An ensemble Kalman filter for atmospheric data assimilation: Application to wind tunnel data

2010 ◽  
Vol 44 (13) ◽  
pp. 1699-1705 ◽  
Author(s):  
D.Q. Zheng ◽  
J.K.C. Leung ◽  
B.Y. Lee
2016 ◽  
Vol 144 (12) ◽  
pp. 4489-4532 ◽  
Author(s):  
P. L. Houtekamer ◽  
Fuqing Zhang

Abstract This paper reviews the development of the ensemble Kalman filter (EnKF) for atmospheric data assimilation. Particular attention is devoted to recent advances and current challenges. The distinguishing properties of three well-established variations of the EnKF algorithm are first discussed. Given the limited size of the ensemble and the unavoidable existence of errors whose origin is unknown (i.e., system error), various approaches to localizing the impact of observations and to accounting for these errors have been proposed. However, challenges remain; for example, with regard to localization of multiscale phenomena (both in time and space). For the EnKF in general, but higher-resolution applications in particular, it is desirable to use a short assimilation window. This motivates a focus on approaches for maintaining balance during the EnKF update. Also discussed are limited-area EnKF systems, in particular with regard to the assimilation of radar data and applications to tracking severe storms and tropical cyclones. It seems that relatively less attention has been paid to optimizing EnKF assimilation of satellite radiance observations, the growing volume of which has been instrumental in improving global weather predictions. There is also a tendency at various centers to investigate and implement hybrid systems that take advantage of both the ensemble and the variational data assimilation approaches; this poses additional challenges and it is not clear how it will evolve. It is concluded that, despite more than 10 years of operational experience, there are still many unresolved issues that could benefit from further research. Contents Introduction...4490 Popular flavors of the EnKF algorithm...4491 General description...4491 Stochastic and deterministic filters...4492 The stochastic filter...4492 The deterministic filter...4492 Sequential or local filters...4493 Sequential ensemble Kalman filters...4493 The local ensemble transform Kalman filter...4494 Extended state vector...4494 Issues for the development of algorithms...4495 Use of small ensembles...4495 Monte Carlo methods...4495 Validation of reliability...4497 Use of group filters with no inbreeding...4498 Sampling error due to limited ensemble size: The rank problem...4498 Covariance localization...4499 Localization in the sequential filter...4499 Localization in the LETKF...4499 Issues with localization...4500 Summary...4501 Methods to increase ensemble spread...4501 Covariance inflation...4501 Additive inflation...4501 Multiplicative inflation...4502 Relaxation to prior ensemble information...4502 Issues with inflation...4503 Diffusion and truncation...4503 Error in physical parameterizations...4504 Physical tendency perturbations...4504 Multimodel, multiphysics, and multiparameter approaches...4505 Future directions...4505 Realism of error sources...4506 Balance and length of the assimilation window...4506 The need for balancing methods...4506 Time-filtering methods...4506 Toward shorter assimilation windows...4507 Reduction of sources of imbalance...4507 Regional data assimilation...4508 Boundary conditions and consistency across multiple domains...4509 Initialization of the starting ensemble...4510 Preprocessing steps for radar observations...4510 Use of radar observations for convective-scale analyses...4511 Use of radar observations for tropical cyclone analyses...4511 Other issues with respect to LAM data assimilation...4511 The assimilation of satellite observations...4512 Covariance localization...4512 Data density...4513 Bias-correction procedures...4513 Impact of covariance cycling...4514 Assumptions regarding observational error...4514 Recommendations regarding satellite observations...4515 Computational aspects...4515 Parameters with an impact on quality...4515 Overview of current parallel algorithms...4516 Evolution of computer architecture...4516 Practical issues...4517 Approaching the gray zone...4518 Summary...4518 Hybrids with variational and EnKF components...4519 Hybrid background error covariances...4519 E4DVar with the α control variable...4519 Not using linearized models with 4DEnVar...4520 The hybrid gain algorithm...4521 Open issues and recommendations...4521 Summary and discussion...4521 Stochastic or deterministic filters...4522 The nature of system error...4522 Going beyond the synoptic scales...4522 Satellite observations...4523 Hybrid systems...4523 Future of the EnKF...4523 APPENDIX A...4524 Types of Filter Divergence...4524 Classical filter divergence...4524 Catastrophic filter divergence...4524 APPENDIX B...4524 Systems Available for Download...4524 References...4525


2004 ◽  
Vol 56 (5) ◽  
pp. 415-428 ◽  
Author(s):  
Edward Ott ◽  
Brian R. Hunt ◽  
Istvan Szunyogh ◽  
Aleksey V. Zimin ◽  
Eric J. Kostelich ◽  
...  

2005 ◽  
Vol 133 (3) ◽  
pp. 604-620 ◽  
Author(s):  
P. L. Houtekamer ◽  
Herschel L. Mitchell ◽  
Gérard Pellerin ◽  
Mark Buehner ◽  
Martin Charron ◽  
...  

Abstract An ensemble Kalman filter (EnKF) has been implemented for atmospheric data assimilation. It assimilates observations from a fairly complete observational network with a forecast model that includes a standard operational set of physical parameterizations. To obtain reasonable results with a limited number of ensemble members, severe horizontal and vertical covariance localizations have been used. It is observed that the error growth in the data assimilation cycle is mainly due to model error. An isotropic parameterization, similar to the forecast-error parameterization in variational algorithms, is used to represent model error. After some adjustment, it is possible to obtain innovation statistics that agree with the ensemble-based estimate of the innovation amplitudes for winds and temperature. Currently, no model error is added for the humidity variable, and, consequently, the ensemble spread for humidity is too small. After about 5 days of cycling, fairly stable global filter statistics are obtained with no sign of filter divergence. The quality of the ensemble mean background field, as verified using radiosonde observations, is similar to that obtained using a 3D variational procedure. In part, this is likely due to the form chosen for the parameterized model error. Nevertheless, the degree of similarity is surprising given that the background-error statistics used by the two procedures are rather different, with generally larger background errors being used by the variational scheme. A set of 5-day integrations has been started from the ensemble of initial conditions provided by the EnKF. For the middle and lower troposphere, the growth rates of the perturbations are somewhat smaller than the growth rate of the actual ensemble mean error. For the upper levels, the perturbation patterns decay for about 3 days as a consequence of diffusive model dynamics. These decaying perturbations tend to severely underestimate the actual error that grows rapidly near the model top.


2004 ◽  
Vol 56 (5) ◽  
pp. 415-428 ◽  
Author(s):  
EDWARD OTT ◽  
BRIAN R. HUNT ◽  
ISTVAN SZUNYOGH ◽  
ALEKSEY V. ZIMIN ◽  
ERIC J. KOSTELICH ◽  
...  

Author(s):  
Nicolas Papadakis ◽  
Etienne Mémin ◽  
Anne Cuzol ◽  
Nicolas Gengembre

2016 ◽  
Vol 66 (8) ◽  
pp. 955-971 ◽  
Author(s):  
Stéphanie Ponsar ◽  
Patrick Luyten ◽  
Valérie Dulière

Icarus ◽  
2010 ◽  
Vol 209 (2) ◽  
pp. 470-481 ◽  
Author(s):  
Matthew J. Hoffman ◽  
Steven J. Greybush ◽  
R. John Wilson ◽  
Gyorgyi Gyarmati ◽  
Ross N. Hoffman ◽  
...  

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