A potential implicit particle method for high-dimensional systems
This paper presents a particle method designed for high-dimensional state estimation. Instead of weighing random forecasts by their distance to given observations, the method samples an ensemble of particles around an optimal solution based on the observations (i.e., it is implicit). It differs from...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Copernicus Publications
2013-11-01
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Series: | Nonlinear Processes in Geophysics |
Online Access: | http://www.nonlin-processes-geophys.net/20/1047/2013/npg-20-1047-2013.pdf |