I am grateful to Philippe Arbogast, Jan Barkmeijer, Alain Joly, Tim Palmer, and Alan Thorpe for discussions related to this work. I would like to thank Craig Bishop for explaining the relationship between ETKF and HRR as well as for suggesting to exploit (29) in order to make the computation more efficient. Furthermore, I am grateful to him, Andrew Lorenc, and an anonymous reviewer for comments that helped to improve the manuscript. Gérald Desroziers brought the free software scilab (http://www-rocq.inria.fr/scilab) to my attention; this package was used for the matrix computations in the low dimensional subspaces. The funding of this research by the Office of Naval Research under Grant N00014-99-1-0755 is acknowledged.
Baker, N. L., , and R. Daley, 2000: Observation and background adjoint sensitivity in the adaptive observation-targeting problem. Quart. J. Roy. Meteor. Soc., 126 , 1431–1454.
Barkmeijer, J., , M. Van Gijzen, , and F. Bouttier, 1998: Singular vectors and estimates of the analysis-error covariance metric. Quart. J. Roy. Meteor. Soc., 124 , 1695–1713.
Bergot, T., , and A. Doerenbecher, 2002: A study on the optimization of the deployment of targeted observations using adjoint-based methods. Quart. J. Roy. Meteor. Soc., 128 , 1689–1712.
Berliner, L. M., , Z-Q. Lu, , and C. Snyder, 1999: Statistical design for adaptive weather observations. J. Atmos. Sci., 56 , 2536–2552.
Bishop, C. H., , B. J. Etherton, , and S. J. Majumdar, 2001: Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects. Mon. Wea. Rev., 129 , 420–436.
Buizza, R., 1994: Localization of optimal perturbations using a projection operator. Quart. J. Roy. Meteor. Soc., 120 , 1647–1681.
Doerenbecher, A., , and T. Bergot, 2001: Sensitivity to observations applied to FASTEX cases. Nonlinear Processes Geophys., 8 , 467–481.
Fisher, M., , and P. Courtier, 1995: Estimating the covariance matrices of analysis and forecast error in variational data assimilation. ECMWF Tech. Memo. 220, 28 pp.
Gelaro, R., , R. H. Langland, , G. D. Rohaly, , and T. E. Rosmond, 1999: An assessment of the singular-vector approach to targeted observing using the FASTEX data set. Quart. J. Roy. Meteor. Soc., 125 , 3299–3327.
Leutbecher, M., , J. Barkmeijer, , T. N. Palmer, , and A. J. Thorpe, 2002: Potential improvement to forecasts of two severe storms using targeted observations. Quart. J. Roy. Meteor. Soc., 128 , 1641–1670.
Majumdar, S. J., , C. H. Bishop, , B. J. Etherton, , I. Szunyogh, , and Z. Toth, 2001: Can an Ensemble Transform Kalman Filter predict the reduction in forecast error variance produced by targeted observations? Quart. J. Roy. Meteor. Soc., 127 , 2803–2820.
Palmer, T. N., , R. Gelaro, , J. Barkmeijer, , and R. Buizza, 1998: Singular vectors, metrics, and adaptive observations. J. Atmos. Sci., 55 , 633–653.
Rabier, F., , and P. Courtier, 1992: Four-dimensional assimilation in the presence of baroclinic instability. Quart. J. Roy. Meteor. Soc., 118 , 649–672.