Remarks on the extended Kalman filter
Exponential growth eventually exceeds the saturation level of the nonlinear model
Example: Landau equation associated with the nonlinear equilibration of an unstable wave.
Bouttier (1993): introduce a saturation term to limit the error growth so that it does not exceed that of the climatological variability.
Closure problem similar to that raised in turbulence (Reynold’s equations)