Articles | Volume 23, issue 6
https://doi.org/10.5194/npg-23-391-2016
© Author(s) 2016. This work is distributed under
the Creative Commons Attribution 3.0 License.
the Creative Commons Attribution 3.0 License.
https://doi.org/10.5194/npg-23-391-2016
© Author(s) 2016. This work is distributed under
the Creative Commons Attribution 3.0 License.
the Creative Commons Attribution 3.0 License.
A local particle filter for high-dimensional geophysical systems
Stephen G. Penny
CORRESPONDING AUTHOR
Department of Atmospheric and Oceanic Science, University of Maryland, College Park, MD, USA
National Centers for Environmental Prediction, College Park, MD, USA
RIKEN Advanced Institute for Computational Science, Kobe, Japan
Takemasa Miyoshi
RIKEN Advanced Institute for Computational Science, Kobe, Japan
Department of Atmospheric and Oceanic Science, University of Maryland, College Park, MD, USA
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42 citations as recorded by crossref.
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- State-of-the-art stochastic data assimilation methods for high-dimensional non-Gaussian problems S. Vetra-Carvalho et al. 10.1080/16000870.2018.1445364
- A Hybrid Ensemble Kalman Filter to Mitigate Non-Gaussianity in Nonlinear Data Assimilation T. TSUYUKI 10.2151/jmsj.2024-027
- A Modified Particle Filter‐Based Data Assimilation Method for a High‐Precision 2‐D Hydrodynamic Model Considering Spatial‐temporal Variability of Roughness: Simulation of Dam‐Break Flood Inundation Y. Cao et al. 10.1029/2018WR023568
- A hybrid particle-ensemble Kalman filter for problems with medium nonlinearity I. Grooms et al. 10.1371/journal.pone.0248266
- Large-scale snow data assimilation using a spatialized particle filter: recovering the spatial structure of the particles J. Odry et al. 10.5194/tc-16-3489-2022
- A new formulation of vector weights in localized particle filters Z. Shen et al. 10.1002/qj.3180
- A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKF S. Kotsuki et al. 10.5194/gmd-15-8325-2022
- Progress toward the Application of a Localized Particle Filter for Numerical Weather Prediction J. Poterjoy et al. 10.1175/MWR-D-17-0344.1
- A Reduced-Space Ensemble Kalman Filter Approach for Flow-Dependent Integration of Radar Extrapolation Nowcasts and NWP Precipitation Ensembles D. Nerini et al. 10.1175/MWR-D-18-0258.1
- Nonlinear Data Assimilation by Deep Learning Embedded in an Ensemble Kalman Filter T. TSUYUKI & R. TAMURA 10.2151/jmsj.2022-027
- Reanalysis in Earth System Science: Toward Terrestrial Ecosystem Reanalysis R. Baatz et al. 10.1029/2020RG000715
- Lagrangian Data Assimilation of Surface Drifters in a Double-Gyre Ocean Model Using the Local Ensemble Transform Kalman Filter L. Sun & S. Penny 10.1175/MWR-D-18-0406.1
- On Two Localized Particle Filter Methods for Lorenz 1963 and 1996 Models N. Schenk et al. 10.3389/fams.2022.920186
- A dynamic likelihood approach to filtering J. Restrepo 10.1002/qj.3143
- Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data F. Lu et al. 10.5194/npg-26-227-2019
- Assimilating SMOS Brightness Temperature for Hydrologic Model Parameters and Soil Moisture Estimation with an Immune Evolutionary Strategy F. Ju et al. 10.3390/rs12101556
- Assimilating satellite SST/SSH and in-situ T/S profiles with the Localized Weighted Ensemble Kalman Filter M. Shen et al. 10.1007/s13131-021-1903-2
- Regularization and tempering for a moment‐matching localized particle filter J. Poterjoy 10.1002/qj.4328
- Socio-hydrological data assimilation: analyzing human–flood interactions by model–data integration Y. Sawada & R. Hanazaki 10.5194/hess-24-4777-2020
- Ocean satellite data assimilation using the implicit equal-weights variational particle smoother P. Wang et al. 10.1016/j.ocemod.2021.101833
- Convective-Scale Data Assimilation for the Weather Research and Forecasting Model Using the Local Particle Filter J. Poterjoy et al. 10.1175/MWR-D-16-0298.1
- Comparison of regularized ensemble Kalman filter and tempered ensemble transform particle filter for an elliptic inverse problem with uncertain boundary conditions S. Dubinkina & S. Ruchi 10.1007/s10596-019-09904-w
- Two Methods for Data Assimilation of Wind Direction I. Grooms 10.16993/tellusa.2005
- CrocO_v1.0: a particle filter to assimilate snowpack observations in a spatialised framework B. Cluzet et al. 10.5194/gmd-14-1595-2021
- Ensemble Kalman filter based data assimilation for tropical waves in the MJO skeleton model T. Gleiter et al. 10.1002/qj.4245
- Improving Particle Filter Performance by Smoothing Observations G. Robinson et al. 10.1175/MWR-D-17-0349.1
- A deviation correction strategy based on particle filtering and improved model predictive control for vertical drilling D. Zhang et al. 10.1016/j.isatra.2020.11.023
- An improved framework for the dynamic likelihood filtering approach to data assimilation D. Foster & J. Restrepo 10.1063/5.0083071
- Applying the Sinkhorn Algorithm for Resampling of Local Particle Filter K. Oishi & S. Kotsuki 10.2151/sola.2023-024
- A comparison of nonlinear extensions to the ensemble Kalman filter I. Grooms 10.1007/s10596-022-10141-x
- Particle Filters for nonlinear data assimilation in high-dimensional systems P. van Leeuwen 10.5802/afst.1560
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- Propagating information from snow observations with CrocO ensemble data assimilation system: a 10-years case study over a snow depth observation network B. Cluzet et al. 10.5194/tc-16-1281-2022
- Analog ensemble data assimilation in a quasigeostrophic coupled model I. Grooms et al. 10.1002/qj.4446
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Latest update: 21 Nov 2024
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.
Particle filters in their basic form have been shown to be unusable for large geophysical...