DATA ASSIMILATION ON THE SLOW MANIFOLD: Contact Lisa Neef

CAPTION: Attractor for the 5-Component model by Lorenz (1986) and Wirosoetisno and Shepherd (2000), plotted in terms of 3 of the 5 compents. The blue plot is the trajectory of a reference or "truth" run of the model, whereas the green is the analysis (or forecast) provided by the Extended Kalman Filter algorithm. While the analysis follows the reference trajectory for a finite time, it eventually loses the reference, and spins off into a completely different region of phase space. It also develops a high-frequency oscillation (analogous to a gravity wave) which is not present in the "true" trajectory. This is an example of how assimilation algorithms can become unreliable for chaotic, nonlinear dynamics which admit solutions of different frequencies.