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Numerical Aspects of Ensemble Square-root Kalman Filters

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Citation:
Nerger, L. , Hiller, W. and Schröter, J. (2012): Numerical Aspects of Ensemble Square-root Kalman Filters , NUMDIFF-13: Numerical treatment of differential equations, Minisymposium on Computational Models, uncertainty and data assimilation, Halle (Saale), Germany, September 10-14, 2012 .
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Abstract:

Ensemble square-root Kalman filters are currently the most widely used algorithms for sequential data assimilation. Over the recent years, a number of different algorithms have been introduced. These filters differ in the formulation of the analysis step, which combines the ensemble information from a numerical model with observational data. The relation of different filter algorithms will be discussed with a focus on numerical aspects. The discussion also motivates the new Error Subspace Transform Kalman Filter (ESTKF) that we have recently introduced.

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