A mollified ensemble Kalman filter

作者：Bergemann Kay; Reich Sebastian^*

来源：Quarterly Journal of the Royal Meteorological Society, 2010, 136(651): 1636-1643.

DOI：10.1002/qj.672

• data assimilation
• ensemble Kalman filter
• mollification
• incremental analysis updates

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.

• 出版日期2010-7