Ensemble-Based Data Assimilation

References

Since Evensen's paper in 1994, there has been an explosion of studies related to ensemble-based data assimilation. Here is a list of peer-reviewed papers (with links if available) and manuscripts under construction/review. Some papers introduce new filtering techniques, whereas others describe applications of existing filters.Brief summaries of each paper are in progress.

NOTE: The links will only work if you or your institution subscribes to AMS and AGU journals online.

Please e-mail smajumdar@rsmas.miami.edu to suggest additions to this list or comments on the papers.

2003

Anderson, J. L.
A local least squares framework for ensemble filtering.
Monthly Weather Review, 131, in press.

Bishop, C. H., C. A. Reynolds and M. K. Tippett
Optimization of the fixed global observing network in a simple model.
J. Atmos. Sci., 60, in press.

Brusdal, K., J. Brankart, G. Halberstadt, G. Evensen, P. Brasseur, P. J. van Leeuwen, E. Dombrowsky, J. Verron
An evaluation of ensemble based assimilation methods in a layered OGCM.
Journal of Marine Systems, in press.

Etherton, B. J. and C. H. Bishop
Resilience of hybrid ensemble/3d-Var analysis schemes to model error and ensemble covariance error.
Monthly Weather Review, under review.

Etherton, B. J., C. H. Bishop and S. J. Majumdar
Would ensemble based data assimilation increase the effectiveness of targeted observations?
Quart. J. Roy. Meteor. Soc., under review.

Evensen, G.
The ensemble Kalman filter: Theoretical formulation and practical implementation.
Submitted to Ocean Dynamics.

Natvik, L. J. and G. Evensen
Assimilation of ocean colour data into a biochemical model of the North Atlantic. Part 1: Data assimilation experiments.
Journal of Marine Systems, in press.

Natvik, L. J. and G. Evensen
Assimilation of ocean colour data into a biochemical model of the North Atlantic. Part 2: Statistical Analysis.
Journal of Marine Systems, in press.

Ott, E., B. R. Hunt, I. Szunyogh, A. V. Zimin, E. J. Kostelich, M. Corrazza, E. Kalnay, D. J. Patil and J. A. Yorke
A local ensemble Kalman filter for atmospheric data assimilation.
Submitted to Monthly Weather Review, Jan 2003.

Snyder, C., and F. Zhang
Assimilation of simulated radar observations with an ensemble Kalman filter.
Monthly Weather Review, accepted.
Tippett, M. K., J. L. Anderson, C. H. Bishop, T. M. Hamill and J. S. Whitaker
Ensemble square-root filters.
Monthly Weather Review, 131, in press.

van Leeuwen, P. J.
A variance minimizing filter for large-scale applications.
Submitted to Monthly Weather Review

Wang, X. and C. H. Bishop
A comparison of breeding and ensemble transform Kalman filter ensemble forecast schemes.
J. Atmos Sci., 60, in press.

Zhang, F., C. Snyder and J. Sun
Impacts of initial estimate and observations on convective-scale data assimilation with an ensemble Kalman filter
Submitted to Monthly Weather Review, Dec 2002.

2002

Allen, J. I., M. Eknes and G. Evensen
An ensemble Kalman filter with a complex marine ecosystem model: Hindcasting phytoplankton in the Cretan Sea.
Annales Geophysicae, 20, 1-13.

Eknes, M. and G. Evensen
An ensemble Kalman filter with a 1-D marine ecosystem model.
Journal of Marine Systems, 36, 75-100.

Evensen, G.
Sequential data assimilation for nonlinear dynamics: The ensemble Kalman filter
In: Pinardi, N. and J. D. Woods (eds). Ocean Forecasting: Conceptual Basis and Applications, Springer-Verlag Berlin Heidelberg, pp. 97-116.

Hamill, T. M. and C. Snyder
Using improved background-error covariances from an ensemble Kalman filter for adaptive observations
Monthly Weather Review, 130, 1552-1572.

