A mollified Ensemble Kalman filter. (arXiv:1002.3091v1 [math.NA])

A mollified Ensemble Kalman filter. (arXiv:1002.3091v1 [math.NA]): "

It is well recognized that discontinuous analysis increments of sequential
data assimilation systems, such as ensemble Kalman filters, might lead to
spurious high frequency adjustment processes in the model dynamics. Various
methods have been devised to continuously spread out the analysis increments
over a fixed time interval centered about analysis time. Among these techniques
are nudging and incremental analysis updates (IAU). Here we propose another
alternative, which may be viewed as a hybrid of nudging and IAU and which
arises naturally from a recently proposed continuous formulation of the
ensemble Kalman analysis step. A new slow-fast extension of the popular
Lorenz-96 model is introduced to demonstrate the properties of the proposed
mollified ensemble Kalman filter.

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