Articles | Volume 22, issue 6
https://doi.org/10.5194/npg-22-723-2015
https://doi.org/10.5194/npg-22-723-2015
Research article
 | 
03 Dec 2015
Research article |  | 03 Dec 2015

Multivariate localization methods for ensemble Kalman filtering

S. Roh, M. Jun, I. Szunyogh, and M. G. Genton

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Cited articles

Anderson, J. L.: Exploring the need for localization in ensemble data assimilation using a hierarchical ensemble filter, Physica D, 230, 99–111, 2007.
Anderson, J. L. and Lei, L.: Empirical localization of observation impact in ensemble Kalman filters, Mon. Weather Rev., 142, 739–754, 2013.
Askey, R.: Radial characteristic functions, technical report no. 1262, Mathematical Research Center, University of Wisconsin-Madison, Madison, 1973.
Bishop, C. H. and Hodyss, D.: Flow adaptive moderation of spurious ensemble correlations and its use in ensemble based data assimilation, Q. J. Roy. Meteorol. Soc., 133, 2029–2044, 2007.
Bishop, C. H. and Hodyss, D.: Ensemble covariances adaptively localized with ECO-RAP. Part 1: Tests on simple error models, Tellus A, 61, 84–96, 2009a.
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Short summary
This paper shows how statistical methods can be applied to the ensemble Kalman filtering technique, a widely used method in atmospheric science and other related fields. Traditional methods for covariance localization, commonly done in the field with multiple variables, are compared to the newly proposed method with the use of a parametric localization function (proposed in statistics as a class of multivariate covariance functions) in the ensemble Kalman filter system with multiple variables.