487
Views
74
CrossRef citations to date
0
Altmetric
Original Articles

Data assimilation with the weighted ensemble Kalman filter

, , &
Pages 673-697 | Received 23 Oct 2009, Accepted 13 Apr 2010, Published online: 15 Dec 2016

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (5)

Sk Faisal Kabir, Godwin Appiah Assumaning & Shoou-Yuh Chang. (2019) Efficiency of using 4DVar, 3DVar and EnKF data assimilation methods in groundwater contaminant transport modelling. European Journal of Environmental and Civil Engineering 23:4, pages 515-531.
Read now
Matthias Morzfeld, Daniel Hodyss & Chris Snyder. (2017) What the collapse of the ensemble Kalman filter tells us about particle filters. Tellus A: Dynamic Meteorology and Oceanography 69:1.
Read now
Sylvain Robert & Hans R. Künsch. (2017) Localizing the Ensemble Kalman Particle Filter. Tellus A: Dynamic Meteorology and Oceanography 69:1.
Read now
SEBASTIEN Beyou, ANNE Cuzol, SAI Subrahmanyam Gorthi & ETIENNE Mémin. (2013) Weighted ensemble transform Kalman filter for image assimilation. Tellus A: Dynamic Meteorology and Oceanography 65:1.
Read now

Articles from other publishers (69)

Bernard Delyon & Jean-Louis Marchand. (2023) Conditioning diffusions with respect to incomplete observations. Statistical Inference for Stochastic Processes 26:3, pages 499-523.
Crossref
Pengcheng Hao, Oktay Karakuş & Alin Achim. (2023) A hybrid particle-stochastic map filter. Signal Processing 207, pages 108969.
Crossref
Adrian N. Bishop & Pierre Del Moral. (2023) On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering. Mathematics of Control, Signals, and Systems.
Crossref
Pierre Del Moral & Emma Horton. (2023) A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters. The Annals of Applied Probability 33:2.
Crossref
. 2023. Data Assimilation for the Geosciences. Data Assimilation for the Geosciences 1073 1094 .
Steven J. Fletcher. 2023. Data Assimilation for the Geosciences. Data Assimilation for the Geosciences 931 963 .
Esteban Alonso-González, Kristoffer Aalstad, Mohamed Wassim Baba, Jesús Revuelto, Juan Ignacio López-Moreno, Joel Fiddes, Richard Essery & Simon Gascoin. (2022) The Multiple Snow Data Assimilation System (MuSA v1.0). Geoscientific Model Development 15:24, pages 9127-9155.
Crossref
Norbert Pirk, Kristoffer Aalstad, Sebastian Westermann, Astrid Vatne, Alouette van Hove, Lena Merete Tallaksen, Massimo Cassiani & Gabriel Katul. (2022) Inferring surface energy fluxes using drone data assimilation in large eddy simulations. Atmospheric Measurement Techniques 15:24, pages 7293-7314.
Crossref
Peng Ding & Xianghong Cheng. (2022) An Optimized Combination of Improved Particle Filter and Affine Transformation for Underwater Terrain-Based Localization. An Optimized Combination of Improved Particle Filter and Affine Transformation for Underwater Terrain-Based Localization.
Jiangqi Wu, Linjie Wen, Peter L. Green, Jinglai Li & Simon Maskell. (2022) Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference. Statistics and Computing 32:1.
Crossref
Meng Shen, Yan Chen, Pinqiang Wang & Weimin Zhang. (2022) Assimilating satellite SST/SSH and in-situ T/S profiles with the Localized Weighted Ensemble Kalman Filter. Acta Oceanologica Sinica 41:2, pages 26-40.
Crossref
Jiangqi Wu, Linjie Wen & Jinglai Li. (2022) Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data. Discrete & Continuous Dynamical Systems - S 15:4, pages 837.
Crossref
Carolina Introini, Davide Chiesa, Stefano Lorenzi, Massimiliano Nastasi, Ezio Previtali, Andrea Salvini, Monica Sisti, Luka Snoj & Antonio Cammi. (2021) Assessment of the integrated mass conservative Kalman filter algorithm for Computational Thermo-Fluid Dynamics on the TRIGA Mark II reactor. Nuclear Engineering and Design 384, pages 111431.
