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Nonlinear Processes in Geophysics An interactive open-access journal of the European Geosciences Union

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Nonlin. Processes Geophys., 22, 645-662, 2015
https://doi.org/10.5194/npg-22-645-2015
© Author(s) 2015. This work is distributed under
the Creative Commons Attribution 3.0 License.
Research article
03 Nov 2015
Expanding the validity of the ensemble Kalman filter without the intrinsic need for inflation M. Bocquet et al.
Publications Copernicus
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Short summary
The popular data assimilation technique known as the ensemble Kalman filter (EnKF) suffers from sampling errors due to the limited size of the ensemble. This deficiency is usually cured by inflating the sampled error covariances and by using localization. This paper further develops and discusses the finite-size EnKF, or EnKF-N, a variant of the EnKF that does not require inflation. It expands the use of the EnKF-N to a wider range of dynamical regimes.
The popular data assimilation technique known as the ensemble Kalman filter (EnKF) suffers from...
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