Data assimilation in the geosciences: An overview of methods, issues, and perspectives

A Carrassi, M Bocquet, L Bertino… - Wiley Interdisciplinary …, 2018 - Wiley Online Library
We commonly refer to state estimation theory in geosciences as data assimilation (DA). This
term encompasses the entire sequence of operations that, starting from the observations of a …

[PDF][PDF] A tutorial on particle filtering and smoothing: Fifteen years later

A Doucet, AM Johansen - Handbook of nonlinear filtering, 2009 - warwick.ac.uk
Optimal estimation problems for non-linear non-Gaussian state-space models do not
typically admit analytic solutions. Since their introduction in 1993, particle filtering methods …

Particle filters: A hands-on tutorial

J Elfring, E Torta, R Van De Molengraft - Sensors, 2021 - mdpi.com
The particle filter was popularized in the early 1990s and has been used for solving
estimation problems ever since. The standard algorithm can be understood and …

Resampling methods for particle filtering: classification, implementation, and strategies

T Li, M Bolic, PM Djuric - IEEE Signal processing magazine, 2015 - ieeexplore.ieee.org
Two decades ago, with the publication, we witnessed the rebirth of particle filtering (PF) as a
methodology for sequential signal processing. Since then, PF has become very popular …

[PDF][PDF] Multitarget tracking

B Vo, M Mallick, Y Bar-Shalom… - … of electrical and …, 2015 - baili**.github.io
Multitarget tracking (MTT) refers to the problem of jointly estimating the number of targets
and their states or trajectories from noisy sensor measurements. MTT has a long history …

Statistical inference for partially observed Markov processes via the R package pomp

AA King, D Nguyen, EL Ionides - Journal of Statistical Software, 2016 - jstatsoft.org
Partially observed Markov process (POMP) models, also known as hidden Markov models
or state space models, are ubiquitous tools for time series analysis. The R package pomp …

Intelligent particle filter and its application to fault detection of nonlinear system

S Yin, X Zhu - IEEE Transactions on Industrial Electronics, 2015 - ieeexplore.ieee.org
The particle filter (PF) provides a kind of novel technique for estimating the hidden states of
the nonlinear and/or non-Gaussian systems. However, the general PF always suffers from …