Ensemble Kalman Filtering is efficient because
matrix operations are performed in the low-dimensional
space of the ensemble perturbations
Ensemble Kalman Filter Analysis:
correction computed in the low dim
Observations ~105-7 d.o.f.
Background ~106-8 d.o.f.
Errors of the day: they lie
on the low-dim attractor
3D-Var Analysis: doesn’t know
about the errors of the day