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 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 Intercomparison of Variational Data Assimilation and the Ensemble Kalman Filter for Global Deterministic NWP. Part I: Description and Single-Observation Experiments

2010 ◽  
Vol 138 (5) ◽  
pp. 1550-1566 ◽  
Author(s):  
Mark Buehner ◽  
P. L. Houtekamer ◽  
Cecilien Charette ◽  
Herschel L. Mitchell ◽  
Bin He
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
Forecast Model ◽  
Variational Data Assimilation ◽  
Spatial Covariance ◽  
4D Flow ◽  
Background Error ◽  
Single Observation ◽  
The Impact

Abstract An intercomparison of the Environment Canada variational and ensemble Kalman filter (EnKF) data assimilation systems is presented in the context of global deterministic NWP. In an EnKF experiment having the same spatial resolution as the inner loop in the four-dimensional variational data assimilation system (4D-Var), the mean of each analysis ensemble is used to initialize the higher-resolution deterministic forecasts. Five different variational data assimilation experiments are also conducted. These include both 4D-Var and 3D-Var (with first guess at appropriate time) experiments using either (i) prescribed background-error covariances similar to those used operationally, which are static in time and include horizontally homogeneous and isotropic correlations; or (ii) flow-dependent covariances computed from the EnKF background ensembles with spatial covariance localization applied. The fifth variational data assimilation experiment is a new approach called the Ensemble-4D-Var (En-4D-Var). This approach uses 4D flow-dependent background-error covariances estimated from EnKF ensembles to produce a 4D analysis without the need for tangent-linear or adjoint versions of the forecast model. In this first part of a two-part paper, results from a series of idealized assimilation experiments are presented. In these experiments, only a single observation or vertical profile of observations is assimilated to explore the impact of various fundamental differences among the EnKF and the various variational data assimilation approaches considered. In particular, differences in the application of covariance localization in the EnKF and variational approaches are shown to have a significant impact on the assimilation of satellite radiance observations. The results also demonstrate that 4D-Var and the EnKF can both produce similar 4D background-error covariances within a 6-h assimilation window. In the second part, results from medium-range deterministic forecasts for the study period of February 2007 are presented for the EnKF and the five variational data assimilation approaches considered.

scholarly journals Preemptive Forecasts Using an Ensemble Kalman Filter

2007 ◽  
Vol 135 (10) ◽  
pp. 3484-3495 ◽  
Author(s):  
Brian J. Etherton
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
Three Dimensional ◽  
Forecast Model ◽  
Observation Time ◽  
Model Integration ◽  
Model Forecast ◽  
Error Statistics ◽  
Background Error

Abstract An ensemble Kalman filter (EnKF) estimates the error statistics of a model forecast using an ensemble of model forecasts. One use of an EnKF is data assimilation, resulting in the creation of an increment to the first-guess field at the observation time. Another use of an EnKF is to propagate error statistics of a model forecast forward in time, such as is done for optimizing the location of adaptive observations. Combining these two uses of an ensemble Kalman filter, a “preemptive forecast” can be generated. In a preemptive forecast, the increment to the first-guess field is, using ensembles, propagated to some future time and added to the future control forecast, resulting in a new forecast. This new forecast requires no more time to produce than the time needed to run a data assimilation scheme, as no model integration is necessary. In an observing system simulation experiment (OSSE), a barotropic vorticity model was run to produce a 300-day “nature run.” The same model, run with a different vorticity forcing scheme, served as the forecast model. The model produced 24- and 48-h forecasts for each of the 300 days. The model was initialized every 24 h by assimilating observations of the nature run using a hybrid ensemble Kalman filter–three-dimensional variational data assimilation (3DVAR) scheme. In addition to the control forecast, a 64-member forecast ensemble was generated for each of the 300 days. Every 24 h, given a set of observations, the 64-member ensemble, and the control run, an EnKF was used to create 24-h preemptive forecasts. The preemptive forecasts were more accurate than the unmodified, original 48-h forecasts, though not quite as accurate as the 24-h forecast obtained from a new model integration initialized by assimilating the same observations as were used in the preemptive forecasts. The accuracy of the preemptive forecasts improved significantly when 1) the ensemble-based error statistics used by the EnKF were localized using a Schur product and 2) a model error term was included in the background error covariance matrices.

