|Date||Nov 07, 2019|
The performance of the particle-based schemes is compared with the convergent results from sequential Importance resampling method( SIR) based on measurement errors, observation locations, and particle sizes in various sets of twin experiments. The sensitivity analysis shows strength and weakness of each filtering method when applied to multimodal non-linear systems. As the number of particles is increased, SIR achieves the convergent results that are mathematically optimal solutions. Ensemble Kalman Filter (EnKF) shows suboptimal results regardless of sample sizes, and the Maximum Entropy Filter (MEF) achieves the optimal solution even with a small sample size. Both EnKF, and MEF produces robust results with a relatively small sample size or increased measurement locations. Small measurement errors or short intervals of observations (or, more frequent observations) significantly improve the performances of SIR and EnKF, and MEF still show robust results even with a relatively small sample size or sparse measurement locations when the system experiences the transition between one region to the other region.