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...

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Bibliographic Details

Published in:	Tellus: Series A, Dynamic Meteorology and Oceanography
Main Authors:	Matthias Morzfeld, Daniel Hodyss, Chris Snyder
Format:	Article
Language:	English
Published:	Stockholm University Press 2017-01-01
Subjects:	ensemble Kalman filter particle filter collapse of particle filters
Online Access:	http://dx.doi.org/10.1080/16000870.2017.1283809