Reproduce “Multi-Fidelity Particle Flow Filters based on Log Homotopy” on OpenResearch
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About this paper
Abhinab Bhattacharjee, Andrey A. Popov, Amit N. Subrahmanya, Adrian Sandu
The authors introduce a bi-fidelity particle-flow filter combining a small full-order ensemble with a larger, cheaper reduced-order ensemble. A control-variate correction uses their statistics to guide observation updates. In idealized quasi-geostrophic twin experiments, it achieves comparable analysis accuracy with fewer full-order particles; one full-order propagation costs 40 times one reduced-order propagation. This result is limited to two-level tests and model-propagation cost.
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