Corpus ID: 88517059

Accounting for model error in Tempered Ensemble Transform Particle Filter and its application to non-additive model error

@article{Dubinkina2019AccountingFM,
  title={Accounting for model error in Tempered Ensemble Transform Particle Filter and its application to non-additive model error},
  author={S. Dubinkina and S. Ruchi},
  journal={arXiv: Optimization and Control},
  year={2019}
}
In this paper, we trivially extend Tempered (Localized) Ensemble Transform Particle Filter—T(L)ETPF—to account for model error. We examine T(L)ETPF performance for non-additive model error in a low-dimensional and a high-dimensional test problem. The former one is a nonlinear toy model, where uncertain parameters are non-Gaussian distributed but model error is Gaussian distributed. The latter one is a steady-state single-phase Darcy flow model, where uncertain parameters are Gaussian… Expand

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