Particle Filtering and Gaussian Mixtures – On a Localized Mixture Coefficients Particle Filter (LMCPF) for global NWP

06/15/2022
by   Anne Rojahn, et al.
0

In a global numerical weather prediction (NWP) modeling framework we study the implementation of Gaussian uncertainty of individual particles into the assimilation step of a localized adaptive particle filter (LAPF). We obtain a local representation of the prior distribution as a mixture of basis functions. In the assimilation step, the filter calculates the individual weight coefficients and new particle locations. It can be viewed as a combination of the LAPF and a localized version of a Gaussian mixture filter, i.e., a Localized Mixture Coefficients Particle Filter (LMCPF). Here, we investigate the feasibility of the LMCPF within a global operational framework and evaluate the relationship between prior and posterior distributions and observations. Our simulations are carried out in a standard pre-operational experimental set-up with the full global observing system, 52 km global resolution and 10^6 model variables. Statistics of particle movement in the assimilation step are calculated. The mixture approach is able to deal with the discrepancy between prior distributions and observation location in a real-world framework and to pull the particles towards the observations in a much better way than the pure LAPF. This shows that using Gaussian uncertainty can be an important tool to improve the analysis and forecast quality in a particle filter framework.

READ FULL TEXT
research
01/06/2023

The one step fixed-lag particle smoother as a strategy to improve the prediction step of particle filtering

Sequential Monte Carlo methods have been a major breakthrough in the fie...
research
03/26/2019

Error Analysis for the Particle Filter: Methods and Theoretical Support

The particle filter is a popular Bayesian filtering algorithm for use in...
research
08/27/2023

Ensemble-localized Kernel Density Estimation with Applications to the Ensemble Gaussian Mixture Filter

The ensemble Gaussian mixture filter (EnGMF) is a powerful filter for hi...
research
08/23/2019

Gaussian implementation of the multi-Bernoulli mixture filter

This paper presents the Gaussian implementation of the multi-Bernoulli m...
research
05/16/2018

Deconvolution of dust mixtures by latent Dirichlet allocation in forensic science

Dust particles recovered from the soles of shoes may be indicative of th...
research
08/14/2017

A global scavenging and circulation ocean model of thorium-230 and protactinium-231 with realistic particle dynamics (NEMO-ProThorP 0.1)

In this paper, we set forth a 3-D ocean model of the radioactive trace i...
research
03/04/2023

Progressive Bayesian Particle Flows based on Optimal Transport Map Sequences

We propose a method for optimal Bayesian filtering with deterministic pa...

Please sign up or login with your details

Forgot password? Click here to reset