Error analysis of the projected PO method with additive inflation for the partially observed Lorenz 96 model

Abstract

We consider the filtering problem with the partially observed Lorenz 96 model. Although the accuracy of the 3DVar filter applied to this problem has been established, that of the EnKF has not yet been. This study aims to establish the error bound of a variant of the EnKF, known as the PO method. By introducing the additive inflation and a projection of the background covariance to the observation space, we establish the error bound of the PO method. A numerical example validates theoretical findings and shows the potential to extend the analysis.

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