Accurate estimation of subsurface geological parameters is essential for the oil industry. This is done by combining observations with an estimation from a model. Ensemble Kalman filter is a widely used method for inverse modeling, while ensemble transform particle filtering is a recently developed method that has been applied to estimate only a small number of parameters and in fluids. We show that for a high-dimensional inverse problem it is superior to an ensemble Kalman filter.

Accuracy of numerical weather prediction forecasts is strongly related to the quality of initial conditions employed. To improve them, it seems advantageous to use radar reflectivity observations because of their high spatial and temporal resolution. This is tested in a high-resolution model whose domain covers Italy. Results show that the employment of reflectivity observations improves precipitation forecast accuracy, but the positive impact is lost after a few hours of forecast.

Data assimilation looks for an optimal way to learn from observations of a dynamical system to improve the quality of its predictions. The goal is to filter out the noise (both observation and model noise) to retrieve the true signal. Among all possible methods, particle filters are promising; the method is fast and elegant, and it allows for a Bayesian analysis. In this review paper, we discuss implementation techniques for (local) particle filters in high-dimensional systems.