Crossref
Camille Palmier, Karim Dahia, Nicolas Merlinge, Dann Laneuville & Pierre del Moral. (2021) Interacting Weighted Ensemble Kalman Filter applied to Underwater Terrain Aided Navigation. Interacting Weighted Ensemble Kalman Filter applied to Underwater Terrain Aided Navigation.
Elizabeth Hou, Earl Lawrence & Alfred O. Hero. (2021) Penalized ensemble Kalman filters for high dimensional non-linear systems. PLOS ONE 16:3, pages e0248046.
Crossref
Ian Grooms & Gregor Robinson. (2021) A hybrid particle-ensemble Kalman filter for problems with medium nonlinearity. PLOS ONE 16:3, pages e0248266.
Crossref
Zhiyan Ding, Qin Li & Jianfeng Lu. (2021) Ensemble Kalman Inversion for nonlinear problems: Weights, consistency, and variance bounds. Foundations of Data Science 3:3, pages 371.
Crossref
Xiao Li, Ai Jie Cheng & Hai Xiang Lin. (2021) Sample Regenerating Particle Filter Combined With Unequal Weight Ensemble Kalman Filter for Nonlinear Systems. IEEE Access 9, pages 109612-109623.
Crossref
V. Resseguier, L. Li, G. Jouan, P. Dérian, E. Mémin & B. Chapron. (2020) New Trends in Ensemble Forecast Strategy: Uncertainty Quantification for Coarse-Grid Computational Fluid Dynamics. Archives of Computational Methods in Engineering 28:1, pages 215-261.
Crossref
Hong Liu, Qiulong Yang & Kunde Yang. (2020) Sequential Geoacoustic Inversion Using an Improved Kalman Particle Filter. Journal of Marine Science and Engineering 8:12, pages 974.
Crossref
Yan Chen, Weimin Zhang & Pinqiang Wang. (2020) An application of the localized weighted ensemble Kalman filter for ocean data assimilation. Quarterly Journal of the Royal Meteorological Society 146:732, pages 3029-3047.
Crossref
Joonha Park & Edward L. Ionides. (2020) Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter. Statistics and Computing 30:5, pages 1497-1522.
Crossref
Pranav Chandramouli, Etienne Memin & Dominique Heitz. (2020) 4D large scale variational data assimilation of a turbulent flow with a dynamics error model. Journal of Computational Physics 412, pages 109446.
Crossref
Andre F. C. da Silva & Tim Colonius. (2020) Flow state estimation in the presence of discretization errors. Journal of Fluid Mechanics 890.
Crossref
Pinqiang Wang, Mengbin Zhu, Yan Chen & Weimin Zhang. (2020) Implicit Equal-Weights Variational Particle Smoother. Atmosphere 11:4, pages 338.
Crossref
Linjie Wen, Jiangqi Wu, Linjun Lu & Jinglai Li. (2020) A Defensive Marginal Particle Filtering Method for Data Assimilation. SIAM/ASA Journal on Uncertainty Quantification 8:3, pages 1215-1235.
Crossref
Xiaolei Fu, Zhongbo Yu, Yongjian Ding, Yu Qin, Lifeng Luo, Chuancheng Zhao, Haishen Lü, Xiaolei Jiang, Qin Ju & Chuanguo Yang. (2020) Unscented weighted ensemble Kalman filter for soil moisture assimilation. Journal of Hydrology 580, pages 124352.
Crossref
Yan Chen, Weimin Zhang & Mengbin Zhu. (2019) A localized weighted ensemble Kalman filter for high‐dimensional systems. Quarterly Journal of the Royal Meteorological Society 146:726, pages 438-453.
Crossref
Flavia R. Pinheiro, Peter J. van Leeuwen & Gernot Geppert. (2019) Efficient nonlinear data assimilation using synchronization in a particle filter. Quarterly Journal of the Royal Meteorological Society 145:723, pages 2510-2523.
Crossref
Peter Jan van Leeuwen, Hans R. Künsch, Lars Nerger, Roland Potthast & Sebastian Reich. (2019) Particle filters for high‐dimensional geoscience applications: A review. Quarterly Journal of the Royal Meteorological Society 145:723, pages 2335-2365.
Crossref
Kalamraju Mounika, Sheeba Rani J, Govindan Kutty & Sai Subrahmanyam R. K. Gorthi. (2019) Consistent Robust and Recursive Estimation of Atmospheric Motion Vectors From Satellite Images. IEEE Transactions on Geoscience and Remote Sensing 57:3, pages 1538-1544.
