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This course is an introduction to data assimilation and inverse methods. Mathematical formulation and algorithms of the major methods are presented, as well as application examples.
A) content
1. introduction to data assimilation
2. mathematical tools (statistics, proba)
3. ingredients of data assimilation
4. Kalman filter
5. ensemble algorithms
6. methematical tools (differential calculus, optimisation)
7. variationnal approaches
B) practicals
Prerequisitesdifferential calculus, basic proba/stats, matrix theory, optimization, numerical analysis, partial differential equations
N = exam
The exam is given in english only
Course ID : 5MM25323
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Documents and resources on the course webpage.
Date of update January 15, 2017