Analysis Scheme in the Ensemble Kalman Filter


Autoria(s): Burgers, Gerrit; Van Leeuwen, Peter Jan; Evensen, Geir
Data(s)

1998

Resumo

This paper discusses an important issue related to the implementation and interpretation of the analysis scheme in the ensemble Kalman filter . I t i s shown that the obser vations must be treated as random variables at the analysis steps. That is, one should add random perturbations with the correct statistics to the obser vations and generate an ensemble of obser vations that then is used in updating the ensemble of model states. T raditionally , this has not been done in previous applications of the ensemble Kalman filter and, as will be shown, this has resulted in an updated ensemble with a variance that is too low . This simple modification of the analysis scheme results in a completely consistent approach if the covariance of the ensemble of model states is interpreted as the prediction error covariance, and there are no further requirements on the ensemble Kalman filter method, except for the use of an ensemble of sufficient size. Thus, there is a unique correspondence between the error statistics from the ensemble Kalman filter and the standard Kalman filter approach

Formato

text

Identificador

http://centaur.reading.ac.uk/49821/1/Burgers-1998.pdf

Burgers, G., Van Leeuwen, P. J. <http://centaur.reading.ac.uk/view/creators/90001088.html> and Evensen, G. (1998) Analysis Scheme in the Ensemble Kalman Filter. Monthly Weather Review, 126 (6). pp. 1719-1724. ISSN 0027-0644 doi: 10.1175/1520-0493(1998)126<1719:ASITEK>2.0.CO;2 <http://dx.doi.org/10.1175/1520-0493(1998)126<1719:ASITEK>2.0.CO;2>

Idioma(s)

en

Relação

http://centaur.reading.ac.uk/49821/

creatorInternal Van Leeuwen, Peter Jan

http://dx.doi.org/10.1175/1520-0493(1998)126<1719:ASITEK>2.0.CO;2

doi:10.1175/1520-0493(1998)126<1719:ASITEK>2.0.CO;2

Tipo

Article

PeerReviewed