Gaussian approximations in filters and smoothers for data assimilation

We present mathematical arguments and experimental evidence that suggest that Gaussian approximations of posterior distributions are appropriate even if the physical system under consideration is nonlinear. The reason for this is a regularizing effect of the observations that can turn multi-modal pr...

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Bibliographic Details

Published in:	Tellus: Series A, Dynamic Meteorology and Oceanography
Main Authors:	Matthias Morzfeld, Daniel Hodyss
Format:	Article
Language:	English
Published:	Stockholm University Press 2019-01-01
Subjects:	data assimilation gaussian approximation ensemble kalman filter particle filter variational data assimilation
Online Access:	http://dx.doi.org/10.1080/16000870.2019.1600344