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The implicit particle filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability regions via a sequence of steps that includes minimizations. We ...
Abstract: Data assimilation refers to methodologies for the incorporation of noisy observations of a physical system into an underlying model in order to infer the properties of the state of the syste...
We show how the traditional 4D-Var method can be adapted for implicit time-integration and extended for multi-parameter estimation. We present the algorithm for this new method, which we call I4D-Var,...
The problem of variational data assimilation for a nonlinear evolution model is considered to identify the initial condition. The equation for the error of the optimal initial-value function through t...
A new filtering technique for sequential data assimilation, the merging particle filter (MPF), is proposed. The MPF is devised to avoid the degeneration problem, which is inevitable in the particle fi...
A new methodology is proposed to estimate and account for systematic model error in linear filtering as well as in nonlinear ensemble based filtering. Our results extend the work of Dee and Todling (2...

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