Twin experiments with the equivalent weights particle filter and HadCM3
نویسندگان
چکیده
منابع مشابه
The equivalent-weights particle filter in a high-dimensional system
In general, particle filters need large numbers of model runs in order to avoid filter degeneracy in high-dimensional systems. The recently proposed, fully nonlinear equivalentweights particle filter overcomes this requirement by replacing the standard model transition density with two different proposal transition densities. The first proposal density is used to relax all particles towards the...
متن کاملAn exploration of the equivalent weights particle filter
Particle filters are fully non-linear data assimilation techniques that aim to represent the probability distribution of the model state given the observations (the posterior) by a number of particles. In high-dimensional geophysical applications the number of particles required by the sequential importance resampling (SIR) particle filter in order to capture the high probability region of the ...
متن کاملThe Effect of the Equivalent-Weights Particle Filter on Dynamical Balance in a Primitive Equation Model
The disadvantage of the majority of data assimilation schemes is the assumption that the conditional probability density function of the state of the system given the observations [posterior probability density function (PDF)] is distributed either locally or globally as aGaussian. The advantage, however, is that through various different mechanisms they ensure initial conditions that are predo...
متن کاملA comparison of the equivalent weights particle filter and the local ensemble transform Kalman filter in application to the barotropic vorticity equation
A B S T R A C T Data assimilation methods that work in high dimensional systems are crucial to many areas of the geosciences: meteorology, oceanography, climate science etc. The equivalent weights particle filter has been designed, and has recently been shown to, scale to problems that are of use to these communities. This article performs a systematic comparison of the equivalent weights parti...
متن کاملThe Particle Filter and Extended Kalman Filter methods for the structural system identification considering various uncertainties
Structural system identification using recursive methods has been a research direction of increasing interest in recent decades. The two prominent methods, including the Extended Kalman Filter (EKF) and the Particle Filter (PF), also known as the Sequential Monte Carlo (SMC), are advantageous in this field. In this study, the system identification of a shake table test of a 4-story steel struct...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Quarterly Journal of the Royal Meteorological Society
سال: 2015
ISSN: 0035-9009,1477-870X
DOI: 10.1002/qj.2621