A COMPARISON OF ADAPTIVE KALMAN FILTERS FOR A TROPICAL PACIFIC-OCEAN MODEL

The Kalman filter is the optimal linear assimilation scheme only if ti le first- and second-order statistics of the observational and system noise are correctly specified. If not, optimality can be reached in pr inciple by using all adaptive filter that estimates both the stale vec tor and the system error statistics. In this study, the authors compar e the ability of three adaptive assimilation schemes at estimating ail unbiased, stationary system noise. The adaptive algorithms at impleme nted in a reduced space linear model for thr tropical Pacific, Using a twin experiment approach, the algorithms are compared by assimilating sea level data at fixed locations mimicking the tropical Pacific tide gauges network. It is shown that the description of the system error covariance matrix requires too many parameters for the adaptive proble m to be well posed. However, the adaptive procedures are efficient if the number of noise parameters is dramatically reduced and their perfo rmance is shown to be closed ttl optimal, that is, based on the true s ystem noise covariance, The link between those procedures is elucidate d, and the question of their applicability and respective computationa l cost is discussed.