SM339 Introduction to Probability and Statistics
Michelson1882.pdf Michelson's paper
MichelsonLightSpeed.xls the data.
April 21, 2004 - Chesapeake Bay Seminar - Extended Kalman Filter
Gelb, A., et al., Applied Optimal Estimation. MIT Press (1974).
Ide, K., Courtier, P., Ghil, M., Lorenc, A., Unified Notation for Data Assimilation: Operational, Sequential and Variational. J. Met. Soc. Japan, 75 (1997) 181-189.
Ide, K., Kuznetsov, L., Jones, C., Lagrangian data assimilation for point vortex systems. Journal of Turbulence, 3 (2002) .
Ide, K., Ghil, M., Extended Kalman filtering for vortex systems. Part I: Methodology and point vortices. Part II: Rankine vortices and observing-system design. Dynamics of Atmospheres and Oceans, 27 (1997) 301-350.
Kalman, R.E., "A New Approach to Linear Filtering and Prediction Problems." Transaction of the ASME - Journal of Basic Engineering 82 (1960) 35-45.
Kuznetsov, L., Ide, K., Jones, C., A method for assimilation of Lagrangian data. Monthly Weather Journal.
Welch, G., Bishop, G., An Introduction to the Kalman Filter. UNC TR 95-041 (2003).
Air pollution data: Pollution.mat