Hybrid algorithm of ensemble transform and importance sampling for assimilation of non-Gaussian observations
A hybrid algorithm that combines the ensemble transform Kalman filter (ETKF) and the importance sampling approach is proposed. Since the ETKF assumes a linear Gaussian observation model, the estimate obtained by the ETKF can be biased in cases with nonlinear or non-Gaussian observations. The particl...
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| Format: | Article |
| Language: | English |
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Taylor & Francis Group
2014-05-01
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| Series: | Tellus: Series A, Dynamic Meteorology and Oceanography |
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| Online Access: | http://www.tellusa.net/index.php/tellusa/article/download/21429/pdf_1 |