Localization in High-Dimensional Monte Carlo Filtering

22 Dec 2016 Robert Sylvain Künsch Hans R.

The high dimensionality and computational constraints associated with filtering problems in large-scale geophysical applications are particularly challenging for the Particle Filter (PF). Approximate but efficient methods such as the Ensemble Kalman Filter (EnKF) are therefore usually preferred... (read more)

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Categories


  • COMPUTATION
  • CHAOTIC DYNAMICS
  • ATMOSPHERIC AND OCEANIC PHYSICS