Why use a “local” ensemble approach?
In the Local Ensemble Kalman Filter we compute the
generalized “bred vectors” globally but use them
patches around each grid point of ~1000km x 1000km).
These local patches (vertical columns) provide the
shape of the “errors of the day” for each grid point.
At the end of the local analysis we create a new global
analysis and initial perturbations from the solutions obtained at
each grid point.
This reduces the number of ensemble members needed.
It also allows to compute the KF analysis independently
at each grid point (“embarrassingly parallel”)