On the ensemble Rauch-Tung-Striebel smoother and its equivalence to the ensemble Kalman smoother
Tittel | On the ensemble Rauch-Tung-Striebel smoother and its equivalence to the ensemble Kalman smoother |
Publikasjonstype | Journal Article |
Utgivelseår | 2016 |
Forfattere | Raanes, P |
Tidsskrift | Quarterly Journal of the Royal Meteorological Society |
Volum | 142 |
ISSN | 0035-9009 |
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. |
DOI | 10.1002/qj.2728 |
Refereed Designation | Refereed |
Forfatterens adresse | NERSC |
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