scholarly journals E3DVar: Coupling an Ensemble Kalman Filter with Three-Dimensional Variational Data Assimilation in a Limited-Area Weather Prediction Model and Comparison to E4DVar

2013 ◽  
Vol 141 (3) ◽  
pp. 900-917 ◽  
Author(s):  
Fuqing Zhang ◽  
Meng Zhang ◽  
Jonathan Poterjoy
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
Weather Prediction ◽  
Three Dimensional ◽  
Variational Data Assimilation ◽  
Lead Times ◽  
Limited Area ◽  
Model Errors ◽  
Mean Square Errors

Abstract This study examines the performance of a hybrid ensemble-variational data assimilation system (E3DVar) that couples an ensemble Kalman filter (EnKF) with the three-dimensional variational data assimilation (3DVar) system for the Weather Research and Forecasting (WRF) Model. The performance of E3DVar and the component EnKF and 3DVar systems are compared over the eastern United States for June 2003. Conventional sounding and surface observations as well as data from wind profilers, aircraft and ships, and cloud-tracked winds from satellites, are assimilated every 6 h during the experiments, and forecasts are verified using standard sounding observations. Forecasts with 12- to 72-h lead times are found to have noticeably smaller root-mean-square errors when initialized with the E3DVar system, as opposed to the EnKF, especially for the 12-h wind and moisture fields. The E3DVar system demonstrates similar performance as an EnKF, while using less than half the number of ensemble members, and is less sensitive to the use of a multiphysics ensemble to account for model errors. The E3DVar system is also compared with a similar hybrid method that replaces the 3DVar component with the WRF four-dimensional variational data assimilation (4DVar) method (denoted E4DVar). The E4DVar method demonstrated considerable improvements over E3DVar for nearly all model levels and variables at the shorter forecast lead times (12–48 h), but the forecast accuracies of all three ensemble-based methods (EnKF, E3DVar, and E4DVar) converge to similar results at longer lead times (60–72 h). Nevertheless, all methods that used ensemble information produced considerably better forecasts than the two methods that relied solely on static background error covariance (i.e., 3DVar and 4DVar).

Intercomparison of an Ensemble Kalman Filter with Three- and Four-Dimensional Variational Data Assimilation Methods in a Limited-Area Model over the Month of June 2003

2011 ◽  
Vol 139 (2) ◽  
pp. 566-572 ◽  
Author(s):  
Meng Zhang ◽  
Fuqing Zhang ◽  
Xiang-Yu Huang ◽  
Xin Zhang
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
Forecast Error ◽  
Wrf Model ◽  
Warm Season ◽  
Variational Data Assimilation ◽  
Lead Times ◽  
Limited Area ◽  
Forecast Errors

Abstract This study compares the performance of an ensemble Kalman filter (EnKF) with both the three-dimensional and four-dimensional variational data assimilation (3DVar and 4DVar) methods of the Weather Research and Forecasting (WRF) model over the contiguous United States in a warm-season month (June) of 2003. The data assimilated every 6 h include conventional sounding and surface observations as well as data from wind profilers, ships and aircraft, and the cloud-tracked winds from satellites. The performances of these methods are evaluated through verifying the 12- to 72-h forecasts initialized twice daily from the analysis of each method against the standard sounding observations. It is found that 4DVar has consistently smaller error than that of 3DVar for winds and temperature at all forecast lead times except at 60 and 72 h when their forecast errors become comparable in amplitude, while the two schemes have similar performance in moisture at all lead times. The forecast error of the EnKF is comparable to that of the 4DVar at 12–36-h lead times, both of which are substantially smaller than that of the 3DVar, despite the fact that 3DVar fits the sounding observations much more closely at the analysis time. The advantage of the EnKF becomes even more evident at 48–72-h lead times; the 72-h forecast error of the EnKF is comparable in magnitude to the 48-h error of 3DVar/4DVar.

E4DVar: Coupling an Ensemble Kalman Filter with Four-Dimensional Variational Data Assimilation in a Limited-Area Weather Prediction Model

2012 ◽  
Vol 140 (2) ◽  
pp. 587-600 ◽  
Author(s):  
Meng Zhang ◽  
Fuqing Zhang
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Prediction Model ◽  
Ensemble Kalman Filter ◽  
Weather Prediction ◽  
Coupled System ◽  
Limited Area ◽  
Ensemble Forecasts ◽  
Background Error ◽  
Hybrid Data Assimilation

