A stochastic covariance shrinkage approach to particle rejuvenation in the ensemble transform particle filter

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dc.contributor.authorPopov, Andrey A.en
dc.contributor.authorSubrahmanya, Amit N.en
dc.contributor.authorSandu, Adrianen
dc.date.accessioned2023-02-27T18:46:42Zen
dc.date.available2023-02-27T18:46:42Zen
dc.date.issued2022-06-22en
dc.date.updated2023-02-25T22:05:13Zen
dc.description.abstractRejuvenation in particle filters is necessary to prevent the collapse of the weights when the number of particles is insufficient to properly sample the high-probability regions of the state space. Rejuvenation is often implemented in a heuristic manner by the addition of random noise that widens the support of the ensemble. This work aims at improving canonical rejuvenation methodology by the introduction of additional prior information obtained from climatological samples; the dynamical particles used for importance sampling are augmented with samples obtained from stochastic covariance shrinkage. A localized variant of the proposed method is developed. Numerical experiments with the Lorenz '63 model show that modified filters significantly improve the analyses for low dynamical ensemble sizes. Furthermore, localization experiments with the Lorenz '96 model show that the proposed methodology is extendable to larger systems.en
dc.description.versionAccepted versionen
dc.format.extentPages 241-253en
dc.format.extent13 page(s)en
dc.format.mimetypeapplication/pdfen
dc.identifier.doihttps://doi.org/10.5194/npg-29-241-2022en
dc.identifier.eissn1607-7946en
dc.identifier.issn1023-5809en
dc.identifier.issue2en
dc.identifier.orcidSandu, Adrian [0000-0002-5380-0103]en
dc.identifier.urihttp://hdl.handle.net/10919/113987en
dc.identifier.volume29en
dc.language.isoenen
dc.publisherCopernicusen
dc.relation.urihttp://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000814091100001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=930d57c9ac61a043676db62af60056c1en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subjectData assimilationen
dc.subjectKalman filteren
dc.titleA stochastic covariance shrinkage approach to particle rejuvenation in the ensemble transform particle filteren
dc.title.serialNonlinear Processes in Geophysicsen
dc.typeArticle - Refereeden
dc.type.dcmitypeTexten
dc.type.otherArticleen
dc.type.otherJournalen
pubs.organisational-group/Virginia Techen
pubs.organisational-group/Virginia Tech/Engineeringen
pubs.organisational-group/Virginia Tech/Engineering/Computer Scienceen
pubs.organisational-group/Virginia Tech/All T&R Facultyen
pubs.organisational-group/Virginia Tech/Engineering/COE T&R Facultyen

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