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
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Czech description
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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
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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
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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
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