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A mollified ensemble Kalman filter

✍ Scribed by Kay Bergemann; Sebastian Reich

Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
262 KB
Volume
136
Category
Article
ISSN
0035-9009

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✦ Synopsis

Abstract

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. Copyright © 2010 Royal Meteorological Society

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