Two Reduced Resolution Filter Approaches to Data Assimilation

Abstract

In this paper we evaluate the performance of two reduced resolution filter approaches to data assimilation. The main distinction between these approaches is in the manner they propagate error covariances. Both account for error covariances in a space with dimension m smaller than the model's state vector dimension n. In the first approach the m dimensional error covariance matrix is interpolated to the n-dimensional space and propagated with the n-dimensional dynamics. In the second approach the low-dimensional error covariance matrix is propagated by a dynamical operator generated in the m-dimensional space. Our experiments indicate that the first approach provides a more reliable simplified scheme for error covariance propagation than the second approach.