Predictor-corrector and Morphing Ensemble Filters for the Assimilation of Sparse Data into High-dimensional Nonlinear Systems

A new family of ensemble filters, called predictorcorrector filters, is introduced. The predictorcorrector filters use a proposal ensemble (obtained by some method, called the predictor) with assignment of importance weights to recover the correct statistic of the posterior (the corrector). The proposal ensemble comes from an arbitrary unknown distribution… CONTINUE READING