Nonlinear Processes in Geophysics
Nonlinear Processes in Geophysics
NPG
Articles | Volume 22, issue 4
Articles | Volume 22, issue 4
https://doi.org/10.5194/npg-22-485-2015
© Author(s) 2015. This work is distributed under
the Creative Commons Attribution 3.0 License.
https://doi.org/10.5194/npg-22-485-2015
© Author(s) 2015. This work is distributed under
the Creative Commons Attribution 3.0 License.
Articles | Volume 22, issue 4
Research article
 | 
18 Aug 2015
Research article |  | 18 Aug 2015

Spectral diagonal ensemble Kalman filters

I. Kasanický, J. Mandel, and M. Vejmelka

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Short summary
A new type of ensemble Kalman filter for data assimilation is developed, based on fast Fourier transform and wavelet transform. The method can work with minimal computational resources. We develop variants for several general types of observations, give a rigorous proof that the method improves the approximation of the state covariance, and present computational experiments showing that the new technique works reliably with very small ensembles and is stable over multiple analysis cycles.
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