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A mollified ensemble Kalman filter

  • It is well recognized that discontinuous analysis increments of sequential data assimilation systems, such as ensemble Kalman filters, might lead to spurious high-frequency adjustment processes in the model dynamics. Various methods have been devised to spread out the analysis increments continuously over a fixed time interval centred about the analysis time. Among these techniques are nudging and incremental analysis updates (IAU). Here we propose another alternative, which may be viewed as a hybrid of nudging and IAU and which arises naturally from a recently proposed continuous formulation of the ensemble Kalman analysis step. A new slow-fast extension of the popular Lorenz-96 model is introduced to demonstrate the properties of the proposed mollified ensemble Kalman filter.

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Author details:Kay Bergemann, Sebastian ReichORCiDGND
URL:http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1477-870X
DOI:https://doi.org/10.1002/Qj.672
ISSN:0035-9009
Publication type:Article
Language:English
Year of first publication:2010
Publication year:2010
Release date:2017/03/25
Source:Quarterly journal of the Royal Meteorological Society. - ISSN 0035-9009. - 136 (2010), 651, S. 1636 - 1643
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
Peer review:Referiert
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