Assimilating Altimetry Data into a HYCOM Model of the Pacific: Ensemble Optimal Interpolation versus Ensemble Kalman Filter

2010 ◽  
Vol 27 (4) ◽  
pp. 753-765 ◽  
Author(s):  
Liying Wan ◽  
Laurent Bertino ◽  
Jiang Zhu
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Nonlinear Dynamical Systems ◽  
Computational Cost ◽  
Optimal Interpolation ◽  
Striking Difference ◽  
Primary Concern ◽  
Altimetry Data ◽  
Ensemble Optimal Interpolation ◽  
The Pacific

Abstract The ensemble Kalman filter (EnKF) has proven its efficiency in strongly nonlinear dynamical systems but is demanding in its computing power requirements, which are typically about the same as those of the four-dimensional variational data assimilation (4DVAR) systems presently used in several weather forecasting centers. A simplified version of EnKF, the so-called ensemble optimal interpolation (EnOI), requires only a small fraction of the computing cost of the EnKF, but makes the crude assumption of no dynamical evolution of the errors. How do both these two methods compare in realistic settings of a Pacific Ocean forecasting system where the computational cost is a primary concern? In this paper the two methods are used to assimilate real altimetry data via a Hybrid Coordinate Ocean Model of the Pacific. The results are validated against the independent Argo temperature and salinity profiles and show that the EnKF has the advantage in terms of both temperature and salinity and in all parts of the domain, although not with a very striking difference.

scholarly journals A hybrid data assimilation method and its comparison with an Ensemble Optimal Interpolation scheme in conjunction with the numerical ocean model using altimetry data

2019 ◽  
Author(s):  
Konstantin Belyaev ◽  
Andrey Kuleshov ◽  
Ilya Smirnov ◽  
Clemente A. S. Tanajura
Keyword(s):  
Data Assimilation ◽  
Computational Cost ◽  
Ocean Model ◽  
Optimal Interpolation ◽  
Altimetry Data ◽  
Interpolation Scheme ◽  
Hybrid Data Assimilation ◽  
Ensemble Optimal Interpolation ◽  
Numerical Ocean Model ◽  
Hybrid Data

Abstract. An original hybrid data assimilation scheme recently developed is presented and tested. The scheme is based on the application of the theory of diffusion random processes. It is applied here in conjunction with the Hybrid-Coordinate Ocean Model (HYCOM) to assimilate altimetry data from the Archiving, Validating and Interpolating Satellite Oceanography Data (AVISO) in the Atlantic. Several numerical experiments were conducted and their results were analyzed. It is shown that the method is able to assimilate data and to produce analyses closer to observations. It also conserves the model balance. This method allows calculating the confidence range of the analyses by estimating their errors The presented method is compared with the Ensemble Optimal Interpolation scheme (EnOI) and it is shown that it has several advantages, in particular, it provides a better forecast and requires less computational cost.

scholarly journals Verification of 24-h Quantitative Precipitation Forecasts over the Pacific Northwest from a High-Resolution Ensemble Kalman Filter System

2017 ◽  
Vol 32 (3) ◽  
pp. 1185-1208 ◽  
Author(s):  
Phillipa Cookson-Hills ◽  
Daniel J. Kirshbaum ◽  
Madalina Surcel ◽  
Jonathan G. Doyle ◽  
Luc Fillion ◽  
...  
Keyword(s):  
Kalman Filter ◽  
High Resolution ◽  
Data Assimilation ◽  
Pacific Northwest ◽  
Ensemble Kalman Filter ◽  
Ensemble Prediction ◽  
Forecast Errors ◽  
Ensemble Prediction System ◽  
The Pacific ◽  
Quantitative Precipitation Forecasts

