A local particle filter for high-dimensional geophysical systems
A local particle filter (LPF) is introduced that outperforms traditional ensemble Kalman filters in highly nonlinear/non-Gaussian scenarios, both in accuracy and computational cost. The standard sampling importance resampling (SIR) particle filter is augmented with an observation-space localization...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2016-11-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/23/391/2016/npg-23-391-2016.pdf |