Haugen, V. E. and G. Evensen
Assimilation of SLA and SST data into an OGCM for the Indian ocean.
Ocean Dynamics, 52, 133-151.

Haugen, V. E., G. Evensen and O. M. Johannessen
Indian ocean circulation: An integrated model and remote sensing study.
J. Geophys. Res., 107 (C5), 11-1-11-23.

Keppenne, C. L. and M. M. Rienecker
Initial testing of a massively parallel ensemble Kalman filter with the Poseidon isopycnal ocean general circulation model.
Monthly Weather Review, 130, 2951-2965.

Lermusiaux, P. F. J.
On the mapping of multivariate geophysical fields: Sensitivities to size, scales and dynamics.
Journal of Atmospheric and Oceanic Technology, 19, 1602-1637.

Majumdar, S. J., C. H. Bishop, B. J. Etherton and Z. Toth
Adaptive Sampling with the Ensemble Transform Kalman Filter. Part II: Field Program Implementation.
Monthly Weather Review, 130, 1356-1369

Miller, R. N. and L. L. Ehret
Ensemble generation for models of multimodel systems.
Monthly Weather Review, 130, 2313-2333.

Mitchell, H. L., P. L. Houtekamer and G. Pellerin
Ensemble size, balance, and model-error representation in an ensemble Kalman filter.
Monthly Weather Review, 130, 2791-2808.

Oke, P. R., J. S. Allen, R. N. Miller, G. D. Egbert and P. M. Kosro
Assimilation of surface velocity data into a primitive equation coastal ocean model.
J. Geophys. Res., 107 (C9), 3122.

Reichle, R. H., D. B. McLaughlin and D. Entekhabi
Hydrologic data assimilation with the ensemble Kalman filter.
Monthly Weather Review, 130, 103-114.

Whitaker, J. S. and T. M. Hamill
Ensemble data assimilation without perturbed observations.
Monthly Weather Review, 130, 1913-1924.
 

2001

Anderson, J. L.
An ensemble adjustment filter for data assimilation.
Monthly Weather Review, 129, 2884-2903.

Bishop, C. H., B. J. Etherton and S. J. Majumdar
Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects.
Monthly Weather Review, 129, 420-436.

Gronnevik, R. and G. Evensen
Application of ensemble based techniques in fish-stock assessment.
Sarsia, 86, 517-526.

Hamill, T. M., J. S. Whitaker and C. Snyder
Distance-dependent filtering of background error covariance estimates in an ensemble Kalman filter.
Monthly Weather Review, 129, 2776-2790.

Hansen, J. A. and L. A. Smith
Probabilistic noise reduction.
Tellus A, 53, 585-598.

Heemink, A. W., M. Verlaan and A. J. Segers
Variance reduced ensemble Kalman filtering.
Monthly Weather Review, 129, 1718-1728.

Houtekamer, P. L. and H. L. Mitchell
A sequential ensemble Kalman filter for atmospheric data assimilation.
Monthly Weather Review, 129, 123-137.

Lermusiaux, P. F. J.
Evolving the subspace of the three-dimensional multiscale ocean variability: Massachussetts Bay.
Journal of Marine Systems, 29, 385-422.

Majumdar, S. J., C. H. Bishop, B. J. Etherton, I. Szunyogh and Z. Toth
Can an ensemble transform Kalman filter predict the reduction in forecast error variance produced by targeted observations?
Quart. J. Roy. Meteor. Soc., 127, 2803-2820.

Pham, D. T.
Stochastic methods for sequential data assimilation in strongly nonlinear systems.
Monthly Weather Review, 129, 1194-1207.

van Leeuwen, P. J.
An ensemble smoother with error estimates.
Monthly Weather Review, 129, 709-728.

Verlaan, M. and A. W. Heemink
Nonlinearity in data assimilation applications: A practical method for analysis.
Monthly Weather Review, 129, 1578-1589.

2000

Echevin, V., P. D. Mey, G. Evensen
Horizontal and vertical structure of the prepresenter functions for sea surface measurements in a coastal circulation model.
J. Phys. Oceanogr., 30, 2627-2635.

