A Hybrid Particle-Ensemble Kalman Filter for Assimilating Lagrangian Data into a High-Dimensional Model

We will discuss the hybrid particle-ensemble Kalman filter for assimilating Lagrangian data, and apply it to a high-dimensional quasi-geostrophic ocean model. Effectively the hybrid filter applies a particle filter to the highly nonlinear, low-dimensional Lagrangian instrument variables while applying an ensemble Kalman type update to the high-dimensional Eulerian flow field. We will focus on challenges in applying this filter to a high dimensional problem and compare the hybrid filter and Ensemble Kalman filter on some test cases.