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Some data assimilation examples I attempted.

  • Lorenz-63.ipynb studies the effect of

    • Extended Kalman Filter
    • Sequential Importance Resampling (SIR) Filter
    • 4D-Var on a Lorenz-63 model.
  • Lax-Friedrichs-1D.ipynb studies the effect of variational data assimilation on the Burgers' equation following Chung et al.

    • I do not think the script is working.