Two data assimilation procedures for real time storm surge forecasting
based on Kalman filtering are described. To reduce the computational
burden of the Kalman filter, a time invariant filter approximation is
suggested first. This filter is computed using the Chandrasekhar-type
algorithm. The resulting data assimilation procedure has been used for
storm surge forecasting on a routine basis for a number of years in T
he Netherlands and in Denmark. The results of these operational system
s are discussed in detail. Finally also a new efficient algorithm for
time varying Kalman filtering problems is introduced and applied to st
orm surge forecasting.