A survey of implicit particle filters for data assimilation [Implicit particle filters for data assimilation]
Abstract
Implicit particle filters for data assimilation update the particles by first choosing probabilities and then looking for particle locations that assume them, guiding the particles one by one to the high probability domain. We provide a detailed description of these filters, with illustrative examples, together with new, more general, methods for solving the algebraic equations and with a new algorithm for parameter identification.
- Authors:
-
- Univ. of California, Berkeley, CA (United States); Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)
- Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)
- Univ. of Kansas, Lawrence, KS (United States)
- Publication Date:
- Research Org.:
- Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)
- Sponsoring Org.:
- USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR) (SC-21)
- OSTI Identifier:
- 1407165
- DOE Contract Number:
- AC02-05CH11231
- Resource Type:
- Book
- Resource Relation:
- Related Information: Book Title: State-Space Models
- Country of Publication:
- United States
- Language:
- English
- Subject:
- 72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS
Citation Formats
Chorin, Alexandre J., Morzfeld, Matthias, and Tu, Xuemin. A survey of implicit particle filters for data assimilation [Implicit particle filters for data assimilation]. United States: N. p., 2013.
Web. doi:10.1007/978-1-4614-7789-1_3.
Chorin, Alexandre J., Morzfeld, Matthias, & Tu, Xuemin. A survey of implicit particle filters for data assimilation [Implicit particle filters for data assimilation]. United States. https://doi.org/10.1007/978-1-4614-7789-1_3
Chorin, Alexandre J., Morzfeld, Matthias, and Tu, Xuemin. Fri .
"A survey of implicit particle filters for data assimilation [Implicit particle filters for data assimilation]". United States. https://doi.org/10.1007/978-1-4614-7789-1_3. https://www.osti.gov/servlets/purl/1407165.
@article{osti_1407165,
title = {A survey of implicit particle filters for data assimilation [Implicit particle filters for data assimilation]},
author = {Chorin, Alexandre J. and Morzfeld, Matthias and Tu, Xuemin},
abstractNote = {Implicit particle filters for data assimilation update the particles by first choosing probabilities and then looking for particle locations that assume them, guiding the particles one by one to the high probability domain. We provide a detailed description of these filters, with illustrative examples, together with new, more general, methods for solving the algebraic equations and with a new algorithm for parameter identification.},
doi = {10.1007/978-1-4614-7789-1_3},
url = {https://www.osti.gov/biblio/1407165},
journal = {},
number = ,
volume = ,
place = {United States},
year = {2013},
month = {7}
}
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