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.