一种基于集合卡尔曼滤波和马尔可夫链蒙特卡罗方法的改进粒子滤波算法.pdfVIP

This article has been accepted for inclusion in a future issue of this journal. Content is final as presented, with the exception of pagination. IEEE JOURNAL OF SELECTED TOPICS IN APPLIED EARTH OBSERVATIONS AND REMOTE SENSING 1 An Improved Particle Filter Algorithm Based on Ensemble Kalman Filter and Markov Chain Monte Carlo Method Haiyun Bi, Jianwen Ma, Associate Member, IEEE, and Fangjian Wang Abstract—Data assimilation (DA) has developed into an impor- temporal variability of soil moisture at large scales. Microwave tant method in Earth science research due to its capability of remote sensing data provide a means to estimate soil moisture at combining model dynamics and observations. Among various DA large scales, but only surface soil moisture can be retrieved due to methods, the particle filter (PF) is free from the constraints of linear models and Gaussian error distributions. Thus, it is now receiving the limitation of microwave penetration depth. Integrating the increasing attention in DA. However, the particle degeneracy still benefits of these three methods can certainly improve the estima- remains a major problem in practical application of PF. In this tion accuracy of soil moisture. Data assimilation (DA) provides a paper, an improved PF is proposed based on ensemble Kalman filter way to effectively combine model simulations and observations, (EnKF) and the Markov Chain Monte Carlo (MCMC) method. It thus yielding superior soil moisture estimations [6], [7]. uses an EnKF analysis to define the proposal density of PF instead of the prior density, thus reducing the risk of particle degeneracy.