Recommendation on Choice of Filter Algorithm

PDAF provides several filter algorithms. Here, we provide some guidance about which filter algorithm one should use.

The filter algorithms that are currently implemented in PDAF have been used in comparison studies giving insight in the performance of different filter formulations. In particular, the Ensemble Kalman Filter (EnKF, Evensen, 1994) was compared with the SEEK and SEIK filters (Pham et al., 1998) in Nerger et al. (1995) (the links refer to the page listing the full references of the publications). The SEIK filter was then related to the ETKF (Bishop, 2002) in Nerger et al. (2012). This study also introduced the ESTKF. Nerger et al. (2006) introduced the localized SEIK filter LSEIK. The local filters LETKF and LESTKF use the same localization method as the LSEIK filter.

Based on our studies, we generally recommend to use the ESTKF or its localized variant LESTKF.