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Ensemble Kalman Filtering is efficient because
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matrix operations are performed in the low-dimensional
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space of the ensemble perturbations
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Ensemble Kalman Filter Analysis:
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correction computed in the low dim
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attractor
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Observations ~105-7 d.o.f.
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Errors of the day: they lie
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on
the low-dim attractor
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3D-Var Analysis: doesn’t know
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about the errors of the day
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