Relation between two common localisation methods for the EnKF |
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Authors: | Pavel Sakov Laurent Bertino |
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Institution: | (1) Department of Physics and Astronomy, The Open University, Milton Keynes, MK7 6AA, UK |
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Abstract: | This study investigates the relation between two common localisation methods in ensemble Kalman filter (EnKF) systems: covariance
localisation and local analysis. Both methods are popular in large-scale applications with the EnKF. The case of local observations
with non-correlated errors is considered. Both methods are formulated in terms of tapering of ensemble anomalies, which provides
a framework for their comparison. Based on analytical considerations and experimental evidence, we conclude that in practice
the two methods should yield very similar results, so that the choice between them should be based on other criteria, such
as numerical effectiveness and scalability. |
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Keywords: | |
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