Particle filters for high‐dimensional geoscience applications: A review

• Published in: Quarterly journal of the Royal Meteorological Society Vol. 145; no. 723; pp. 2335 - 2365
• Main Authors: Leeuwen, Peter Jan, Künsch, Hans R., Nerger, Lars, Potthast, Roland, Reich, Sebastian
• Format: Journal Article
• Language: English
• Published: Chichester, UK John Wiley & Sons, Ltd 01.07.2019; Wiley Subscription Services, Inc
• Subjects: Data assimilation; Data collection; Earth science; Filters; Hybrids; Kalman filters; Localization; Methods; nonlinear data assimilation; particle filters; proposal densities; Review; Weather forecasting; localization; nonlinear data assimilation; hybrids; particle filters; proposal densities

Particle filters contain the promise of fully nonlinear data assimilation. They have been applied in numerous science areas, including the geosciences, but their application to high‐dimensional geoscience systems has been limited due to their inefficiency in high‐dimensional systems in standard sett...