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- W2765312306 abstract "The sequential filtering scheme provides a suitable framework for estimating and tracking geophysical states of systems as new data become available online. Mathematical foundations of sequential Bayesian filtering are reviewed with emphasis on practical issues for both particle filters and Kalman-based filters. In this study, we further investigate the study of Kim (2005) such that the sequential Importance resampling method (SIR), Ensemble Kalman Filter (EnKF), and the Maximum Entropy Filter (MEF) are tested in a relatively high dimensional ocean model that conceptually represents the Atlantic thermohaline circulation. The model exhibits large-amplitude transitions between strong (thermo-dominated) and weak (salinity-dominated) circulations that represent climate states between ice-age and normal climate. The performance of the particle-based schemes is compared with the convergent results from SIR based on measurement errors, observation locations, and particle sizes in various sets of twin experiments. The sensitivity analysis shows strength and weakness of each filtering method when applied to multimodal non-linear systems. As the number of particles is increased, SIR achieves the convergent results that are mathematically optimal solutions. EnKF shows suboptimal results regardless of sample sizes, and MEF achieves the optimal solution even with a small sample size. Both EnKF, and MEF produces robust results with a relatively small sample size or increased measurement locations. Small measurement errors or short intervals of observations (or, more frequent observations) significantly improve the performances of SIR and EnKF, and MEF still show robust results even with a relatively small sample size or sparse measurement locations when the system experiences the transition between one region to the other region." @default.
- W2765312306 created "2017-11-10" @default.
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- W2765312306 date "2017-10-01" @default.
- W2765312306 modified "2023-09-25" @default.
- W2765312306 title "State estimation comparison for a high-dimensional nonlinear system by particle-based filtering methods" @default.
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- W2765312306 doi "https://doi.org/10.1016/j.probengmech.2017.10.004" @default.
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