An adaptively reduced-order extended Kalman filter for data assimilation in the tropical Pacific

Ibrahim Hoteit*, Dinh Tuan Pham

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

11 Scopus citations


The reduced-order extended Kalman (ROEK) filter has been introduced by Cane et al. (J. Geophys. Res. 101(1996) 599) as a means to reduce the cost of the extended Kalman filter. It essentially consists of projecting the dynamics of the model onto a low dimensional subspace obtained via an empirical orthogonal functions (EOF) analysis. However, the choice of the dimension of the reduced-state space (or the number of EOFs to be retained) remains a delicate question. Indeed, Cane et al. found that increasing the number of EOFs does not improve, and even sometimes worsens, the performance of the ROEK filter. We speculate that this is probably due to the optimal character of the EOF analysis that is optimal in a time-mean sense only. In this respect, we develop a simple efficient adaptive scheme to tune, according to the model mode, the dimension of the reduced-state space, which would be therefore variable in time. In a first application, twin experiments are conducted in a realistic setting of the Ocean Parallèlisè (OPA) model in the tropical Pacific. The observations are assumed to be synthetic altimeter data sampled according to the Topex/Poseidon mission features. The adaptive scheme is shown to improve the performance of the ROEK filter especially during model unstable periods.

Original languageEnglish (US)
Pages (from-to)173-188
Number of pages16
JournalJournal of Marine Systems
Issue number3-4
StatePublished - Apr 2004
Externally publishedYes

Bibliographical note

Funding Information:
This work was carried out within the framework of the IDOPT project which is a joint project between INRIA, CNRS, University Joseph Fourier, and INPG.


  • Data assimilation
  • EOF analysis
  • Kalman filter
  • OPA model
  • Ocean modeling
  • ROEK filter

ASJC Scopus subject areas

  • Oceanography
  • Ecology, Evolution, Behavior and Systematics
  • Aquatic Science


Dive into the research topics of 'An adaptively reduced-order extended Kalman filter for data assimilation in the tropical Pacific'. Together they form a unique fingerprint.

Cite this