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Title: A survey of implicit particle filters for data assimilation [Implicit particle filters for data assimilation]

Book ·
 [1];  [2];  [3]
  1. Univ. of California, Berkeley, CA (United States); Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)
  2. Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)
  3. Univ. of Kansas, Lawrence, KS (United States)
+ Show Author Affiliations

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.

Research Organization:
Lawrence Berkeley National Laboratory (LBNL), Berkeley, CA (United States)
Sponsoring Organization:
USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR)
DOE Contract Number:
AC02-05CH11231
OSTI ID:
1407165
Resource Relation:
Related Information: Book Title: State-Space Models
Country of Publication:
United States
Language:
English

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Related Subjects

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS