An initial implementation of an operational system for the Danish waters ha
s been carried out. The system consists of an observational network of wate
r level stations, a two-dimensional model that computes simultaneously area
s with different grid resolution, and a sequential data assimilation method
. For assimilation of water level measurements an approximate Kalman filter
algorithm, the ensemble Kalman filter, has been implemented. The ensemble
Kalman filter has a computational cost much lower than the cost associated
with a full Kalman filter application, and therefore it is suitable to be a
pplied in an operational system. The error covariance matrix in this specif
ic case tends to a quasi-steady state after a few days of assimilation. Thu
s, a Kalman filter with a constant weighting matrix has been applied during
a 13-day test period to assimilate observed water levels in a model coveri
ng the entire North Sea and Baltic Sea area. The corrections achieved by th
e assimilation procedure are significant in most of the validation stations
. Moreover, the error estimation provided by the filter is very accurate, e
specially in the inner Danish waters. (C) 2001 Academic Press.