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

TittelOn the ensemble Rauch-Tung-Striebel smoother and its equivalence to the ensemble Kalman smoother
PublikasjonstypeJournal Article
Utgivelseår2016
ForfattereRaanes, P
TidsskriftQuarterly Journal of the Royal Meteorological Society
Volum142
ISSN0035-9009
Sammendrag

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
Forfatterens adresse

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