What the collapse of the ensemble Kalman filter tells us about particle filters

Efficient Assimilation of Simulated Observations in a High-Dimensional Geophysical System Using a Localized Particle Filter

(2016) Jonathan Poterjoy et al.   MONTHLY WEATHER REVIEW

A Localized Particle Filter for High-Dimensional Nonlinear Systems

(2016) Jonathan Poterjoy   MONTHLY WEATHER REVIEW

Nonlinear stability and ergodicity of ensemble based Kalman filters

(2016) Xin T Tong et al.   NONLINEARITY

Can local particle filters beat the curse of dimensionality?

(2015) Patrick Rebeschini et al.   ANNALS OF APPLIED PROBABILITY

The estimation of time-invariant parameters of noisy nonlinear oscillatory systems

(2015) Mohammad Khalil et al.   JOURNAL OF SOUND AND VIBRATION

A Second-Order Exact Ensemble Square Root Filter for Nonlinear Data Assimilation

(2015) Julian Tödter et al.   MONTHLY WEATHER REVIEW

Performance Bounds for Particle Filters Using the Optimal Proposal

(2015) Chris Snyder et al.   MONTHLY WEATHER REVIEW

Concrete ensemble Kalman filters with rigorous catastrophic filter divergence

(2015) David Kelly et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

On the stability of sequential Monte Carlo methods in high dimensions

(2014) Alexandros Beskos et al.   ANNALS OF APPLIED PROBABILITY

Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time

(2014) D T B Kelly et al.   NONLINEARITY

Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations

(2014) Nikolas Kantas et al.   SIAM-ASA Journal on Uncertainty Quantification

Square Root and Perturbed Observation Ensemble Generation Techniques in Kalman and Quadratic Ensemble Filtering Algorithms

(2013) Daniel Hodyss et al.   MONTHLY WEATHER REVIEW

Conditions for successful data assimilation

(2013) Alexandre J. Chorin et al.   JOURNAL OF GEOPHYSICAL RESEARCH-ATMOSPHERES

DART/CAM: An Ensemble Data Assimilation System for CESM Atmospheric Models

(2012) Kevin Raeder et al.   JOURNAL OF CLIMATE

Data Assimilation in the Low Noise Regime with Application to the Kuroshio

(2012) Eric Vanden-Eijnden et al.   MONTHLY WEATHER REVIEW

A random map implementation of implicit filters

(2011) Matthias Morzfeld et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Ensemble State Estimation for Nonlinear Systems Using Polynomial Expansions in the Innovation

(2011) Daniel Hodyss   MONTHLY WEATHER REVIEW

A Moment Matching Ensemble Filter for Nonlinear Non-Gaussian Data Assimilation

(2011) Jing Lei et al.   MONTHLY WEATHER REVIEW

Beyond Gaussian Statistical Modeling in Geophysical Data Assimilation

(2010) Marc Bocquet et al.   MONTHLY WEATHER REVIEW

Implicit particle filters for data assimilation

(2010) Alexandre Chorin et al.   Communications in Applied Mathematics and Computational Science

Data assimilation with the weighted ensemble Kalman filter

(2010) Nicolas Papadakis et al.   TELLUS SERIES A-DYNAMIC METEOROLOGY AND OCEANOGRAPHY

Particle filtering with path sampling and an application to a bimodal ocean current model

(2009) Jonathan Weare   JOURNAL OF COMPUTATIONAL PHYSICS

Particle Filtering in Geophysical Systems

(2009) Peter Jan van Leeuwen   MONTHLY WEATHER REVIEW

Implicit sampling for particle filters

(2009) A. J. Chorin et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Obstacles to High-Dimensional Particle Filtering

(2008) Chris Snyder et al.   MONTHLY WEATHER REVIEW