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Titel On the relation of the SEIK and ETKF filter methods
VerfasserIn Lars Nerger, Tijana Janjic, Jens Schroeter, Wolfgang Hiller
Konferenz EGU General Assembly 2011
Medientyp Artikel
Sprache Englisch
Digitales Dokument PDF
Erschienen In: GRA - Volume 13 (2011)
Datensatznummer 250048406
 
Zusammenfassung
During the recent years several ensemble-based Kalman filter algorithms have been developed and used that have been classified as ensemble square-root Kalman filters. Parallel to this development, the SEIK (Singular 'Evolutive' Interpolated Kalman) filter has been introduced and was applied in several studies. Some publications note that the SEIK filter is an ensemble Kalman filter or even an ensemble square-root Kalman filter. We discuss the relation of the SEIK filter to ensemble square-root filters in more detail. Doing so, it becomes evident that the SEIK filter is in deed an ensemble-square root Kalman filter. Furthermore, the SEIK filter can provide an analysis ensemble that is identical to that obtained with the Ensemble Transform Kalman Filter (ETKF). These findings unify the separate developments that have been performed for the ensemble square-root Kalman filters and the SEIK filter.