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math.AP2025
Inaccuracy of Ensemble-Based Covariance Propagation, Beyond Sampling Error
Shay Gilpin
Modern data assimilation schemes typically use the same discrete dynamical model to evolve the state estimate in time also to approximate the evolution, or propagation, of the esti…
math.AP2021
Continuum covariance propagation for understanding variance loss in advective systems
Shay Gilpin, Tomoko Matsuo, Stephen E. Cohn
Motivated by the spurious variance loss encountered during covariance propagation in atmospheric and other large-scale data assimilation systems, we consider the problem for state…