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• W2321761986 abstract "In this paper, we consider the data assimilation problem for perfectdifferential equation models without model error and for either continuousor intermittent observational data. The focus will be on the popular class ofensemble Kalman filters which rely on a Gaussian approximation in thedata assimilation step. We discuss the impact of this approximation onthe temporal evolution of the ensemble mean and covariance matrix. We also discussoptions for reducing arising inconsistencies, which are found to be more severefor the intermittent data assimilation problem. Inconsistenciescan, however, not be completely eliminated due to the classic momentclosure problem. It is also found for the Lorenz-63 model that theproposed corrections only improve the filter performance forrelatively large ensemble sizes." @default.
• W2321761986 created "2016-06-24" @default.
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• W2321761986 date "2014-01-01" @default.
• W2321761986 modified "2023-09-26" @default.
• W2321761986 title "On the consistency of ensemble transform filter formulations" @default.
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• W2321761986 doi "https://doi.org/10.3934/jcd.2014.1.177" @default.
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