TY  - JOUR
A1  - Bergemann, Kay
A1  - Gottwald, Georg
A1  - Reich, Sebastian
T1  - Ensemble propagation and continuous matrix factorization algorithms
N2  - We consider the problem of propagating an ensemble of solutions and its characterization in terms of its mean and covariance matrix. We propose differential equations that lead to a continuous matrix factorization of the ensemble into a generalized singular value decomposition (SVD). The continuous factorization is applied to ensemble propagation under periodic rescaling (ensemble breeding) and under periodic Kalman analysis steps (ensemble Kalman filter). We also use the continuous matrix factorization to perform a re-orthogonalization of the ensemble after each time-step and apply the resulting modified ensemble propagation algorithm to the ensemble Kalman filter. Results from the Lorenz-96 model indicate that the re-orthogonalization of the ensembles leads to improved filter performance.
Y1  - 2009
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/31579
UR  - http://onlinelibrary.wiley.com/journal/10.1002/%28ISSN%291477-870X
SN  - 0035-9009
ER  -