Kalman Bucy filter based data assimilation with Navy layered ocean model

Computationally efficient implementations of the Kalman Bucy filter (KBf) for data assimilation are presented. We apply our algorithms to assimilate satellite altimetry data into the Navy layered ocean model (NLOM). Compared to direct KBf, our implementations provide computational savings of up to two orders of magnitude of the linear dimension of the ocean field. Results from a 1/4 ° equatorial channel simulation of the Pacific Ocean are included.