TY - JOUR A1 - van Leeuwen, Peter Jan A1 - Kunsch, Hans R. A1 - Nerger, Lars A1 - Potthast, Roland A1 - Reich, Sebastian T1 - Particle filters for high-dimensional geoscience applications: A review JF - Quarterly journal of the Royal Meteorological Society N2 - Particle filters contain the promise of fully nonlinear data assimilation. They have been applied in numerous science areas, including the geosciences, but their application to high-dimensional geoscience systems has been limited due to their inefficiency in high-dimensional systems in standard settings. However, huge progress has been made, and this limitation is disappearing fast due to recent developments in proposal densities, the use of ideas from (optimal) transportation, the use of localization and intelligent adaptive resampling strategies. Furthermore, powerful hybrids between particle filters and ensemble Kalman filters and variational methods have been developed. We present a state-of-the-art discussion of present efforts of developing particle filters for high-dimensional nonlinear geoscience state-estimation problems, with an emphasis on atmospheric and oceanic applications, including many new ideas, derivations and unifications, highlighting hidden connections, including pseudo-code, and generating a valuable tool and guide for the community. Initial experiments show that particle filters can be competitive with present-day methods for numerical weather prediction, suggesting that they will become mainstream soon. KW - hybrids KW - localization KW - nonlinear data assimilation KW - particle filters KW - proposal densities Y1 - 2019 U6 - https://doi.org/10.1002/qj.3551 SN - 0035-9009 SN - 1477-870X VL - 145 IS - 723 SP - 2335 EP - 2365 PB - Wiley CY - Hoboken ER - TY - BOOK A1 - Van Leeuwen, Peter Jan A1 - Cheng, Yuan A1 - Reich, Sebastian T1 - Nonlinear data assimilation T3 - Frontiers in applied dynamical systems: reviews and tutorials ; 2 N2 - This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters. The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now. Y1 - 2015 SN - 978-3-319-18346-6 SN - 978-3-319-18347-3 U6 - https://doi.org/10.1007/978-3-319-18347-3 PB - Springer CY - Cham ER - TY - JOUR A1 - Riedl, Maik A1 - van Leeuwen, Peter Jan A1 - Suhrbier, Alexander A1 - Malberg, Hagen A1 - Groenemeyer, Dietrich A1 - Kurths, Jürgen A1 - Wessel, Niels T1 - Testing foetal-maternal heart rate synchronization via model-based analyses N2 - The investigation of foetal reaction to internal and external conditions and stimuli is an important tool in the characterization of the developing neural integration of the foetus. An interesting example of this is the study of the interrelationship between the foetal and the maternal heart rate. Recent studies have shown a certain likelihood of occasional heart rate synchronization between mother and foetus. In the case of respiratory-induced heart rate changes, the comparison with maternal surrogates suggests that the evidence for detected synchronization is largely statistical and does not result from physiological interaction. Rather, they simply reflect a stochastic, temporary stability of two independent oscillators with time-variant frequencies. We reanalysed three datasets from that study for a more local consideration. Epochs of assumed synchronization associated with short-term regulation of the foetal heart rate were selected and compared with synchronization resulting from white noise instead of the foetal signal. Using data-driven modelling analysis, it was possible to identify the consistent influence of the heartbeat duration of maternal beats preceding the foetal beats during epochs of synchronization. These maternal beats occurred approximately one maternal respiratory cycle prior to the affected foetal beat. A similar effect could not be found in the epochs without synchronization. Simulations based on the fitted models led to a higher likelihood of synchronization in the data segments with assumed foetal-maternal interaction than in the segment without such assumed interaction. We conclude that the data-driven model-based analysis can be a useful tool for the identification of synchronization. Y1 - 2009 UR - http://rsta.royalsocietypublishing.org/ U6 - https://doi.org/10.1098/rsta.2008.0277 SN - 1364-503X ER -