An ensemble framework for time delay synchronization

Synchronization based state estimation tries to synchronize a model with the true evolution of a system via the observations. In practice, an extra term is added to the model equations which hampers growth of instabilities transversal to the synchronization manifold. Therefore, there is a very close connection between synchronization and data assimilation. Recently, synchronization with time‐delayed observations has been proposed, in which observations at future times are used to help synchronize a system that does not synchronize using only present observations, with remarkable successes. Unfortunately, these schemes are limited to small‐dimensional problems. In this article, we lift that restriction by proposing an ensemble‐based synchronization scheme. Tests were performed using the Lorenz'96 model for 20‐, 100‐ and 1000‐dimension systems. Results show global synchronization errors stabilizing at values of at least an order of magnitude lower than the observation errors, suggesting that the scheme is a promising tool to steer model states to the truth. While this framework is not a complete data assimilation method, we develop this methodology as a potential choice for a proposal density in a more comprehensive data assimilation method, like a fully nonlinear particle filter.

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