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...

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Bibliographic Details
Main Authors: B. Weir, R. N. Miller, Y. H. Spitz
Format: Article
Language:English
Published: Copernicus Publications 2013-11-01
Series:Nonlinear Processes in Geophysics
Online Access:http://www.nonlin-processes-geophys.net/20/1047/2013/npg-20-1047-2013.pdf