Abstract Environment and Climate Change Canada (ECCC) has recently developed an experimental high-resolution EnKF (HREnKF) regional ensemble prediction system, which it tested over the Pacific Northwest of North America for the first half of February 2011. The HREnKF has 2.5-km horizontal grid spacing and assimilates surface and upper-air observations every hour. To determine the benefits of the HREnKF over less expensive alternatives, its 24-h quantitative precipitation forecasts are compared with those from a lower-resolution (15 km) regional ensemble Kalman filter (REnKF) system and to ensembles directly downscaled from the REnKF using the same grid as the HREnKF but with no additional data assimilation (DS). The forecasts are verified against rain gauge observations and gridded precipitation analyses, the latter of which are characterized by uncertainties of comparable magnitude to the model forecast errors. Nonetheless, both deterministic and probabilistic verification indicates robust improvements in forecast skill owing to the finer grids of the HREnKF and DS. The HREnKF exhibits a further improvement in performance over the DS in the first few forecast hours, suggesting a modest positive impact of data assimilation. However, this improvement is not statistically significant and may be attributable to other factors.

scholarly journals A Unification of Ensemble Square Root Kalman Filters

2012 ◽  
Vol 140 (7) ◽  
pp. 2335-2345 ◽  
Author(s):  
Lars Nerger ◽  
Tijana Janjić ◽  
Jens Schröter ◽  
Wolfgang Hiller
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Kalman Filters ◽  
Numerical Experiments ◽  
Computational Cost ◽  
Square Root ◽  
Symmetric Square ◽  
Ensemble Transform Kalman Filter ◽  
Filter Algorithms ◽  
Ensemble Transform

Abstract In recent years, several ensemble-based Kalman filter algorithms have been developed that have been classified as ensemble square root Kalman filters. Parallel to this development, the singular “evolutive” interpolated Kalman (SEIK) filter has been introduced and applied in several studies. Some publications note that the SEIK filter is an ensemble Kalman filter or even an ensemble square root Kalman filter. This study examines the relation of the SEIK filter to ensemble square root filters in detail. It shows that the SEIK filter is indeed an ensemble square root Kalman filter. Furthermore, a variant of the SEIK filter, the error subspace transform Kalman filter (ESTKF), is presented that results in identical ensemble transformations to those of the ensemble transform Kalman filter (ETKF), while having a slightly lower computational cost. Numerical experiments are conducted to compare the performance of three filters (SEIK, ETKF, and ESTKF) using deterministic and random ensemble transformations. The results show better performance for the ETKF and ESTKF methods over the SEIK filter as long as this filter is not applied with a symmetric square root. The findings unify the separate developments that have been performed for the SEIK filter and the other ensemble square root Kalman filters.

scholarly journals Towards predictive data-driven simulations of wildfire spread – Part I: Reduced-cost Ensemble Kalman Filter based on a Polynomial Chaos surrogate model for parameter estimation

2014 ◽  
Vol 14 (11) ◽  
pp. 2951-2973 ◽  
Author(s):  
M. C. Rochoux ◽  
S. Ricci ◽  
D. Lucor ◽  
B. Cuenot ◽  
A. Trouvé
Keyword(s):  
Parameter Estimation ◽  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Surrogate Model ◽  
Polynomial Chaos ◽  
Computational Cost ◽  
Fire Spread ◽  
Data Driven ◽  
Fire Front ◽  
Wildfire Spread

