Ensemble clustering in deterministic ensemble kalman filters

Abstract

Ensemble clustering (EC) can arise in data assimilation with ensemble square root filters (EnSRFs) using non-linear models: an M-member ensemble splits into a single outlier and a cluster of M-1 members. The stochastic Ensemble Kalman Filter does not present this problem. Modifications to the EnSRFs by a periodic resampling of the ensemble through random rotations have been proposed to address it. We introduce a metric to quantify the presence of EC and present evidence to dispel the notion that EC leads to filter failure. Starting from a univariate model, we show that EC is not a permanent but transient phenomenon; it occurs intermittently in non-linear models. We perform a series of data a..