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A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKF

Kotsuki, S., Miyoshi, T. ORCID:, Kondo, K. and Potthast, R. (2022) A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKF. Geoscientific Model Development, 15 (22). pp. 8325-8348. ISSN 1991-9603

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To link to this item DOI: 10.5194/gmd-15-8325-2022


A particle filter (PF) is an ensemble data assimilation method that does not assume Gaussian error distributions. Recent studies proposed local PFs (LPFs), which use localization, as in the ensemble Kalman filter, to apply the PF efficiently for high-dimensional dynamics. Among others, Penny and Miyoshi (2016) developed an LPF in the form of the ensemble transform matrix of the local ensemble transform Kalman filter (LETKF). The LETKF has been widely accepted for various geophysical systems, including numerical weather prediction (NWP) models. Therefore, implementing the LPF consistently with an existing LETKF code is useful. This study develops a software platform for the LPF and its Gaussian mixture extension (LPFGM) by making slight modifications to the LETKF code with a simplified global climate model known as Simplified Parameterizations, Primitive Equation Dynamics (SPEEDY). A series of idealized twin experiments were accomplished under the ideal-model assumption. With large inflation by the relaxation to prior spread, the LPF showed stable filter performance with dense observations but became unstable with sparse observations. The LPFGM showed a more accurate and stable performance than the LPF with both dense and sparse observations. In addition to the relaxation parameter, regulating the resampling frequency and the amplitude of Gaussian kernels was important for the LPFGM. With a spatially inhomogeneous observing network, the LPFGM was superior to the LETKF in sparsely observed regions, where the background ensemble spread and non-Gaussianity were larger. The SPEEDY-based LETKF, LPF, and LPFGM systems are available as open-source software on GitHub (, last access: 16 November 2022) and can be adapted to various models relatively easily, as in the case of the LETKF.

Item Type:Article
Divisions:Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:110023


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