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标题：What the collapse of the ensemble Kalman filter tells us about particle filters
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作者：Matthias Morzfeld ; Daniel Hodyss ; Chris Snyder 等
期刊名称：Tellus A: Dynamic Meteorology and Oceanography
电子版ISSN：1600-0870
出版年度：2017
卷号：69
期号：1
DOI：10.1080/16000870.2017.1283809
摘要：Abstract 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 statements offer insights about how PF function in certain high-dimensional problems, and in particular support recent efforts in meteorology to ‘localize’ particle filters, i.e. to restrict the influence of an observation to its neighbourhood.
关键词：ensemble Kalman filter ; particle filter ; collapse of particle filters