Abstract. This paper is the first part in a series of two articles and presents a data-driven wildfire simulator for forecasting wildfire spread scenarios, at a reduced computational cost that is consistent with operational systems. The prototype simulator features the following components: an Eulerian front propagation solver FIREFLY that adopts a regional-scale modeling viewpoint, treats wildfires as surface propagating fronts, and uses a description of the local rate of fire spread (ROS) as a function of environmental conditions based on Rothermel's model; a series of airborne-like observations of the fire front positions; and a data assimilation (DA) algorithm based on an ensemble Kalman filter (EnKF) for parameter estimation. This stochastic algorithm partly accounts for the nonlinearities between the input parameters of the semi-empirical ROS model and the fire front position, and is sequentially applied to provide a spatially uniform correction to wind and biomass fuel parameters as observations become available. A wildfire spread simulator combined with an ensemble-based DA algorithm is therefore a promising approach to reduce uncertainties in the forecast position of the fire front and to introduce a paradigm-shift in the wildfire emergency response. In order to reduce the computational cost of the EnKF algorithm, a surrogate model based on a polynomial chaos (PC) expansion is used in place of the forward model FIREFLY in the resulting hybrid PC-EnKF algorithm. The performance of EnKF and PC-EnKF is assessed on synthetically generated simple configurations of fire spread to provide valuable information and insight on the benefits of the PC-EnKF approach, as well as on a controlled grassland fire experiment. The results indicate that the proposed PC-EnKF algorithm features similar performance to the standard EnKF algorithm, but at a much reduced computational cost. In particular, the re-analysis and forecast skills of DA strongly relate to the spatial and temporal variability of the errors in the ROS model parameters.

scholarly journals A “dressed” Ensemble Kalman Filter using the Hybrid Coordinate Ocean Model in the Pacific

2009 ◽  
Vol 26 (5) ◽  
pp. 1042-1052 ◽  
Author(s):  
Liying Wan ◽  
Jiang Zhu ◽  
Hui Wang ◽  
Changxiang Yan ◽  
Laurent Bertino
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Ocean Model ◽  
Hybrid Coordinate Ocean Model ◽  
The Pacific

scholarly journals Towards predictive data-driven simulations of wildfire spread – Part I: Reduced-cost Ensemble Kalman Filter based on a Polynomial Chaos surrogate model for parameter estimation

2014 ◽  
Vol 2 (5) ◽  
pp. 3289-3349 ◽  
Author(s):  
M. C. Rochoux ◽  
S. Ricci ◽  
D. Lucor ◽  
B. Cuenot ◽  
A. Trouvé
Keyword(s):  
Parameter Estimation ◽  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
Polynomial Chaos ◽  
Computational Cost ◽  
Fire Spread ◽  
Data Driven ◽  
Fire Front ◽  
Wildfire Spread

Abstract. This paper is the first part in a series of two articles and presents a data-driven wildfire simulator for forecasting wildfire spread scenarios, at a reduced computational cost that is consistent with operational systems. The prototype simulator features the following components: a level-set-based fire propagation solver FIREFLY that adopts a regional-scale modeling viewpoint, treats wildfires as surface propagating fronts, and uses a description of the local rate of fire spread (ROS) as a function of environmental conditions based on Rothermel's model; a series of airborne-like observations of the fire front positions; and a data assimilation algorithm based on an ensemble Kalman filter (EnKF) for parameter estimation. This stochastic algorithm partly accounts for the non-linearities between the input parameters of the semi-empirical ROS model and the fire front position, and is sequentially applied to provide a spatially-uniform correction to wind and biomass fuel parameters as observations become available. A wildfire spread simulator combined with an ensemble-based data assimilation algorithm is therefore a promising approach to reduce uncertainties in the forecast position of the fire front and to introduce a paradigm-shift in the wildfire emergency response. In order to reduce the computational cost of the EnKF algorithm, a surrogate model based on a polynomial chaos (PC) expansion is used in place of the forward model FIREFLY in the resulting hybrid PC-EnKF algorithm. The performance of EnKF and PC-EnKF is assessed on synthetically-generated simple configurations of fire spread to provide valuable information and insight on the benefits of the PC-EnKF approach as well as on a controlled grassland fire experiment. The results indicate that the proposed PC-EnKF algorithm features similar performance to the standard EnKF algorithm, but at a much reduced computational cost. In particular, the re-analysis and forecast skills of data assimilation strongly relate to the spatial and temporal variability of the errors in the ROS model parameters.

scholarly journals Combining Hybrid and One-Step-Ahead Smoothing for Efficient Short-Range Storm Surge Forecasting with an Ensemble Kalman Filter

