Cluster ensemble Kalman filter

Keston W. Smith

doi:10.1111/j.1600-0870.2007.00246.x

Cluster ensemble Kalman filter

Tellus

Volume 59 (2007): Issue 5

By: Keston W. Smith

Open Access

|Jan 2007

Abstract

A modified ensemble Kalman filter (KF) is proposed which can enhance performance for highly non-linear prognostic models. The algorithm differs from the traditional ensemble KF by the addition of an expectation maximization step, which estimates the parameters of a Gaussian mixture model for the ensemble of forecast states. The algorithm is tested in twin experiments using a simple phytoplankton—zooplankton model.

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