Covariance Inflation in the Ensemble Kalman Filter: A Residual Nudging Perspective and Some Implications

Xiaodong Luo, Ibrahim Hoteit

Research output: Contribution to journalArticlepeer-review

17 Scopus citations


This article examines the influence of covariance inflation on the distance between the measured observation and the simulated (or predicted) observation with respect to the state estimate. In order for the aforementioned distance to be bounded in a certain interval, some sufficient conditions are derived, indicating that the covariance inflation factor should be bounded in a certain interval, and that the inflation bounds are related to the maximum and minimum eigenvalues of certain matrices. Implications of these analytic results are discussed, and a numerical experiment is presented to verify the validity of the analysis conducted.
Original languageEnglish (US)
Pages (from-to)3360-3368
Number of pages9
JournalMonthly Weather Review
Issue number10
StatePublished - Oct 2013

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