Crossref
Muhammad Javvad ur Rehman, Sarat Chandra Dass & Vijanth Sagayan Asirvadam. (2018) A weighted likelihood criteria for learning importance densities in particle filtering. EURASIP Journal on Advances in Signal Processing 2018:1.
Crossref
Andre F. C. da Silva & Tim Colonius. (2018) Ensemble-Based State Estimator for Aerodynamic Flows. AIAA Journal 56:7, pages 2568-2578.
Crossref
M. Morzfeld, D. Hodyss & J. Poterjoy. (2018) Variational particle smoothers and their localization. Quarterly Journal of the Royal Meteorological Society 144:712, pages 806-825.
Crossref
Francesc Pons Llopis, Nikolas Kantas, Alexandros Beskos & Ajay Jasra. (2018) Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise. SIAM Journal on Scientific Computing 40:3, pages A1544-A1565.
Crossref
Shengze Cai, Etienne Mémin, Pierre Dérian & Chao Xu. (2017) Motion estimation under location uncertainty for turbulent fluid flows. Experiments in Fluids 59:1.
Crossref
Michael Roth, Gustaf Hendeby, Carsten Fritsche & Fredrik Gustafsson. (2017) The Ensemble Kalman filter: a signal processing perspective. EURASIP Journal on Advances in Signal Processing 2017:1.
Crossref
Sébastien Ouellet-Proulx, Olivier Chimi Chiadjeu, Marie-Amélie Boucher & André St-Hilaire. (2017) Assimilation of water temperature and discharge data for ensemble water temperature forecasting. Journal of Hydrology 554, pages 342-359.
Crossref
Zheqi Shen, Youmin Tang & Xiaojing Li. (2017) A new formulation of vector weights in localized particle filters. Quarterly Journal of the Royal Meteorological Society 143:709, pages 3269-3278.
Crossref
Andreas S. Stordal & Hans A. Karlsen. (2017) Large Sample Properties of the Adaptive Gaussian Mixture Filter. Monthly Weather Review 145:7, pages 2533-2553.
Crossref
X. Gao, Y. Wang, N. Overton, M. Zupanski & X. Tu. (2017) Data-assimilated computational fluid dynamics modeling of convection-diffusion-reaction problems. Journal of Computational Science 21, pages 38-59.
Crossref
Andre Fernando de Castro da Silva & Tim Colonius. (2017) An EnKF-based Flow State Estimator for Aerodynamic Flows. An EnKF-based Flow State Estimator for Aerodynamic Flows.
Rolf J. Lorentzen, Andreas S. Stordal & Neal Hewitt. (2017) An auxiliary adaptive Gaussian mixture filter applied to flowrate allocation using real data from a multiphase producer. Computers & Geosciences 102, pages 34-44.
Crossref
Pierre Del Moral, Aline Kurtzmann & Julian Tugaut. (2017) On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters. SIAM Journal on Control and Optimization 55:1, pages 119-155.
Crossref
Leqiang Sun, Ousmane Seidou, Ioan Nistor, Kalifa Goïta & Ramata Magagi. (2016) Simultaneous assimilation of in situ soil moisture and streamflow in the SWAT model using the Extended Kalman Filter. Journal of Hydrology 543, pages 671-685.
Crossref
Zheqi Shen, Xiangming Zhang & Youmin Tang. (2016) Comparison and combination of EAKF and SIR-PF in the Bayesian filter framework. Acta Oceanologica Sinica 35:3, pages 69-78.
Crossref
Leqiang Sun, Ioan Nistor & Ousmane Seidou. (2015) Streamflow data assimilation in SWAT model using Extended Kalman Filter. Journal of Hydrology 531, pages 671-684.
Crossref
Chris Snyder, Thomas Bengtsson & Mathias Morzfeld. (2015) Performance Bounds for Particle Filters Using the Optimal Proposal. Monthly Weather Review 143:11, pages 4750-4761.
Crossref
Philippe Bisaillon, Rimple Sandhu, Mohammad Khalil, Chris Pettit, Dominique Poirel & Abhijit Sarkar. (2015) Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems. Nonlinear Dynamics 82:3, pages 1061-1080.
Crossref
Benoit Combés, Dominique Heitz, Anthony Guibert & Etienne Mémin. (2015) A particle filter to reconstruct a free-surface flow from a depth camera. Fluid Dynamics Research 47:5, pages 051404.
