Article history: Owing to its simplicity and e Received 13 July 2006 Accepted 1 December 2008

The ring-shedding process in the Agulhas Current is studied using the ensemble Kalman lter to assimilate Geosat altimeter data into a two layer quasi-geostrophic ocean model. The properties of the ensemble Kalman lter are further explored with focus on the analysis scheme and the use of gridded data. The Geosat data consist of 10 elds of gridded sea-surface height anomalies separated 10 days ap...

We present efficient sample based approximations to the problem of sequentially estimating and tracking atmospheric states for numerical weather prediction. The problem is characterized by high-dimensional, nonlinear systems and poses difficult challenges for real-time data assimilation (updating) and forecasting. The presented method extends the ensemble Kalman filter using mixtures, and repre...

This paper discusses an efficient parallel implementation of the ensemble Kalman filter based on the modified Cholesky decomposition. The proposed implementation starts with decomposing the domain into sub-domains. In each sub-domain a sparse estimation of the inverse background error covariance matrix is computed via a modified Cholesky decomposition; the estimates are computed concurrently on

Abstract We propose an affine-mapping based variational ensemble Kalman filter for sequential Bayesian filtering problems with generic observation models. Specifically, the proposed method is formulated as to construct affine mapping from prior posterior one, and computed via a formulation, i.e., by minimizing Kullback–Leibler divergence between transformed distribution through actual posterior...