Estimating the state of large spatio-temporally chaotic systems

Abstract

We consider the estimation of the state of a large spatio-temporally chaotic system from noisy observations and knowledge of a system model. Standard state estimation techniques using the Kalman filter approach are not computationally feasible for systems with very many effective degrees of freedom. We present and test a new technique (called a Local Ensemble Kalman Filter), generally applicable to large spatio-temporally chaotic systems for which correlations between system variables evaluated at different points become small at large separation between the points.