Fruitful discussions with Jeffrey Anderson, Thomas Bengstton, Gilbert Compo, Doug Nychka, Chris Snyder, and Michael Tippett are gratefully acknowledged, as are the detailed and thoughtful reviews by Craig Bishop and Peter Houtekamer.
Anderson, J. L., and S. L. Anderson, 1999: A Monte Carlo implementation of the nonlinear filtering problem to produce ensemble assimilations and forecasts. Mon. Wea. Rev., 127 , 2741–2758.
Bishop, C. H., B. Etherton, and S. J. Majumdar, 2001: Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects. Mon. Wea. Rev., 129 , 420–436.
Burgers, G., P. J. van Leeuwen, and G. Evensen, 1998: Analysis scheme in the ensemble Kalman filter. Mon. Wea. Rev., 126 , 1719–1724.
Evensen, G., 1994: Sequential data assimilation with a nonlinear quasigeostrophic model using Monte Carlo methods to forecast error statistics. J. Geophys. Res., 99 ((C5),) 10143–10162.
Evensen, G., and P. J. van Leeuwen, 1996: Assimilation of Geosat altimeter data for the Agulhas curren using the ensemble Kalman filter with a quasigeostrophic model. Mon. Wea. Rev., 124 , 85–96.
Gaspari, G., and S. E. Cohn, 1999: Construction of correlation functions in two and three dimensions. Quart. J. Roy. Meteor. Soc., 125 , 723–757.
Gelb, A., J. F. Kasper, R. A. Nash, C. F. Price, and A. A. Sutherland, 1974: Applied Optimal Estimation. The M.I.T. Press, 374 pp.
Hamill, T. M., J. S. Whitaker, and C. Snyder, 2001: Distance-dependent filtering of background error covariance estimates in an ensemble Kalman filter. Mon. Wea. Rev., 129 , 2776–2790.
Ide, K., P. Courtier, M. Ghil, and A. C. Lorenc, 1997: Unified notation for data assimilation: Operational, sequential, and variational. J. Meteor. Soc. Japan, 75 , 181–189.
Lermusiaux, P. F. J., and A. R. Robinson, 1999: Data assimilation via error subspace statistical estimation. Part I: Theory and schemes. Mon. Wea. Rev., 127 , 1385–1407.
Lorenz, E. N., and K. A. Emanuel, 1998: Optimal sites for supplementary weather observations: Simulation with a small model. J. Atmos. Sci., 55 , 399–414.
Pham, D. T., 2001: Stochastic methods for sequential data assimilation in strongly nonlinear systems. Mon. Wea. Rev., 129 , 1194–1207.
van Leeuwen, P. J., 1999: Comment on “Data assimilation using an ensemble Kalman filter technique.”. Mon. Wea. Rev., 127 , 1374–1377.