Articles | Volume 25, issue 3
https://doi.org/10.5194/npg-25-565-2018
https://doi.org/10.5194/npg-25-565-2018
Research article
 | 
24 Aug 2018
Research article |  | 24 Aug 2018

Ensemble variational assimilation as a probabilistic estimator – Part 1: The linear and weak non-linear case

Mohamed Jardak and Olivier Talagrand

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Latest update: 28 Mar 2024
Short summary
Ensemble variational assimilation (EnsVAR) has been implemented on two small-dimension non-linear chaotic toy models, as well as on a linearized version of those models. In the linear case, EnsVAR is exactly Bayesian and produced highly reliable ensembles. In the non-linear case, EnsVAR, implemented on temporal windows on the order of magnitude of the predictability time of the systems, shows as good performance as in the exactly linear case. EnsVar is as good an estimator as EnKF and PF.