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Marginalized Particle Filtering Framework for Tuning of Ensemble Filters

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F11%3A00367533" target="_blank" >RIV/67985556:_____/11:00367533 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.1175/2011MWR3586.1" target="_blank" >http://dx.doi.org/10.1175/2011MWR3586.1</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1175/2011MWR3586.1" target="_blank" >10.1175/2011MWR3586.1</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Marginalized Particle Filtering Framework for Tuning of Ensemble Filters

  • Original language description

    Marginalized particle ltering (MPF), also known as Rao-Blackwellized particle filtering has been recently developed as a hybrid method combining analytical lters with particle filters. In this paper, we investigate the prospects of this approach in enviromental modelling where the key concerns are nonlinearity, high-dimensionality, and computational cost. In our formulation, exact marginalization in the MPF is replaced by approximate marginalization yielding a framework for creation of new hybrid lters.In particular, we propose to use the MPF framework for on-line tuning of nuisance parameters of ensemble filters. Strength of the framework is demonstrated on the joint estimation of the inflation factor, the measurement error variance and the length-scale parameter of covariance localization. It is shown that accurate estimation can be achieved with a moderate number of particles. Moreover, this result was achieved with naively chosen proposal densities leaving space for further improv

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2011

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Monthly Weather Review

  • ISSN

    0027-0644

  • e-ISSN

  • Volume of the periodical

    139

  • Issue of the periodical within the volume

    11

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    10

  • Pages from-to

    3589-3599

  • UT code for WoS article

    000296475700014

  • EID of the result in the Scopus database