2019 ◽  
Vol 147 (9) ◽  
pp. 3283-3300
Author(s):  
Naila F. Raboudi ◽  
Boujemaa Ait-El-Fquih ◽  
Clint Dawson ◽  
Ibrahim Hoteit
Keyword(s):  
Kalman Filter ◽  
Storm Surge ◽  
Ensemble Kalman Filter ◽  
Computational Cost ◽  
Forecast Model ◽  
Bayesian Filtering ◽  
Background Error ◽  
One Step ◽  
Ensemble Transform Kalman Filter ◽  
Storm Surge Forecasting

Abstract This work combines two auxiliary techniques, namely the one-step-ahead (OSA) smoothing and the hybrid formulation, to boost the forecasting skills of a storm surge ensemble Kalman filter (EnKF) forecasting system. Bayesian filtering with OSA-smoothing enhances the robustness of the ensemble background statistics by exploiting the data twice: first to constrain the sampling of the forecast ensemble with the future observation, and then to update the resulting ensemble. This is expected to improve the behavior of EnKF-like schemes during the strongly nonlinear surges periods, but requires integrating the ensemble with the forecast model twice, which could be computationally demanding. The hybrid flow-dependent/static formulation of the EnKF background error covariance is then considered to enable the implementation of the filter with a small flow-dependent ensemble size, and thus less model runs. These two methods are combined within an ensemble transform Kalman filter (ETKF). The resulting hybrid ETKF with OSA smoothing is tested, based on twin experiments, using a realistic setting of the Advanced Circulation (ADCIRC) model configured for storm surge forecasting in the Gulf of Mexico and assimilating pseudo-observations of sea surface levels from a network of buoys. The results of our numerical experiments suggest that the proposed filtering system significantly enhances ADCIRC forecasting skills compared to the standard ETKF without increasing the computational cost.

scholarly journals Assessment of multilevel ensemble-based data assimilation for reservoir history matching

2019 ◽  
Vol 24 (1) ◽  
pp. 217-239
Author(s):  
Kristian Fossum ◽  
Trond Mannseth ◽  
Andreas S. Stordal
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
History Matching ◽  
Computational Cost ◽  
Ensemble Size ◽  
Matching Problems ◽  
Reservoir Models ◽  
Reservoir History Matching ◽  
Computational Resources

AbstractMultilevel ensemble-based data assimilation (DA) as an alternative to standard (single-level) ensemble-based DA for reservoir history matching problems is considered. Restricted computational resources currently limit the ensemble size to about 100 for field-scale cases, resulting in large sampling errors if no measures are taken to prevent it. With multilevel methods, the computational resources are spread over models with different accuracy and computational cost, enabling a substantially increased total ensemble size. Hence, reduced numerical accuracy is partially traded for increased statistical accuracy. A novel multilevel DA method, the multilevel hybrid ensemble Kalman filter (MLHEnKF) is proposed. Both the expected and the true efficiency of a previously published multilevel method, the multilevel ensemble Kalman filter (MLEnKF), and the MLHEnKF are assessed for a toy model and two reservoir models. A multilevel sequence of approximations is introduced for all models. This is achieved via spatial grid coarsening and simple upscaling for the reservoir models, and via a designed synthetic sequence for the toy model. For all models, the finest discretization level is assumed to correspond to the exact model. The results obtained show that, despite its good theoretical properties, MLEnKF does not perform well for the reservoir history matching problems considered. We also show that this is probably caused by the assumptions underlying its theoretical properties not being fulfilled for the multilevel reservoir models considered. The performance of MLHEnKF, which is designed to handle restricted computational resources well, is quite good. Furthermore, the toy model is utilized to set up a case where the assumptions underlying the theoretical properties of MLEnKF are fulfilled. On that case, MLEnKF performs very well and clearly better than MLHEnKF.

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