A Local Particle Filter Using Gamma Test Theory for High‐Dimensional State Spaces
Abstract Particle filters are non‐Gaussian filters, which means that the assumption that the error distribution of the ensemble should be Gaussian is unnecessary. Like the ensemble Kalman filter, particle filters are based on the Monte Carlo approximation to represent the distribution of model state...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
American Geophysical Union (AGU)
2020-11-01
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| Series: | Journal of Advances in Modeling Earth Systems |
| Subjects: | |
| Online Access: | https://doi.org/10.1029/2020MS002130 |