We present an efficient particle filtering algorithm for multiscale systems,
that is adapted for simple atmospheric dynamics models which are inherently
chaotic. Particle filters represent the posterior conditional distribution of
the state variables by a collection of particles, which evolves and adapts
recursively as new information becomes available. The difference between the
estimated state and the true state of the system constitutes the error in
specifying or forecasting the state, which is amplified in chaotic systems that
have a number of positive Lyapunov exponents. The purpose of the present paper
is to show that the homogenization method developed in Imkeller et al. (2011),
which is applicable to high dimensional multi-scale filtering problems, along
with important sampling and control methods can be used as a basic and flexible
tool for the construction of the proposal density inherent in particle
filtering. Finally, we apply the general homogenized particle filtering
algorithm developed here to the Lorenz'96 atmospheric model that mimics
mid-latitude atmospheric dynamics with microscopic convective processes.Comment: 28 pages, 12 figure