Implicit particle filters for data assimilation

Details Implicit particle filters for data assimilation Implicit particle filters for data assimilation

2010-05-21

arxiv.org/abs/1005.4002v1

Mathematics

Numerical Analysis

Scientific paper

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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