scholarly journals Sparsity-Based Kalman Filters for Data Assimilation

2021 ◽  
pp. 97-114
Author(s):  
Wei Kang ◽  
Liang Xu
2017 ◽  
Vol 326 ◽  
pp. 679-693 ◽  
Author(s):  
David González ◽  
Alberto Badías ◽  
Icíar Alfaro ◽  
Francisco Chinesta ◽  
Elías Cueto

2021 ◽  
Author(s):  
Federica Pardini ◽  
Stefano Corradini ◽  
Antonio Costa ◽  
Lorenzo Guerrieri ◽  
Tomaso Esposti Ongaro ◽  
...  

<p>Explosive volcanic eruptions release high amounts of ash into the atmosphere. Accurate tracking and forecasting of ash dispersal into the atmosphere and quantification of its uncertainty is of fundamental importance for volcanic hazard mitigation. Numerical models represent a powerful tool to monitor ash clouds in real-time, but limits and uncertainties affect numerical results. A way to improve numerical forecasts is by assimilating satellite observations of ash clouds through Data Assimilation algorithms, such as Ensemble-based Kalman Filters. In this study, we present the implementation of the so-called Local Ensemble Transform Kalman Filters inside a numerical procedure which simulates the release and transport of volcanic ash during explosive eruptions. The numerical procedure consists of the eruptive column model PLUME-MoM coupled with the tephra transport and dispersal model HYSPLIT. When satellite observations are available, ash maps supplied by PLUME-MoM/HYSPLIT are sequentially corrected/modified using ash column loading as retrieved from space. The new volcanic ash state represents the optimal solution with minimized uncertainties with respect to numerical estimates and observations. To test the Data Assimilation procedure, we used satellite observations of the volcanic cloud released during the explosive eruption that occurred at Mt. Etna (Italy) on 24 December 2018. Satellite observations have been carried out by the Spinning Enhanced Visible and InfraRed Imager (SEVIRI) instrument, on board the Meteosat Second Generation (MSG) geostationary satellite. Results show that the assimilation procedure significantly improves the current ash state and the forecast. In addition, numerical tests show that the use of sequential Kalman Filters does not require a precise initialization of the numerical model, being able to improve the forecasts as the assimilation cycles are performed.</p>


SPE Journal ◽  
2009 ◽  
Vol 14 (03) ◽  
pp. 496-505 ◽  
Author(s):  
Gaoming Li ◽  
Albert C. Reynolds

2009 ◽  
Vol 66 (2) ◽  
pp. 261-285 ◽  
Author(s):  
Jaison Thomas Ambadan ◽  
Youmin Tang

Abstract Performance of an advanced, derivativeless, sigma-point Kalman filter (SPKF) data assimilation scheme in a strongly nonlinear dynamical model is investigated. The SPKF data assimilation scheme is compared against standard Kalman filters such as the extended Kalman filter (EKF) and ensemble Kalman filter (EnKF) schemes. Three particular cases—namely, the state, parameter, and joint estimation of states and parameters from a set of discontinuous noisy observations—are studied. The problems associated with the use of tangent linear model (TLM) or Jacobian when using standard Kalman filters are eliminated when using SPKF data assimilation algorithms. Further, the constraints and issues of SPKF data assimilation in real ocean or atmospheric models are emphasized. A reduced sigma-point subspace model is proposed and investigated for higher-dimensional systems. A low-dimensional Lorenz 1963 model and a higher-dimensional Lorenz 1995 model are used as the test beds for data assimilation experiments. The results of SPKF data assimilation schemes are compared with those of standard EKF and EnKF, in which a highly nonlinear chaotic case is studied. It is shown that the SPKF is capable of estimating the model state and parameters with better accuracy than EKF and EnKF. Numerical experiments showed that in all cases the SPKF can give consistent results with better assimilation skills than EnKF and EKF and can overcome the drawbacks associated with the use of EKF and EnKF.


2006 ◽  
Vol 7 (3) ◽  
pp. 494-510 ◽  
Author(s):  
Dennis McLaughlin ◽  
Yuhua Zhou ◽  
Dara Entekhabi ◽  
Virat Chatdarong

Abstract Land surface data assimilation problems are often limited by the high dimensionality of states created by spatial discretization over large high-resolution computational grids. Yet field observations and simulation both confirm that soil moisture can have pronounced spatial structure, especially after extensive rainfall. This suggests that the high dimensionality of the problem could be reduced during wet periods if spatial patterns could be more efficiently represented. After prolonged drydown, when spatial structure is determined primarily by small-scale soil and vegetation variability rather than rainfall, the original high-dimensional problem can be effectively replaced by many independent low-dimensional problems that can be solved in parallel with relatively little effort. In reality, conditions are continually varying between these two extremes. This is confirmed by a singular value decomposition of the replicate matrix (covariance square root) produced in an ensemble forecasting simulation experiment. The singular value spectrum drops off quickly after rainfall events, when a few leading modes dominate the spatial structure of soil moisture. The spectrum is much flatter after a prolonged drydown period, when spatial structure is less significant. Deterministic reduced-rank Kalman filters can achieve significant computational efficiency by focusing on the leading modes of a system with large-scale spatial structure. But these methods are not well suited for land surface problems with complex uncertain inputs and rapidly changing spectra. Local ensemble Kalman filters are suitable for such problems during dry periods but give less accurate results after rainfall. The most promising option for achieving computational efficiency and accuracy is to develop generalized localization methods that dynamically aggregate states, reflecting structural changes in the ensemble.


2019 ◽  
Author(s):  
Yongjun Zheng ◽  
Clément Albergel ◽  
Simon Munier ◽  
Bertrand Bonan ◽  
Jean-Christophe Calvet

Abstract. The high computational resources and the time-consuming IO (Input/Output) are major issues in offline ensemble- based high-dimentional data assimilation systems. Bearing these in mind, this study proposes a sophisticated dynamically running job scheme as well as an innovative parallel IO algorithm to reduce the time-to-solution of an offline framework for high-dimensional ensemble Kalman filters. The dynamically running job scheme runs as many tasks as possible within a single job to reduce the queuing time and minimize the overhead of starting/ending a job. The parallel IO algorithm reads or writes non-overlapping segments of multiple files with an identical structure to reduce the IO times by minimizing the IO competitions and maximizing the overlapping of the MPI (Message Passing Interface) communications with the IO operations. Results based on sensitive experiments shown that the proposed parallel IO algorithm can significantly reduce the IO times and has a very good scalability, too. Based on these two advanced techniques, the offline and online modes of ensemble Kalman filters are built based on PDAF (Parallel Data Assimilation Framework) to comprehensively assess their efficiencies. It can be seen from the comparisons between the offline and online modes that the IO time only accounts for a small fraction of the total time with the proposed parallel IO algorithm. The queuing time might be less than the running time in a low-loaded supercomputer such as in an operational context but the offline mode can be nearly as fast as, if not faster than, the online mode in terms of time-to-solution. However, the queuing time is dominant and several times larger than the running time in a high-loaded supercomputer. Thus, the offline mode is substantially faster than the online mode in terms of time-to-solution, especially for large-scale assimilation problems. From this point of view, it suggests that an offline ensemble Kalman filter with an efficient implementation and a high performance parallel file system should be preferred over its online counterpart for the intermittent data assimilation in many situations.


Sign in / Sign up

Export Citation Format

Share Document