Year: 2009
Type: article
Abstract: The application of particle filters in geophysical systems is reviewed. Some background on Bayesian filtering is provided, and the existing methods are discussed. The emphasis is on the methodology, and not so much on the applications themselves. It is shown that direct application of the basic particle filter (i.e., importance sampling using the prior as the importance density) does not work in high-dimensional systems, but several variants are shown to have potential. Approximations to the full problem that try to keep some aspects of the particle filter beyond the Gaussian approximation are also presented and discussed.
Source: Monthly Weather Review
Author: Peter Jan van Leeuwen
Institutions: Utrecht University, University of Reading
Language: English
Subfield: Atmospheric Science
Field: Earth and Planetary Sciences
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W2001250891