Particle filters, the "optimal" proposal and high-dimensio nal systems
Particle filters, the "optimal" proposal and high-dimensio nal systems
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发表时间：
2011
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通讯作者：
C. Snyder
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作者：
C. Snyder
粒子滤波由于其简单性和对非线性和非高斯问题的通用性，是一类很有吸引力的数据同化技术。它们在大气科学和海洋学以外的领域得到了广泛的应用（见Doucet et al. 2001）。在海洋学（van Leeuwen 2003）和陆地表面模拟（Zhou et al. 2006）方面也有初步的应用。Gordon et al.（1993）、Doucet et al.（2001）、Arulampalam et al.（2002）、van Leeuwen（2009）和Boucquet et al.（2010）对粒子滤波器进行了进一步的介绍和背景介绍。
Particle filters are an appealing class of data-assimilation techniques because of their simplicity and their generality for nonlinear and non-Gaussian problems. They have seen wide use in fields outside atmospheric science and oceanography (see Doucet et al. 2001). There have also been initial efforts for applications in oceanography (van Leeuwen 2003) and land-surface modeling (Zhou et al. 2006). Further introduction to and background on particle filters can be found in Gordon et al. (1993), Doucet et al. (2001), Arulampalam et al. (2002), van Leeuwen (2009) and Boucquet et al (2010).