Using the Extended Kalman Filter with a Multilayer Quasi-geostrophic Ocean Model

@inproceedings{Evensen1992UsingTE,
  title={Using the Extended Kalman Filter with a Multilayer Quasi-geostrophic Ocean Model},
  author={Geir Evensen},
  year={1992}
}
The formulation of the extended Kalman lter for a multilayer nonlinear quasi-geostrophic ocean circulation model is discussed. The nonlinearity in the ocean model leads to an approxima-tive equation for error covariance propagation, where the transition matrix is dependent on the state trajectory. This nonlinearity complicates the dynamics of the error covariance propagation, and eeects which are nonexistent in linear systems contribute signiicantly. The transition matrix can be split into two… CONTINUE READING
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