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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53 citations as recorded by crossref.
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- Data assimilation for non-linear systems with a hybrid non-linear particle filter M. Zhou et al. https://doi.org/10.2298/TSCI2602973Z
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- Regularization and tempering for a moment‐matching localized particle filter J. Poterjoy https://doi.org/10.1002/qj.4328
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- Evaluation of a localized particle filter with all-sky FY-4 AGRI infrared radiance assimilation for the convection-permitting simulation of an extremely heavy rainfall event H. Chen et al. https://doi.org/10.1016/j.atmosres.2026.108866
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- Reply to Comment by Jie Qin and Teng Wu on “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. https://doi.org/10.1029/2020WR027315
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- Progress toward the Application of a Localized Particle Filter for Numerical Weather Prediction J. Poterjoy et al. https://doi.org/10.1175/MWR-D-17-0344.1
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- Imaging the Lower Ionosphere Using Network Measurements of VLF Transmitter Signals and a Particle Filter Algorithm W. Ma et al. https://doi.org/10.1109/JSTARS.2025.3645493
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- Uncertainty in hydrogeophysics: electrical resistivity tomography with variational inference J. Yan et al. https://doi.org/10.1093/gji/ggag137
- Assimilating SMOS Brightness Temperature for Hydrologic Model Parameters and Soil Moisture Estimation with an Immune Evolutionary Strategy F. Ju et al. https://doi.org/10.3390/rs12101556
- Ocean satellite data assimilation using the implicit equal-weights variational particle smoother P. Wang et al. https://doi.org/10.1016/j.ocemod.2021.101833
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- Redox mechanism of geobattery and related electrical signals using a novel real-time self-potential monitoring experimental platform J. Xie et al. https://doi.org/10.1007/s11771-024-5769-2
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- Application of Hybrid Data Assimilation Methods for Mesoscale Eddy Simulation and Prediction in the South China Sea Y. Shan et al. https://doi.org/10.3390/atmos16101193
- Particle Filters for nonlinear data assimilation in high-dimensional systems P. van Leeuwen https://doi.org/10.5802/afst.1560
- Impacts of the Lagrangian Data Assimilation of Surface Drifters on Estimating Ocean Circulation during the Gulf of Mexico Grand Lagrangian Deployment L. Sun et al. https://doi.org/10.1175/MWR-D-21-0123.1
- Improving the Analyses and Forecasts of a Tropical Squall Line Using Upper Tropospheric Infrared Satellite Observations M. Chan & X. Chen https://doi.org/10.1007/s00376-021-0449-8
- Scalable marginalized particle filter to improve state estimation of one-way coupled PDE systems H. Iqbal & C. Claudel https://doi.org/10.1016/j.apm.2024.115807
- Review article: Comparison of local particle filters and new implementations A. Farchi & M. Bocquet https://doi.org/10.5194/npg-25-765-2018
- Localization in the mapping particle filter J. Guerrieri et al. https://doi.org/10.5194/npg-33-33-2026
- Ensemble variational Bayesian approximation for the inversion and uncertainty quantification of Darcy flows in heterogeneous porous media with random parameters Z. Zhang et al. https://doi.org/10.1016/j.jcp.2024.113052
Saved (final revised paper)
Latest update: 12 Jun 2026
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...