A hybrid data assimilation approach that couples the ensemble Kalman filter (EnKF) and four-dimensional variational (4DVar) methods is implemented for the first time in a limited-area weather prediction model. In this coupled system, denoted E4DVar, the EnKF and 4DVar systems run in parallel while feeding into each other. The multivariate, flow-dependent background error covariance estimated from the EnKF ensemble is used in the 4DVar minimization and the ensemble mean in the EnKF analysis is replaced by the 4DVar analysis, while updating the analysis perturbations for the next cycle of ensemble forecasts with the EnKF. Therefore, the E4DVar can obtain flow-dependent information from both the explicit covariance matrix derived from ensemble forecasts, as well as implicitly from the 4DVar trajectory. The performance of an E4DVar system is compared with the uncoupled 4DVar and EnKF for a limited-area model by assimilating various conventional observations over the contiguous United States for June 2003. After verifying the forecasts from each analysis against standard sounding observations, it is found that the E4DVar substantially outperforms both the EnKF and 4DVar during this active summer month, which featured several episodes of severe convective weather. On average, the forecasts produced from E4DVar analyses have considerably smaller errors than both of the stand-alone EnKF and 4DVar systems for forecast lead times up to 60 h.

scholarly journals An Examination of the Incremental Balance in a Global Ensemble-Based 3D-Var Data Assimilation System

2010 ◽  
Vol 138 (10) ◽  
pp. 3946-3966 ◽  
Author(s):  
Jean-François Caron ◽  
Luc Fillion
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
Three Dimensional ◽  
Vertical Motion ◽  
Variational Data Assimilation ◽  
Spatial Covariance ◽  
Background Error ◽  
Localization Technique ◽  
Vertical Localization

Abstract This study examines the modification to the balance properties of the analysis increments in a global three-dimensional variational data assimilation scheme when using flow-dependent background-error covariances derived from an operational ensemble Kalman filter instead of static homogenous and isotropic background-error covariances based on lagged forecast differences. It is shown that the degree of balance in the analysis increments is degraded when the former method is used. This change can be attributed in part to the reduced degree of rotational balance found in short-term ensemble Kalman filter perturbations as compared to lagged forecast differences based on longer-range forecasts. However, the use of a horizontal and vertical localization technique to increase the rank of the ensemble-based covariances are found to have a significant deleterious effect on the rotational balance with the largest detrimental impact coming from the vertical localization and affecting particularly the upper levels. The examination of the vertical motion part of the analysis increments revealed that the spatial covariance localization technique also produces unrealistic vertical structure of vertical motion increments with abnormally large increments near the surface. A comparison between the analysis increments from the ensemble Kalman filter and from the ensemble-based three-dimensional variational data assimilation (3D-Var) scheme showed that the balance characteristics of the analysis increments resulting from the two systems are very similar.

scholarly journals Convective-Scale Data Assimilation for the Weather Research and Forecasting Model Using the Local Particle Filter

2017 ◽  
Vol 145 (5) ◽  
pp. 1897-1918 ◽  
Author(s):  
Jonathan Poterjoy ◽  
Ryan A. Sobash ◽  
Jeffrey L. Anderson
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
Weather Prediction ◽  
Squall Line ◽  
Monte Carlo Data ◽  
Mixing Ratios ◽  
Convective Scale ◽  
Non Gaussian ◽  
Mean Square Errors

Abstract Particle filters (PFs) are Monte Carlo data assimilation techniques that operate with no parametric assumptions for prior and posterior errors. A data assimilation method introduced recently, called the local PF, approximates the PF solution within neighborhoods of observations, thus allowing for its use in high-dimensional systems. The current study explores the potential of the local PF for atmospheric data assimilation through cloud-permitting numerical experiments performed for an idealized squall line. Using only 100 ensemble members, experiments using the local PF to assimilate simulated radar measurements demonstrate that the method provides accurate analyses at a cost comparable to ensemble filters currently used in weather models. Comparisons between the local PF and an ensemble Kalman filter demonstrate benefits of the local PF for producing probabilistic analyses of non-Gaussian variables, such as hydrometeor mixing ratios. The local PF also provides more accurate forecasts than the ensemble Kalman filter, despite yielding higher posterior root-mean-square errors. A major advantage of the local PF comes from its ability to produce more physically consistent posterior members than the ensemble Kalman filter, which leads to fewer spurious model adjustments during forecasts. This manuscript presents the first successful application of the local PF in a weather prediction model and discusses implications for real applications where nonlinear measurement operators and nonlinear model processes limit the effectiveness of current Gaussian data assimilation techniques.