Crossref
Mohammad Khalil, Abhijit Sarkar, Sondipon Adhikari & Dominique Poirel. (2015) The estimation of time-invariant parameters of noisy nonlinear oscillatory systems. Journal of Sound and Vibration 344, pages 81-100.
Crossref
Julian Tödter & Bodo Ahrens. (2015) A Second-Order Exact Ensemble Square Root Filter for Nonlinear Data Assimilation. Monthly Weather Review 143:4, pages 1347-1367.
Crossref
Zheqi Shen & Youmin Tang. (2015) A modified ensemble Kalman particle filter for non-Gaussian systems with nonlinear measurement functions. Journal of Advances in Modeling Earth Systems 7:1, pages 50-66.
Crossref
Melanie Ades & Peter Jan van Leeuwen. (2015) The Effect of the Equivalent-Weights Particle Filter on Dynamical Balance in a Primitive Equation Model. Monthly Weather Review 143:2, pages 581-596.
Crossref
Haiyun Bi, Jianwen Ma & Fangjian Wang. (2015) An Improved Particle Filter Algorithm Based on Ensemble Kalman Filter and Markov Chain Monte Carlo Method. IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing 8:2, pages 447-459.
Crossref
Laura Slivinski, Elaine Spiller, Amit Apte & Björn Sandstede. (2015) A Hybrid Particle–Ensemble Kalman Filter for Lagrangian Data Assimilation. Monthly Weather Review 143:1, pages 195-211.
Crossref
Peter Jan Van Leeuwen, Yuan Cheng & Sebastian ReichPeter Jan van Leeuwen. 2015. Nonlinear Data Assimilation. Nonlinear Data Assimilation 1 73 .
Jiamin Huang, Jianlong Li & Wen Xu. (2014) A method for tracking time-evolving sound speed profiles using Kalman filters. The Journal of the Acoustical Society of America 136:2, pages EL129-EL134.
Crossref
G. B. Chirico, H. Medina & N. Romano. (2014) Kalman filters for assimilating near-surface observations into the Richards equation – Part 1: Retrieving state profiles with linear and nonlinear numerical schemes. Hydrology and Earth System Sciences 18:7, pages 2503-2520.
Crossref
A. Cuzol & E. Mémin. (2014) Monte Carlo fixed-lag smoothing in state-space models. Nonlinear Processes in Geophysics 21:3, pages 633-643.
Crossref
N. Gustafsson, J. Bojarova & O. Vignes. (2014) A hybrid variational ensemble data assimilation for the HIgh Resolution Limited Area Model (HIRLAM). Nonlinear Processes in Geophysics 21:1, pages 303-323.
Crossref
M. Frei & H. R. Kunsch. (2013) Bridging the ensemble Kalman and particle filters. Biometrika 100:4, pages 781-800.
Crossref
Douglas A. Plaza Guingla, Robin De Keyser, Gabriëlle J. M. De Lannoy, Laura Giustarini, Patrick Matgen & Valentijn R. N. Pauwels. (2013) Improving particle filters in rainfall-runoff models: Application of the resample-move step and the ensemble Gaussian particle filter. Water Resources Research 49:7, pages 4005-4021.
Crossref
Peter Jan van Leeuwen & Melanie Ades. (2013) Efficient fully nonlinear data assimilation for geophysical fluid dynamics. Computers & Geosciences 55, pages 16-27.
Crossref
Philippe Bisaillon, Rimple Sandhu, Mohammad Khalil, Abhijit Sarkar & Dominique C. Poirel. (2013) Model Selection for Strongly Nonlinear Systems. Model Selection for Strongly Nonlinear Systems.
Ming Lei & Christophe Baehr. (2013) Unscented/ensemble transform-based variational filter. Physica D: Nonlinear Phenomena 246:1, pages 1-14.
Crossref
Sai Gorthi, Sébastien Beyou, Thomas Corpetti & Etienne Mémin. 2012. Scale Space and Variational Methods in Computer Vision. Scale Space and Variational Methods in Computer Vision 749 760 .
Sai Subrahmanyam Gorthi, Sebastien Beyou & Etienne Memin. (2011) Analysis of SST images by weighted Ensemble Transform Kalman Filter. Analysis of SST images by weighted Ensemble Transform Kalman Filter.
Pengcheng Hao, Oktay Karakus & Alin Achim. (2022) Particle Stochastic Map Filters. SSRN Electronic Journal.
Crossref