A note on the formulation of the Ensemble Adjustment Kalman Filter

Ian Grooms

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arXiv · 2006.02941

A note on the formulation of the Ensemble Adjustment Kalman Filter

Ian Grooms

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Abstract

The ensemble adjustment Kalman filter (EAKF; Anderson, 2001) is one of the earliest ensemble square root filters. This note clarifies the correct formulation of the EAKF, which depends on a careful treatment of an eigen-decomposition of one of the matrices involved in the formulation.

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Ian Grooms. 2020-06-04. A note on the formulation of the Ensemble Adjustment Kalman Filter. https://arxiv.org/abs/2006.02941

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