Ensemble Methods and Data Assimilation

Ensemble forecasting, implemented at NCEP in 1992 under the leadership of Eugenia Kalnay, assesses the growth of uncertainty in a forecast model without linearizing the model. I will discuss broader application of ensemble methods as alternatives to derivative-based methods, and describe how this core idea has guided the development of ensemble data assimilation methods with Eugenia Kalnay and other colleagues at the University of Maryland.