Evensen, G. and P. J. van Leeuwen
An ensemble Kalman smoother for nonlinear dynamics.
Monthly Weather Review, 128, 1852-1867.

Hamill, T. M. and C. Snyder
A hybrid ensemble Kalman filter - 3D variational analysis scheme.
Monthly Weather Review, 128, 2905-2919.

Hansen, J. A. and L. A. Smith
The Role of Operational Constraints in Selecting Supplementary Observations.
J. Atmos. Sci., 57, 2859-2871.

Keppenne, C. L.
Data assimilation into a primitive-equation model with a parallel ensemble Kalman filter.
Monthly Weather Review, 128, 1971-1981.

Lermusiaux, P. F. J., D. G. M. Anderson, and C. J. Lozano
On the mapping of multivariate geophysical fields: Error and variability subspace estimates.
Quart. J. Roy. Meteor. Soc., 126, 1387-1430.

Mitchell, H. L. and P. L. Houtekamer
An adaptive ensemble Kalman filter.
Monthly Weather Review, 128, 416-433.

Park, J. K. and A. Kaneko
Assimilation of coastal acoustic tomography data into a barotropic ocean model.
Geophys. Res. Lett., 27, 3373-3376.

1999

Anderson, J. L. and S. L. Anderson
A Monte Carlo implementation of the nonlinear filtering problem to produce ensemble assimilations and forecasts.
Monthly Weather Review, 127, 2741-2758.

Houtekamer, P. L. and H. L. Mitchell
Reply.
Monthly Weather Review, 127, 1378-1379.

Lermusiaux, P. F. J. and A. R. Robinson
Data assimilation via error subspace statistical estimation. Part I: Theory and schemes.
Monthly Weather Review, 127, 1385-1407.

Lermusiaux, P. F. J.
Data assimilation via error subspace statistical estimation. Part II: Middle Atlantic Bight shelfbreak front simulations and ESSE validation.
Monthly Weather Review, 127, 1408-1432.

Madsen, H. and R. Canizares
Comparison of extended and ensemble Kalman filters for data assimilation in coastal area modelling.
Int. J. Numer. Meth. Fluids, 31, 961-981.

Miller, R. N., E. F. Carter and S. T. Blue
Data assimilation into nonlinear stochastic models.
Tellus A, 51, 167-194.

van Leeuwen, P. J.
Comment of "Data assimilation using an ensemble Kalman filter technique".
Monthly Weather Review, 127, 6.

van Leeuwen, P. J.
The time mean circulation in the Agulhas region determined with the ensemble smoother.
J. Geophys. Res., 104 (C1), 1393-1404.

1998

Burgers, G., P. J. van Leeuwen and G. Evensen
Analysis scheme in the ensemble Kalman filter.
Monthly Weather Review, 126, 1719-1724.

Houtekamer, P. L. and H. L. Mitchell
Data assimilation using an ensemble Kalman filter technique.
Monthly Weather Review, 126, 796-811.

1997

G. Evensen.
Advanced data assimilation for strongly nonlinear dynamics.
Monthly Weather Review, 125, 1342-1354.
 

1996

Evensen, G. and P. J. van Leeuwen
Assimilation of Geosat altimeter data for the Agulhas current using the ensemble Kalman filter with a quasigeostrophic model.
Monthly Weather Review, 124, 85-96.

Houtekamer, P. L., L. Lefaivre, J. Derome, H. Ritchie and H. L. Mitchell
A system simulation approach to ensemble prediction.
Monthly Weather Review, 124, 1225-1242.

van Leeuwen, P. J. and G. Evensen
Data assimilation and inverse methods in terms of a probabilistic formulation
Monthly Weather Review, 124, 2898-2913.

1995

1994

Evensen, G.
Sequential data assimilation with a nonlinear quasigeostrophic model using Monte-Carlo methods to forecast error statistics.
J. Geophys. Res., 99 (C5), 10143-10162.