Supported by the National Natural Science Foundation of China (Grant Nos. 40275032, 40505005 and 40405019) ;Opening Foundation of Institute of Heavy Rain, CMA (Grant No. IHR2006G13)
A new sequential data assimilation method named "Monte Carlo H ∞ filter" is introduced based on H ∞ filter technique and Monte Carlo method in this paper. This method applies to nonlinear systems in condition of lac...