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Published in:
2015 | OriginalPaper | Chapter
5. Discrete Time: MATLAB Programs
Authors : Kody Law, Andrew Stuart, Konstantinos Zygalakis
Published in: Data Assimilation
Publisher: Springer International Publishing
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Abstract
This chapter is dedicated to illustrating the examples, theory, and algorithms, as presented in the previous chapters, through a few short and easy-to-follow MATLAB programs. These programs are provided for two reasons: (i) For some readers, they will form the best route by which to appreciate the details of the examples, theory, and algorithms we describe; (ii) for other readers, they will be a useful starting point to develop their own codes. While ours are not necessarily the optimal implementations of the algorithms discussed in these notes, they have been structured to be simple to understand, to modify, and to extend. In particular, the code may be readily extended to solve problems more complex than those described in Examples 2.1
–2.7, which we will use for most of our illustrations.