Improving the ensemble transform Kalman filter using a second-order Taylor approximation of the nonlinear observation operator

@inproceedings{Wu2014ImprovingTE,
  title={Improving the ensemble transform Kalman filter using a second-order Taylor approximation of the nonlinear observation operator},
  author={Genxiu Wu and Xuefei Yi and Lei Wang and Xiaolin Liang and Sumin Zhang and Xinqiang Zhang and Xueliang Zheng},
  year={2014}
}
1 The Ensemble Transform Kalman Filter (ETKF) assimilation scheme has recently 2 seen rapid development and wide application. As a specific implementation of the 3 Ensemble Kalman Filter (EnKF), the ETKF is computationally more efficient than the 4 conventional EnKF. However, the current implementation of the ETKF still has some 5 limitations when the observation operator is strongly nonlinear. One problem in the 6 minimization of a nonlinear objective function similar to 4D-Var is that the… CONTINUE READING

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