Prediction error sampling procedure based on dominant Schur decomposition. Application to state estimation in high dimensional oceanic model

The resulting filter will be compared with the existing ones, showing its relevance from a practical point of view. In order to demonstrate its efficiency, the new filter is tested on various experiments. These experiments include the much studied problem of estimating the solution of the Lorenz system as well as that of assimilating sea surface height observations in a high dimensional oceanic model. It is shown that significant increases in efficiency can be obtained by using this filter and that the proposed filter is very promising for solving realistic assimilation problems in meteorology and oceanography.