0367533 20240103195854.920111125235959.9 000296475700014 84855783419 10.1175/2011MWR3586.1 10 s. cav_un_epca*02544140027-064413911 (2011)3589-3599 ensemble finter marginalized particle filter data assimilation cav_un_auth*0101207 Šmídl Václav Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Adaptive Systems Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0228606 Hofman Radek Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Adaptive Systems Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2011/AS/smidl-0367533.pdf VG20102013018 GA MV cav_un_auth*0265869 GP102/08/P250 GA ČR cav_un_auth*0241640 CEZ:AV0Z10750506 Marginalized particle ltering (MPF), also known as Rao-Blackwellized particle filtering has been recently developed as a hybrid method combining analytical lters with particle filters. In this paper, we investigate the prospects of this approach in enviromental modelling where the key concerns are nonlinearity, high-dimensionality, and computational cost. In our formulation, exact marginalization in the MPF is replaced by approximate marginalization yielding a framework for creation of new hybrid lters. In particular, we propose to use the MPF framework for on-line tuning of nuisance parameters of ensemble filters. Strength of the framework is demonstrated on the joint estimation of the inflation factor, the measurement error variance and the length-scale parameter of covariance localization. It is shown that accurate estimation can be achieved with a moderate number of particles. Moreover, this result was achieved with naively chosen proposal densities leaving space for further improvements. 2012 BB 4 A 4a 20231122134755.0 http://hdl.handle.net/11104/0202179 METEOROLOGYATMOSPHERICSCIENCES 3.004 0.635 >10.0 0.0326 1.418 16821 230 2.835 Q1 69.237 75.352 Q2 Q1 2011 Soubory v repozitáři: smidl-0367533.pdf 84855783419 SCOPUS 000296475700014 WOS cav_un_epca*0254414 Monthly Weather Review 0027-0644 1520-0493 Roč. 139 č. 11 2011 3589 3599