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Entropy 2008, 10(4), 684-721; doi:10.3390/e10040684
Article

Comparison of Statistical Dynamical, Square Root and Ensemble Kalman Filters

1,*  and 2
Received: 30 May 2008 / Accepted: 31 October 2008 / Published: 20 November 2008
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Abstract

We present a statistical dynamical Kalman filter and compare its performance to deterministic ensemble square root and stochastic ensemble Kalman filters for error covariance modeling with applications to data assimilation. Our studies compare assimilation and error growth in barotropic flows during a period in 1979 in which several large scale atmospheric blocking regime transitions occurred in the Northern Hemisphere. We examine the role of sampling error and its effect on estimating the flow dependent growing error structures and the associated effects on the respective Kalman gains. We also introduce a Shannon entropy reduction measure and relate it to the spectra of the Kalman gain.
Keywords: Data assimilation; Entropy; Turbulence closures Data assimilation; Entropy; Turbulence closures
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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O’Kane, T.J.; Frederiksen, J.S. Comparison of Statistical Dynamical, Square Root and Ensemble Kalman Filters. Entropy 2008, 10, 684-721.

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