Commentary: On the Efficiency of Covariance Localisation of the Ensemble Kalman Filter Using Augmented Ensembles

Details

• Journal Title:
  Frontiers in Applied Mathematics and Statistics
• Personal Author:
  Bishop, Craig H. ; Whitaker, Jeffrey S. ; Lei, Lili
• NOAA Program & Office:
  ESRL (Earth System Research Laboratory) ; OAR (Oceanic and Atmospheric Research)
• Description:
  In discussing Equation (39) (Equation (25) of Bocquet [1]), Farchi and Bouquet [2] state that “This perturbation update has been rediscovered by Bishop et al. [3] and included in their gain ETKF (GETKF) algorithm. However, the update formula used in the GETKF is prone to numerical cancellation errors as opposed to Equation (39)”.
• Keywords:
  Applied Mathematics Statistics And Probability Statistics And Probability Statistics And Probability
• Source:
  Frontiers in Applied Mathematics and Statistics, 6
• DOI:
  https://doi.org/10.3389/fams.2020.00002
• ISSN:
  2297-4687
• Format:
  PDF
• Publisher:
  Frontiers Media SA
• Document Type:
  Journal Article
• Funding:
  Grant no. NA14OAR4830123
• License:
  https://creativecommons.org/licenses/by/4.0/
• Rights Information:
  CC BY
• Compliance:
  Library
• Main Document Checksum:
  urn:sha-512:3527cca08293b242cda6e72f2894575b7b081d66195cd053a281423f929cf1e1f21e65f868147758a1c27a8934f077b2333e6ba63690e595b77088027d4b587f
• Download URL:
  https://repository.library.noaa.gov/view/noaa/64200/noaa_64200_DS1.pdf
• File Type:
  [PDF - 221.80 KB ]