scholarly journals An Adjoint-Based Adaptive Ensemble Kalman Filter

2013 ◽  
Vol 141 (10) ◽  
pp. 3343-3359 ◽  
Author(s):  
Hajoon Song ◽  
Ibrahim Hoteit ◽  
Bruce D. Cornuelle ◽  
Xiaodong Luo ◽  
Aneesh C. Subramanian
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Covariance Matrix ◽  
Ensemble Kalman Filter ◽  
Three Dimensional ◽  
Variational Data Assimilation ◽  
Optimal Interpolation ◽  
Adjoint Model ◽  
Estimation Errors ◽  
New Members

Abstract A new hybrid ensemble Kalman filter/four-dimensional variational data assimilation (EnKF/4D-VAR) approach is introduced to mitigate background covariance limitations in the EnKF. The work is based on the adaptive EnKF (AEnKF) method, which bears a strong resemblance to the hybrid EnKF/three-dimensional variational data assimilation (3D-VAR) method. In the AEnKF, the representativeness of the EnKF ensemble is regularly enhanced with new members generated after back projection of the EnKF analysis residuals to state space using a 3D-VAR [or optimal interpolation (OI)] scheme with a preselected background covariance matrix. The idea here is to reformulate the transformation of the residuals as a 4D-VAR problem, constraining the new member with model dynamics and the previous observations. This should provide more information for the estimation of the new member and reduce dependence of the AEnKF on the assumed stationary background covariance matrix. This is done by integrating the analysis residuals backward in time with the adjoint model. Numerical experiments are performed with the Lorenz-96 model under different scenarios to test the new approach and to evaluate its performance with respect to the EnKF and the hybrid EnKF/3D-VAR. The new method leads to the least root-mean-square estimation errors as long as the linear assumption guaranteeing the stability of the adjoint model holds. It is also found to be less sensitive to choices of the assimilation system inputs and parameters.

scholarly journals Evaluating Forecast Impact of Assimilating Microwave Humidity Sounder (MHS) Radiances with a Regional Ensemble Kalman Filter Data Assimilation System

2015 ◽  
Vol 30 (4) ◽  
pp. 964-983 ◽  
Author(s):  
Kathryn M. Newman ◽  
Craig S. Schwartz ◽  
Zhiquan Liu ◽  
Hui Shao ◽  
Xiang-Yu Huang
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
Specific Humidity ◽  
Lead Times ◽  
Limited Area ◽  
Microwave Humidity Sounder ◽  
The Impact ◽  
Data Assimilation System ◽  
Assimilation System

Abstract This study examines the impact of assimilating Microwave Humidity Sounder (MHS) radiances in a limited-area ensemble Kalman filter (EnKF) data assimilation system. Two experiments spanning 11 August–13 September 2008 were run over a domain featuring the Atlantic basin using a 6-h full cycling analysis and forecast system. Deterministic 72-h forecasts were initialized at 0000 and 1200 UTC for a comparison of forecast impact. The two experiments were configured identically with the exception of the inclusion of the MHS radiances (AMHS) in the second to isolate the impacts of the MHS radiance data. The results were verified against several sources, and statistical significance tests indicate the most notable differences are in the midlevel moisture fields. Both configurations were characterized by high moisture biases when compared to the European Centre for Medium-Range Weather Forecasts interim reanalysis (ERA-Interim, also known as ERA-I) specific humidity fields, as well as precipitable water vapor from an observationally based product. However, the AMHS experiment has midlevel moisture fields closer to the ERA-I and observation datasets. When reducing the verification domain to focus on the subtropical and easterly wave regions of the North Atlantic Ocean, larger improvements in midlevel moisture at nearly all lead times is seen in the AMHS simulation. Finally, when considering tropical cyclone forecasts, the AMHS configuration shows improvement in intensity forecasts at several lead times as well as improvements at early to intermediate lead times for minimum sea level pressure forecasts.

scholarly journals Convection-Permitting Forecasts Initialized with Continuously Cycling Limited-Area 3DVAR, Ensemble Kalman Filter, and “Hybrid” Variational–Ensemble Data Assimilation Systems

2014 ◽  
Vol 142 (2) ◽  
pp. 716-738 ◽  
Author(s):  
Craig S. Schwartz ◽  
Zhiquan Liu
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Three Dimensional ◽  
Skill Score ◽  
Limited Area ◽  
Computational Domain ◽  
Ensemble Data Assimilation ◽  
Ensemble Data ◽  
Precipitation Characteristics ◽  
High Precipitation

