What the collapse of the ensemble Kalman filter tells us about particle filters
The ensemble Kalman filter (EnKF) is a reliable data assimilation tool for high-dimensional meteorological problems. On the other hand, the EnKF can be interpreted as a particle filter, and particle filters (PF) collapse in high-dimensional problems. We explain that these seemingly contradictory sta...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Stockholm University Press
2017-01-01
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| Series: | Tellus: Series A, Dynamic Meteorology and Oceanography |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/16000870.2017.1283809 |