A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKF

A particle filter (PF) is an ensemble data assimilation method that does not assume Gaussian error distributions. Recent studies proposed local PFs (LPFs), which use localization, as in the ensemble Kalman filter, to apply the PF efficiently for high-dimensional dynamics. Among others, Penny and Miyoshi (2016) developed an LPF in the form of the ensemble transform matrix of the local ensemble transform Kalman filter (LETKF). The LETKF has been widely accepted for various geophysical systems, including numerical weather prediction (NWP) models. Therefore, implementing the LPF consistently with an existing LETKF code is useful.