Numerical form of the propagator
Action of the linearized model can be represented as:
Parameters defining the tangent linear model depend on a reference trajectory obtained from an integration of the nonlinear model.
Extended Kalman filter: identical to the Kalman filter except that
- the forecast integration is carried out with the nonlinear model
- the evolution of the forecast error covariances is made with the tangent linear model.
- Ref.: Ghil (1989), Gauthier et al., 1993 (Mon. Wea. Rev., p.1803-1820)