Can We Optimize the Assimilation Order in the Serial Ensemble Kalman Filter? A Study with the Lorenz-96 Model

AbstractWith the serial treatment of observations in the ensemble Kalman filter (EnKF), the assimilation order of observations is usually assumed to have no significant impact on analysis accuracy. However, Nerger derived that analyses with different assimilation orders are different if covariance localization is applied in the observation space. This study explores whether the assimilation order can be optimized to systematically improve the filter estimates. A mathematical demonstration of a simple two-dimensional case indicates that different assimilation orders can cause different analyses, although the differences are two orders of magnitude smaller than the analysis increments if two identical observation error variances are the same size as the two identical state error variances. Numerical experiments using the Lorenz-96 40-variable model show that the small difference due to different assimilation orders could eventually result in a significant difference in analysis accuracy. Several ordering ru...

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