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2010 Implicit particle filters for data assimilation
Alexandre Chorin, Matthias Morzfeld, Xuemin Tu
Commun. Appl. Math. Comput. Sci. 5(2): 221-240 (2010). DOI: 10.2140/camcos.2010.5.221

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.

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Alexandre Chorin. Matthias Morzfeld. Xuemin Tu. "Implicit particle filters for data assimilation." Commun. Appl. Math. Comput. Sci. 5 (2) 221 - 240, 2010. https://doi.org/10.2140/camcos.2010.5.221

Information

Received: 24 May 2010; Accepted: 19 October 2010; Published: 2010
First available in Project Euclid: 20 December 2017

zbMATH: 1229.60047
MathSciNet: MR2765384
Digital Object Identifier: 10.2140/camcos.2010.5.221

Subjects:
Primary: 60G35, 62M20

Rights: Copyright © 2010 Mathematical Sciences Publishers

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Vol.5 • No. 2 • 2010
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