On the ensemble Rauch-Tung-Striebel smoother and its equivalence to the ensemble Kalman smoother

TitleOn the ensemble Rauch-Tung-Striebel smoother and its equivalence to the ensemble Kalman smoother
Publication TypeJournal Article
Year of Publication2016
AuthorsRaanes, P
JournalQuarterly Journal of the Royal Meteorological Society
Volume142
ISSN0035-9009
Abstract

The Rauch-Tung-Striebel (RTS) smoother is a linear-Gaussian smoothing algorithm that is popular in the engineering community. This note is a study of its ensemble formulation (EnRTS). An on-line expression is derived and discussed. In particular, it is used to show that the EnRTS is equivalent to the ensemble Kalman smoother (EnKS), even in the non-linear, non-Gaussian case. The theory is revisited under practical considerations and equability is illustrated by numerical experiments, even though equivalence is broken by inflation and localisation.

DOI10.1002/qj.2728
Refereed DesignationRefereed
Author Address

NERSC