Accelerating the spin-up of Ensemble Kalman Filtering

A scheme is proposed to improve the performance of the ensemble-based Kalman Filters during the initial spin-up period. By applying the no-cost ensemble Kalman Smoother, this scheme allows the model solutions for the ensemble to be "running in place" with the true dynamics, provided by a few observations. Results of this scheme are investigated with the Local Ensemble Transform Kalman Filter (LETKF) implemented in a Quasi-geostrophic model, whose original framework requires a very long spin-up time when initialized from a cold start. Results show that it is possible to spin up the LETKF and have a fast convergence to the optimal level of error. The extra computation is only required during the initial spin-up since this scheme resumes to the original LETKF after the "running in place" is achieved.