Articles | Volume 15, issue 20
https://doi.org/10.5194/gmd-15-7641-2022
https://doi.org/10.5194/gmd-15-7641-2022
Development and technical paper
 | 
20 Oct 2022
Development and technical paper |  | 20 Oct 2022

A fast, single-iteration ensemble Kalman smoother for sequential data assimilation

Colin Grudzien and Marc Bocquet

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Interactive discussion

Status: closed

Comment types: AC – author | RC – referee | CC – community | EC – editor | CEC – chief editor | : Report abuse
  • RC1: 'Comment on gmd-2021-306', Anonymous Referee #1, 26 Oct 2021
  • RC2: 'Comment on gmd-2021-306', Pavel Sakov, 07 Nov 2021
  • AC1: 'Authors' Response to Reviewers', Colin Grudzien, 24 Jan 2022

Peer review completion

AR: Author's response | RR: Referee report | ED: Editor decision
AR by Colin Grudzien on behalf of the Authors (24 Jan 2022)  Author's response    Author's tracked changes    Manuscript
ED: Referee Nomination & Report Request started (18 May 2022) by Adrian Sandu
RR by Pavel Sakov (23 May 2022)
RR by Anonymous Referee #1 (29 May 2022)
ED: Publish subject to minor revisions (review by editor) (28 Jul 2022) by Adrian Sandu
AR by Colin Grudzien on behalf of the Authors (02 Aug 2022)  Author's response    Author's tracked changes    Manuscript
ED: Publish as is (14 Sep 2022) by Adrian Sandu
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Short summary
Iterative optimization techniques, the state of the art in data assimilation, have largely focused on extending forecast accuracy to moderate- to long-range forecast systems. However, current methodology may not be cost-effective in reducing forecast errors in online, short-range forecast systems. We propose a novel optimization of these techniques for online, short-range forecast cycles, simultaneously providing an improvement in forecast accuracy and a reduction in the computational cost.