scholarly journals A Comparison of Ensemble Kalman Filters for Storm Surge Assimilation

2014 ◽  
Vol 142 (8) ◽  
pp. 2899-2914 ◽  
Author(s):  
M. U. Altaf ◽  
T. Butler ◽  
T. Mayo ◽  
X. Luo ◽  
C. Dawson ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Storm Surge ◽  
Ensemble Kalman Filter ◽  
Meteorological Data ◽  
Practical Implementation ◽  
Square Root ◽  
Ensemble Kalman Filters ◽  
Ensemble Transform Kalman Filter ◽  
Similar Accuracy ◽  
Adcirc Model

Abstract This study evaluates and compares the performances of several variants of the popular ensemble Kalman filter for the assimilation of storm surge data with the advanced circulation (ADCIRC) model. Using meteorological data from Hurricane Ike to force the ADCIRC model on a domain including the Gulf of Mexico coastline, the authors implement and compare the standard stochastic ensemble Kalman filter (EnKF) and three deterministic square root EnKFs: the singular evolutive interpolated Kalman (SEIK) filter, the ensemble transform Kalman filter (ETKF), and the ensemble adjustment Kalman filter (EAKF). Covariance inflation and localization are implemented in all of these filters. The results from twin experiments suggest that the square root ensemble filters could lead to very comparable performances with appropriate tuning of inflation and localization, suggesting that practical implementation details are at least as important as the choice of the square root ensemble filter itself. These filters also perform reasonably well with a relatively small ensemble size, whereas the stochastic EnKF requires larger ensemble sizes to provide similar accuracy for forecasts of storm surge.

scholarly journals Intercomparison of Variational Data Assimilation and the Ensemble Kalman Filter for Global Deterministic NWP. Part II: One-Month Experiments with Real Observations

2010 ◽  
Vol 138 (5) ◽  
pp. 1567-1586 ◽  
Author(s):  
Mark Buehner ◽  
P. L. Houtekamer ◽  
Cecilien Charette ◽  
Herschel L. Mitchell ◽  
Bin He
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
Forecast Model ◽  
Variational Data Assimilation ◽  
Background Error ◽  
Single Observation ◽  
Operational System ◽  
Medium Range ◽  
Forecast Quality

Abstract An intercomparison of the Environment Canada variational and ensemble Kalman filter (EnKF) data assimilation systems is presented in the context of producing global deterministic numerical weather forecasts. Five different variational data assimilation approaches are considered including four-dimensional variational data assimilation (4D-Var) and three-dimensional variational data assimilation (3D-Var) with first guess at the appropriate time (3D-FGAT). Also included among these is a new approach, called Ensemble-4D-Var (En-4D-Var), that uses 4D ensemble background-error covariances from the EnKF. A description of the experimental configurations and results from single-observation experiments are presented in the first part of this two-part paper. The present paper focuses on results from medium-range deterministic forecasts initialized with analyses from the EnKF and the five variational data assimilation approaches for the period of February 2007. All experiments assimilate exactly the same full set of meteorological observations and use the same configuration of the forecast model to produce global deterministic medium-range forecasts. The quality of forecasts in the short (medium) range obtained by using the EnKF ensemble mean analysis is slightly degraded (improved) in the extratropics relative to using the 4D-Var analysis with background-error covariances similar to those used operationally. The use of the EnKF flow-dependent error covariances in the variational system (4D-Var or 3D-FGAT) leads to large (modest) forecast improvements in the southern extratropics (tropics) as compared with using covariances similar to the operational system (a gain of up to 9 h at day 5). The En-4D-Var approach leads to (i) either improved or similar forecast quality when compared with the 4D-Var experiment similar to the currently operational system, (ii) slightly worse forecast quality when compared with the 4D-Var experiment with EnKF error covariances, and (iii) generally similar forecast quality when compared with the EnKF experiment.

scholarly journals Handling Nonlinearity in an Ensemble Kalman Filter: Experiments with the Three-Variable Lorenz Model

