Spectral diagonal ensemble Kalman filters

A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the approximation of the covariance when the covariance itself is diagonal in the spectral basis, a...

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Bibliographic Details
Main Authors: I. Kasanický, J. Mandel, M. Vejmelka
Format: Article
Language:English
Published: Copernicus Publications 2015-08-01
Series:Nonlinear Processes in Geophysics
Online Access:http://www.nonlin-processes-geophys.net/22/485/2015/npg-22-485-2015.pdf