Articles | Volume 22, issue 4
https://doi.org/10.5194/npg-22-485-2015
https://doi.org/10.5194/npg-22-485-2015
Research article
 | 
18 Aug 2015
Research article |  | 18 Aug 2015

Spectral diagonal ensemble Kalman filters

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

Viewed

Total article views: 2,641 (including HTML, PDF, and XML)
HTML PDF XML Total BibTeX EndNote
1,317 957 367 2,641 164 155
  • HTML: 1,317
  • PDF: 957
  • XML: 367
  • Total: 2,641
  • BibTeX: 164
  • EndNote: 155
Views and downloads (calculated since 27 Jan 2015)
Cumulative views and downloads (calculated since 27 Jan 2015)

Cited

Saved (final revised paper)

Latest update: 20 Nov 2024
Download
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.