This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations.We present a hybrid three-dimensional variation（3DVar） and particle piltering（PF） method,which combine...This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations.We present a hybrid three-dimensional variation（3DVar） and particle piltering（PF） method,which combines the advantages of 3DVar and particle-based filters.By minimizing the cost function,this approach will produce a better proposal distribution of the state.Afterwards the stochastic resampling step in standard PF can be avoided through a deterministic scheme.The simulation results show that the performance of the new method is superior to the traditional ensemble Kalman filtering（EnKF） and the standard PF,especially in highly nonlinear systems.展开更多
基金Project supported by the National Natural Science Foundation of China (Grant No. 41105063)
文摘This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations.We present a hybrid three-dimensional variation（3DVar） and particle piltering（PF） method,which combines the advantages of 3DVar and particle-based filters.By minimizing the cost function,this approach will produce a better proposal distribution of the state.Afterwards the stochastic resampling step in standard PF can be avoided through a deterministic scheme.The simulation results show that the performance of the new method is superior to the traditional ensemble Kalman filtering（EnKF） and the standard PF,especially in highly nonlinear systems.
