7 - Filtering and Smoothing Problems and Well-Posedness

Published online by Cambridge University Press:  27 July 2023

Daniel Sanz-Alonso
Affiliation:
University of Chicago
Andrew Stuart
Affiliation:
California Institute of Technology
Armeen Taeb
Affiliation:
University of Washington
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Summary

In this chapter we introduce data assimilation problems in which the model of interest, and the data associated with it, have a time-ordered nature.We distinguish between the filtering problem (on-line) in which the data is incorporated sequentially as it comes in, and the smoothing problem (off-line) which is a specific instance of the inverse problems that have been the subject of the preceding chapters.

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Publisher: Cambridge University Press
Print publication year: 2023

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