Sample Regenerating Particle Filter Combined With Unequal Weight Ensemble Kalman Filter for Nonlinear Systems

We present an approach which combines the sample regenerating particle filter (SRGPF) and unequal weight ensemble Kalman filter (UwEnKF) to obtain a more accurate forecast for nonlinear dynamic systems. Ensemble Kalman filter assumes that the model errors and observation errors are Gaussian distributed. Particle filter has demonstrated its...