Four-dimensional ensemble Kalman filtering

B. R. Hunt, E. Kalnay, Eric Kostelich, E. Ott, D. J. Patil, T. Sauer, I. Szunyogh, J. A. Yorke, A. V. Zimin

Research output: Contribution to journalArticle

164 Citations (Scopus)

Abstract

Ensemble Kalman filtering was developed as a way to assimilate observed data to track the current state in a computational model. In this paper we show that the ensemble approach makes possible an additional benefit: the timing of observations, whether they occur at the assimilation time or at some earlier or later time, can be effectively accounted for at low computational expense. In the case of linear dynamics, the technique is equivalent to instantaneously assimilating data as they are measured. The results of numerical tests of the technique on a simple model problem are shown.

Original languageEnglish (US)
Pages (from-to)273-277
Number of pages5
JournalTellus, Series A: Dynamic Meteorology and Oceanography
Volume56
Issue number4
DOIs
StatePublished - Aug 2004

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ASJC Scopus subject areas

  • Atmospheric Science
  • Oceanography

Cite this

Four-dimensional ensemble Kalman filtering. / Hunt, B. R.; Kalnay, E.; Kostelich, Eric; Ott, E.; Patil, D. J.; Sauer, T.; Szunyogh, I.; Yorke, J. A.; Zimin, A. V.

In: Tellus, Series A: Dynamic Meteorology and Oceanography, Vol. 56, No. 4, 08.2004, p. 273-277.

Research output: Contribution to journalArticle

Hunt, BR, Kalnay, E, Kostelich, E, Ott, E, Patil, DJ, Sauer, T, Szunyogh, I, Yorke, JA & Zimin, AV 2004, 'Four-dimensional ensemble Kalman filtering', Tellus, Series A: Dynamic Meteorology and Oceanography, vol. 56, no. 4, pp. 273-277. https://doi.org/10.1111/j.1600-0870.2004.00066.x
Hunt, B. R. ; Kalnay, E. ; Kostelich, Eric ; Ott, E. ; Patil, D. J. ; Sauer, T. ; Szunyogh, I. ; Yorke, J. A. ; Zimin, A. V. / Four-dimensional ensemble Kalman filtering. In: Tellus, Series A: Dynamic Meteorology and Oceanography. 2004 ; Vol. 56, No. 4. pp. 273-277.
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