The Error-Subspace Transform Kalman Filter
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Ensemble square-root Kalman filters are currently the computationally most efficient ensemble-based Kalman filter methods. In particular, the Ensemble Transform Kalman Filter (ETKF) is known to provide a minimum ensemble transformation in a very efficient way. In order to further improve the computational efficiency, the Error-Subspace Transform Kalman Filter (ESTKF) was developed. The ESTKF solves the optimization problem of the Kalman filter in the error-subspace that is represented by the ensemble. As the ETKF, the ESTKF provides the minimum ensemble transformation, but at a slightly lower cost. We discuss the ESTKF and its localized counter part the LESTKF using numerical experiments with the parallel data assimilation framework PDAF and models of different complexity.
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