av. squared error of posterior mean

= 5.5

= 25

= 127

Choice of proposal distribution for importance sampling

Non-Gaussian results from Lorenz (1996) model• EnKF for Lorenz (1996) nonlinear system, H =

I, R = I. • Compute PF weights (diagnostic) prior to each

EnKF update• Vary dt of observations to vary non-

Gaussianity of prior

Analysis quality and “degree of collapse”• Max weight when PF analysis is no better than

obs?• Consider (again) simple, Gaussian example (P =

R = I)