Advances and Applications in Statistics Volume 32, Number 2, 2013, Pages 151-162 Published Online: February 2013 Available online at http://pphmj.com/journals/adas.htm Published by Pushpa Publishing House, Allahabad, INDIA House Publishing Pushpa 2013 © 2010 Mathematics Subject Classification: 62M20. Keywords and phrases: ensemble Kalman filter, convergence in probability, control chart, Chebyshev’s inequality. Communicated by K. K. Azad Received November 23, 2012 EXPLORING EnKF CONVERGENCE FOR LINEAR DYNAMICAL SYSTEM Nina Fitriyati 1,4 , Sutawanir Darwis 1 , Agus Yodi Gunawan 2 and Asep Kurnia Permadi 3 1 Statistics Research Division Faculty of Mathematics and Natural Sciences Institut Teknologi Bandung Indonesia e-mail: nina_fitriyati@students.itb.ac.id 2 Industrial and Financial Mathematics Research Division Faculty of Mathematics and Natural Sciences Institut Teknologi Bandung Indonesia 3 Reservoir Engineering Research Division Faculty of Petroleum Engineering Institut Teknologi Bandung Indonesia 4 Mathematics Department Faculty of Sciences and Technology UIN Syarif Hidayatullah Jakarta Indonesia