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dc.contributor.authorLuo, Xiaodong
dc.contributor.authorHoteit, Ibrahim
dc.date.accessioned2015-08-03T11:04:54Z
dc.date.available2015-08-03T11:04:54Z
dc.date.issued2013-05-15
dc.identifier.issn00359009
dc.identifier.doi10.1002/qj.2152
dc.identifier.urihttp://hdl.handle.net/10754/562765
dc.description.abstractWe introduce an auxiliary technique, called residual nudging, to the particle filter to enhance its performance in cases where it performs poorly. The main idea of residual nudging is to monitor and, if necessary, adjust the residual norm of a state estimate in the observation space so that it does not exceed a pre-specified threshold. We suggest a rule to choose the pre-specified threshold, and construct a state estimate accordingly to achieve this objective. Numerical experiments suggest that introducing residual nudging to a particle filter may (substantially) improve its performance, in terms of filter accuracy and/or stability against divergence, especially when the particle filter is implemented with a relatively small number of particles. © 2013 Royal Meteorological Society.
dc.description.sponsorshipWe thank Dr M. Bocquet, Dr C. Snyder and two anonymous reviewers for their constructive and inspiring comments and suggestions. We have also benefited from useful discussions with Dr Geir Naevdal and Dr Andreas Stordal at IRIS. Luo acknowledges partial financial support from the Research Council of Norway and industrial partners through the project 'Transient well flow modelling and modern estimation techniques for accurate production allocation'.
dc.publisherWiley
dc.relation.urlhttp://arxiv.org/abs/arXiv:1303.2698v1
dc.subjectData assimilation
dc.subjectParticle filter
dc.subjectResidual nudging
dc.titleEfficient particle filtering through residual nudging
dc.typeArticle
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.contributor.departmentEarth Fluid Modeling and Prediction Group
dc.contributor.departmentEarth Science and Engineering Program
dc.contributor.departmentEnvironmental Science and Engineering Program
dc.contributor.departmentPhysical Science and Engineering (PSE) Division
dc.identifier.journalQuarterly Journal of the Royal Meteorological Society
dc.contributor.institutionInternational Research Institute of Stavanger, Bergen, Norway
dc.identifier.arxividarXiv:1303.2698
kaust.personHoteit, Ibrahim
dc.versionv1
dc.date.published-online2013-05-15
dc.date.published-print2014-01
dc.date.posted2013-03-11


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