Articles | Volume 25, issue 4
https://doi.org/10.5194/npg-25-765-2018
https://doi.org/10.5194/npg-25-765-2018
Review article
 | 
12 Nov 2018
Review article |  | 12 Nov 2018

Review article: Comparison of local particle filters and new implementations

Alban Farchi and Marc Bocquet

Related authors

Four-dimensional variational data assimilation with a sea-ice thickness emulator
Charlotte Durand, Tobias Sebastian Finn, Alban Farchi, Marc Bocquet, Julien Brajard, and Laurent Bertino
EGUsphere, https://doi.org/10.5194/egusphere-2024-4028,https://doi.org/10.5194/egusphere-2024-4028, 2025
Short summary
Quantification of CO2 hotspot emissions from OCO-3 SAM CO2 satellite images using deep learning methods
Joffrey Dumont Le Brazidec, Pierre Vanderbecken, Alban Farchi, Grégoire Broquet, Gerrit Kuhlmann, and Marc Bocquet
Geosci. Model Dev. Discuss., https://doi.org/10.5194/gmd-2024-156,https://doi.org/10.5194/gmd-2024-156, 2024
Revised manuscript accepted for GMD
Short summary
Representation learning with unconditional denoising diffusion models for dynamical systems
Tobias Sebastian Finn, Lucas Disson, Alban Farchi, Marc Bocquet, and Charlotte Durand
Nonlin. Processes Geophys., 31, 409–431, https://doi.org/10.5194/npg-31-409-2024,https://doi.org/10.5194/npg-31-409-2024, 2024
Short summary
Bridging classical data assimilation and optimal transport: the 3D-Var case
Marc Bocquet, Pierre J. Vanderbecken, Alban Farchi, Joffrey Dumont Le Brazidec, and Yelva Roustan
Nonlin. Processes Geophys., 31, 335–357, https://doi.org/10.5194/npg-31-335-2024,https://doi.org/10.5194/npg-31-335-2024, 2024
Short summary
Data-driven surrogate modeling of high-resolution sea-ice thickness in the Arctic
Charlotte Durand, Tobias Sebastian Finn, Alban Farchi, Marc Bocquet, Guillaume Boutin, and Einar Ólason
The Cryosphere, 18, 1791–1815, https://doi.org/10.5194/tc-18-1791-2024,https://doi.org/10.5194/tc-18-1791-2024, 2024
Short summary

Related subject area

Subject: Predictability, probabilistic forecasts, data assimilation, inverse problems | Topic: Climate, atmosphere, ocean, hydrology, cryosphere, biosphere
Dynamic-Statistic Combined Ensemble Prediction and Impact Factors on China’s Summer Precipitation
Xiaojuan Wang, Zihan Yang, Shuai Li, Qingquan Li, and Guolin Feng
EGUsphere, https://doi.org/10.5194/egusphere-2024-3762,https://doi.org/10.5194/egusphere-2024-3762, 2024
Short summary
Inferring flow energy, space scales, and timescales: freely drifting vs. fixed-point observations
Aurelien Luigi Serge Ponte, Lachlan C. Astfalck, Matthew D. Rayson, Andrew P. Zulberti, and Nicole L. Jones
Nonlin. Processes Geophys., 31, 571–586, https://doi.org/10.5194/npg-31-571-2024,https://doi.org/10.5194/npg-31-571-2024, 2024
Short summary
Multilevel Monte Carlo methods for ensemble variational data assimilation
Mayeul Destouches, Paul Mycek, Selime Gürol, Anthony T. Weaver, Serge Gratton, and Ehouarn Simon
EGUsphere, https://doi.org/10.5194/egusphere-2024-3628,https://doi.org/10.5194/egusphere-2024-3628, 2024
Short summary
Explaining the high skill of Reservoir Computing methods in El Niño prediction
Francesco Guardamagna, Claudia Wieners, and Henk Dijkstra
Nonlin. Processes Geophys. Discuss., https://doi.org/10.5194/npg-2024-24,https://doi.org/10.5194/npg-2024-24, 2024
Revised manuscript accepted for NPG
Short summary
A comparison of two nonlinear data assimilation methods
Vivian A. Montiforte, Hans E. Ngodock, and Innocent Souopgui
Nonlin. Processes Geophys., 31, 463–476, https://doi.org/10.5194/npg-31-463-2024,https://doi.org/10.5194/npg-31-463-2024, 2024
Short summary

Cited articles

Acevedo, W., de Wiljes, J., and Reich, S.: Second-order accurate ensemble transform particle filters, SIAM J. Sci. Comput., 39, A1834–A1850, https://doi.org/10.1137/16M1095184, 2017. a
Ades, M. and van Leeuwen, P. J.: The equivalent-weights particle filter in a high-dimensional system, Q. J. Roy. Meteor. Soc., 141, 484–503, https://doi.org/10.1002/qj.2370, 2015. a, b, c
Anderson, J. L.: A Method for Producing and Evaluating Probabilistic Forecasts from Ensemble Model Integrations, J. Climate, 9, 1518–1530, https://doi.org/10.1175/1520-0442(1996)009<1518:AMFPAE>2.0.CO;2, 1996. a
Apte, A. and Jones, C. K. R. T.: The impact of nonlinearity in Lagrangian data assimilation, Nonlin. Processes Geophys., 20, 329–341, https://doi.org/10.5194/npg-20-329-2013, 2013. a
Arulampalam, M. S., Maskell, S., Gordon, N., and Clapp, T.: A tutorial on particle filters for online nonlinear non-Gaussian Bayesian Tracking, IEEE T. Signal Proces., 50, 174–188, https://doi.org/10.1109/78.978374, 2002. a
Download
Short summary
Data assimilation looks for an optimal way to learn from observations of a dynamical system to improve the quality of its predictions. The goal is to filter out the noise (both observation and model noise) to retrieve the true signal. Among all possible methods, particle filters are promising; the method is fast and elegant, and it allows for a Bayesian analysis. In this review paper, we discuss implementation techniques for (local) particle filters in high-dimensional systems.
Share