Articles | Volume 23, issue 6
https://doi.org/10.5194/npg-23-391-2016
https://doi.org/10.5194/npg-23-391-2016
Research article
 | 
04 Nov 2016
Research article |  | 04 Nov 2016

A local particle filter for high-dimensional geophysical systems

Stephen G. Penny and Takemasa Miyoshi

Viewed

Total article views: 3,960 (including HTML, PDF, and XML)
HTML PDF XML Total BibTeX EndNote
2,330 1,406 224 3,960 204 233
  • HTML: 2,330
  • PDF: 1,406
  • XML: 224
  • Total: 3,960
  • BibTeX: 204
  • EndNote: 233
Views and downloads (calculated since 07 Dec 2015)
Cumulative views and downloads (calculated since 07 Dec 2015)

Cited

Latest update: 14 Dec 2024
Download
Short summary
Particle filters in their basic form have been shown to be unusable for large geophysical systems because the number of required particles grows exponentially with the size of the system. We have applied the ideas of localized analyses at each model grid point and use ensemble weight smoothing to blend each local analysis with its neighbors. This new local particle filter (LPF) makes large geophysical applications tractable for particle filters and is competitive with a popular EnKF alternative.