Results with Lorenz 40 variable model
Used by Anderson (2001), Whitaker and Hamill
(2002) to validate their ensemble square root filter
A very large global ensemble Kalman Filter
converges to an “optimal” analysis rms error=0.20
This “optimal” rms error is achieved by the LEKF
for a range of small ensemble members
We performed experiments for different size
models: M=40 (original), M=80 and M=120, and
compared a global KF with the LEKF