The local PF extends the particle weights into vector quantities to reduce the influence of distant observations on the weight calculations via a localization function.
The failure of the PF as an affordable filter for high-dimensional systems remains a fundamental obstacle for applying this method on problems in geophysics, such as data assimilation for operational weather prediction models.
The success of EnKFs in high-dimensional systems is due in part to the use of covariance localization.
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