Spatially and temporally varying adaptive covariance inflation for ensemble filters

Basic implementations of ensemble filters are trivial but are susceptible to errors from many sources. Model error, sampling error and fundamental inconsistencies between the filter assumptions and reality combine to produce assimilations that are suboptimal or suffer from filter divergence.

Several auxiliary algorithms have been developed to help filters tolerate these errors. For instance, covariance inflation combats the tendency of ensembles to have insufficient variance by increasing the variance during the assimilation. The amount of inflation is usually determined by trial and error.