Hidden error variance theory. part I: Exposition and analytic model

Abstract

A conundrum of predictability research is that while the prediction of flow-dependent error distributions is one of its main foci, chaos fundamentally hides flow-dependent forecast error distributions fromempirical observation. Empirical estimation of such error distributions requires a large sample of error realizations given the same flow-dependent conditions.However, chaotic elements of the flow and the observing network make it impossible to collect a large enough conditioned error sample to empirically define such distributions and their variance. Such conditional variances are ''hidden.'' Here, an exposition of the problem is developed from an ensemble Kalman filter data assimilation s..