Abstract Analyses with 20-km horizontal grid spacing were produced from parallel continuously cycling three-dimensional variational (3DVAR), ensemble square root Kalman filter (EnSRF), and “hybrid” variational–ensemble data assimilation (DA) systems between 0000 UTC 6 May and 0000 UTC 21 June 2011 over a domain spanning the contiguous United States. Beginning 9 May, the 0000 UTC analyses initialized 36-h Weather Research and Forecasting Model (WRF) forecasts containing a large convection-permitting 4-km nest. These 4-km 3DVAR-, EnSRF-, and hybrid-initialized forecasts were compared to benchmark WRF forecasts initialized by interpolating 0000 UTC Global Forecast System (GFS) analyses onto the computational domain. While important differences regarding mean state characteristics of the 20-km DA systems were noted, verification efforts focused on the 4-km precipitation forecasts. The 3DVAR-, hybrid-, and EnSRF-initialized 4-km precipitation forecasts performed similarly regarding general precipitation characteristics, such as timing of the diurnal cycle, and all three forecast sets had high precipitation biases at heavier rainfall rates. However, meaningful differences emerged regarding precipitation placement as quantified by the fractions skill score. For most forecast hours, the hybrid-initialized 4-km precipitation forecasts were better than the EnSRF-, 3DVAR-, and GFS-initialized forecasts, and the improvement was often statistically significant at the 95th percentile. These results demonstrate the potential of limited-area continuously cycling hybrid DA configurations and suggest additional hybrid development is warranted.

scholarly journals Scale-Dependent Representation of the Information Content of Observations in the Global Ensemble Kalman Filter Data Assimilation

2016 ◽  
Vol 144 (8) ◽  
pp. 2927-2945
Author(s):  
Nedjeljka Žagar ◽  
Jeffrey Anderson ◽  
Nancy Collins ◽  
Timothy Hoar ◽  
Kevin Raeder ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Information Content ◽  
Ensemble Kalman Filter ◽  
Large Scale ◽  
Variance Reduction ◽  
Weather Prediction ◽  
Current Data ◽  
Model Framework ◽  
The Tropics

Abstract Global data assimilation systems for numerical weather prediction (NWP) are characterized by significant uncertainties in tropical analysis fields. Furthermore, the largest spread of global ensemble forecasts in the short range on all scales is in the tropics. The presented results suggest that these properties hold even in the perfect-model framework and the ensemble Kalman filter data assimilation with a globally homogeneous network of wind and temperature profiles. The reasons for this are discussed by using the modal analysis, which provides information about the scale dependency of analysis and forecast uncertainties and information about the efficiency of data assimilation to reduce the prior uncertainties in the balanced and inertio-gravity dynamics. The scale-dependent representation of variance reduction of the prior ensemble by the data assimilation shows that the peak efficiency of data assimilation is on the synoptic scales in the midlatitudes that are associated with quasigeostrophic dynamics. In contrast, the variance associated with the inertia–gravity modes is less successfully reduced on all scales. A smaller information content of observations on planetary scales with respect to the synoptic scales is discussed in relation to the large-scale tropical uncertainties that current data assimilation methodologies do not address successfully. In addition, it is shown that a smaller reduction of the large-scale uncertainties in the prior state for NWP in the tropics than in the midlatitudes is influenced by the applied radius for the covariance localization.

scholarly journals An Ensemble Kalman Filter for severe dust storm data assimilation over China

2008 ◽  
Vol 8 (11) ◽  
pp. 2975-2983 ◽  
Author(s):  
C. Lin ◽  
Z. Wang ◽  
J. Zhu
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Dust Storm ◽  
Ensemble Kalman Filter ◽  
Deposition Velocity ◽  
Dust Storms ◽  
Initial Time ◽  
Model Errors ◽  
The Impact ◽  
Severe Dust Storm

Abstract. An Ensemble Kalman Filter (EnKF) data assimilation system was developed for a regional dust transport model. This paper applied the EnKF method to investigate modeling of severe dust storm episodes occurring in March 2002 over China based on surface observations of dust concentrations to explore the impact of the EnKF data assimilation systems on forecast improvement. A series of sensitivity experiments using our system demonstrates the ability of the advanced EnKF assimilation method using surface observed PM10 in North China to correct initial conditions, which leads to improved forecasts of dust storms. However, large errors in the forecast may arise from model errors (uncertainties in meteorological fields, dust emissions, dry deposition velocity, etc.). This result illustrates that the EnKF requires identification and correction model errors during the assimilation procedure in order to significantly improve forecasts. Results also show that the EnKF should use a large inflation parameter to obtain better model performance and forecast potential. Furthermore, the ensemble perturbations generated at the initial time should include enough ensemble spreads to represent the background error after several assimilation cycles.

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