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Nonlinear Processes in Geophysics An interactive open-access journal of the European Geosciences Union
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Volume 23, issue 6
Nonlin. Processes Geophys., 23, 391–405, 2016
https://doi.org/10.5194/npg-23-391-2016
© Author(s) 2016. This work is distributed under
the Creative Commons Attribution 3.0 License.
Nonlin. Processes Geophys., 23, 391–405, 2016
https://doi.org/10.5194/npg-23-391-2016
© Author(s) 2016. This work is distributed under
the Creative Commons Attribution 3.0 License.

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

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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...
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