What the collapse of the ensemble Kalman filter tells us about particle filters
The ensemble Kalman filter (EnKF) is a reliable data assimilation tool for high-dimensional meteorological problems. On the other hand, the EnKF can be interpreted as a particle filter, and particle filters (PF) collapse in high-dimensional problems. We explain that these seemingly contradictory sta...
| Main Authors: | , , |
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| Language: | en |
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TAYLOR & FRANCIS LTD
2017
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| Online Access: | http://hdl.handle.net/10150/623125 http://arizona.openrepository.com/arizona/handle/10150/623125 |