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

Related authors

The local ensemble transform Kalman filter and the running-in-place algorithm applied to a global ocean general circulation model
S. G. Penny, E. Kalnay, J. A. Carton, B. R. Hunt, K. Ide, T. Miyoshi, and G. A. Chepurin
Nonlin. Processes Geophys., 20, 1031–1046, https://doi.org/10.5194/npg-20-1031-2013,https://doi.org/10.5194/npg-20-1031-2013, 2013

Related subject area

Subject: Predictability, probabilistic forecasts, data assimilation, inverse problems | Topic: Climate, atmosphere, ocean, hydrology, cryosphere, biosphere
Evolution of small-scale turbulence at large Richardson numbers
Lev Ostrovsky, Irina Soustova, Yuliya Troitskaya, and Daria Gladskikh
Nonlin. Processes Geophys., 31, 219–227, https://doi.org/10.5194/npg-31-219-2024,https://doi.org/10.5194/npg-31-219-2024, 2024
Short summary
Leading the Lorenz-63 system toward the prescribed regime by model predictive control coupled with data assimilation
Fumitoshi Kawasaki and Shunji Kotsuki
Nonlin. Processes Geophys. Discuss., https://doi.org/10.5194/npg-2024-4,https://doi.org/10.5194/npg-2024-4, 2024
Revised manuscript accepted for NPG
Short summary
Bridging classical data assimilation and optimal transport
Marc Bocquet, Pierre J. Vanderbecken, Alban Farchi, Joffrey Dumont Le Brazidec, and Yelva Roustan
EGUsphere, https://doi.org/10.5194/egusphere-2023-2755,https://doi.org/10.5194/egusphere-2023-2755, 2023
Short summary
Selecting and weighting dynamical models using data-driven approaches
Pierre Le Bras, Florian Sévellec, Pierre Tandeo, Juan Ruiz, and Pierre Ailliot
EGUsphere, https://doi.org/10.5194/egusphere-2023-2649,https://doi.org/10.5194/egusphere-2023-2649, 2023
Short summary
Improving Ensemble Data Assimilation through Probit-space Ensemble Size Expansion for Gaussian Copulas (PESE-GC)
Man-Yau Chan
EGUsphere, https://doi.org/10.5194/egusphere-2023-2699,https://doi.org/10.5194/egusphere-2023-2699, 2023
Short summary

Cited articles

Abarbanel, H. D. I., Creveling, D. R., Farsian, R., and Kostuk, M.: Dynamical State and Parameter Estimation, SIAM J. Appl. Dyn. Syst., 8, 1341–1381, https://doi.org/10.1137/090749761, 2009.
Ades, M. and van Leeuwen, P. J.: An exploration of the equivalent weights particle filter, Q. J. Roy. Meteorol. Soc., 139, 820–840, 2013.
Anderson, J.: An ensemble adjustment kalman filter for data assimilation, Mon. Weather Rev., 129, 2884–2903, 2001.
Atkins, E., Morzfeld, M., and Chorin, A. J.: Implicit Particle Methods and their Connection with Variational Data Assimilation, Mon. Weather Rev., 141, 1786–1803, 2013.
Bengtsson, T., Snyder, C., and Nychka, D.: Toward a nonlinear ensemble filter for high-dimensional systems, J. Geophys. Res., 108, STS2.1–STS2.10, 2003.
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.