Toward a hybrid particle-ensemble Kalman filter for assimilating data from Lagrangian instruments into high dimensional models

By Elaine Spiller

Marquette University

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Presented by Elaine Spiller on 3-26-15


We discuss a recently proposed hybrid particle-ensemble Kalman filter for assimilating Lagrangian data, and apply it to a high-dimensional quasi-geostrophic ocean model. Effectively the hybrid filter applies a particle filter to the highly nonlinear, low-dimensional Lagrangian instrument variables while applying an ensemble Kalman type update to the high-dimensional Eulerian flow field. We present some initial results from this hybrid filter and compare those to results from a standard ensemble Kalman filter and an ensemble run without assimilation.