A stochastic covariance shrinkage approach to particle rejuvenation in the ensemble transform particle filter
<p>Rejuvenation in particle filters is necessary to prevent the collapse of the weights when the number of particles is insufficient to properly sample the high-probability regions of the state space. Rejuvenation is often implemented in a heuristic manner by the addition of random noise that...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2022-06-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | https://npg.copernicus.org/articles/29/241/2022/npg-29-241-2022.pdf |