Kalman filter theory shows great promise when applied to the assimilat
ion of atmospheric observations. Previous work has concentrated on ext
ratropical dynamics, and tropical aspects have not yet been seriously
tackled. In this article, a Kalman filter is applied to the linearized
shallow water equations on an equatorial beta plane. The system or mo
del error is constructed from the slow eigenmodes of the model and is
based on an expansion in parabolic cylinder functions. The resulting s
econd-moment statistics are discussed in some detail. The Kalman filte
r is applied to a special observation network that allows the diagonal
ization of the system. Following Daley and Menard (1993), it is then p
ossible to obtain the complete space and time solution for the second-
moment forecast and analysis error statistics. The slow (low-frequency
) and fast (high-frequency) error statistics are examined separately f
or both the optimal and suboptimal cases.