Covariance localisation and balance in a
โ
Jeffrey D. Kepert
๐
Article
๐
2009
๐
John Wiley and Sons
๐
English
โ 519 KB
## Abstract A major limitation of the Ensemble Kalman Filter (EnKF) is that the finite ensemble size introduces sampling error into the background covariances, with severe consequences for atmospheric and oceanographic applications. The negative effects of sampling error are customarily limited by