2012 ◽  
Vol 140 (8) ◽  
pp. 2628-2646 ◽  
Author(s):  
Shu-Chih Yang ◽  
Eugenia Kalnay ◽  
Brian Hunt
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Linear Models ◽  
Low Frequency ◽  
Lorenz Model ◽  
Outer Loop ◽  
Nonlinear Growth ◽  
Ensemble Mean ◽  
Ensemble Transform Kalman Filter ◽  
The One

Abstract An ensemble Kalman filter (EnKF) is optimal only for linear models because it assumes Gaussian distributions. A new type of outer loop, different from the one used in 3D and 4D variational data assimilation (Var), is proposed for EnKF to improve its ability to handle nonlinear dynamics, especially for long assimilation windows. The idea of the “running in place” (RIP) algorithm is to increase the observation influence by reusing observations when there is strong nonlinear error growth, and thus improve the ensemble mean and perturbations within the local ensemble transform Kalman filter (LETKF) framework. The “quasi-outer-loop” (QOL) algorithm, proposed here as a simplified version of RIP, aims to improve the ensemble mean so that ensemble perturbations are centered at a more accurate state. The performances of LETKF–RIP and LETKF–QOL in the presence of nonlinearities are tested with the three-variable Lorenz model. Results show that RIP and QOL allow LETKF to use longer assimilation windows with significant improvement of the analysis accuracy during periods of high nonlinear growth. For low-frequency observations (every 25 time steps, leading to long assimilation windows), and using the optimal inflation, the standard LETKF RMS error is 0.68, whereas for QOL and RIP the RMS errors are 0.47 and 0.35, respectively. This can be compared to the best 4D-Var analysis error of 0.53, obtained by using both the optimal long assimilation windows (75 time steps) and quasi-static variational analysis.

Evaluation of Surface Analyses and Forecasts with a Multiscale Ensemble Kalman Filter in Regions of Complex Terrain

2011 ◽  
Vol 139 (6) ◽  
pp. 2008-2024 ◽  
Author(s):  
Brian C. Ancell ◽  
Clifford F. Mass ◽  
Gregory J. Hakim
Keyword(s):  
Kalman Filter ◽  
High Resolution ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
Complex Terrain ◽  
Error Variance ◽  
Small Scale ◽  
Observation Error ◽  
Grid Spacing ◽  
Background Error

Abstract Previous research suggests that an ensemble Kalman filter (EnKF) data assimilation and modeling system can produce accurate atmospheric analyses and forecasts at 30–50-km grid spacing. This study examines the ability of a mesoscale EnKF system using multiscale (36/12 km) Weather Research and Forecasting (WRF) model simulations to produce high-resolution, accurate, regional surface analyses, and 6-h forecasts. This study takes place over the complex terrain of the Pacific Northwest, where the small-scale features of the near-surface flow field make the region particularly attractive for testing an EnKF and its flow-dependent background error covariances. A variety of EnKF experiments are performed over a 5-week period to test the impact of decreasing the grid spacing from 36 to 12 km and to evaluate new approaches for dealing with representativeness error, lack of surface background variance, and low-level bias. All verification in this study is performed with independent, unassimilated observations. Significant surface analysis and 6-h forecast improvements are found when EnKF grid spacing is reduced from 36 to 12 km. Forecast improvements appear to be a consequence of increased resolution during model integration, whereas analysis improvements also benefit from high-resolution ensemble covariances during data assimilation. On the 12-km domain, additional analysis improvements are found by reducing observation error variance in order to address representativeness error. Removing model surface biases prior to assimilation significantly enhances the analysis. Inflating surface wind and temperature background error variance has large impacts on analyses, but only produces small improvements in analysis RMS errors. Both surface and upper-air 6-h forecasts are nearly unchanged in the 12-km experiments. Last, 12-km WRF EnKF surface analyses and 6-h forecasts are shown to generally outperform those of the Global Forecast System (GFS), North American Model (NAM), and the Rapid Update Cycle (RUC) by about 10%–30%, although these improvements do not extend above the surface. Based on these results, future improvements in multiscale EnKF are suggested.

STORM SURGE FORECAST MODEL USING GENETIC PROGRAMMING

2020 ◽  
pp. 75-89
Author(s):  
Quyen
Keyword(s):  
Genetic Programming ◽  
Storm Surge ◽  
Storm Surges ◽  
Forecast Model ◽  
Data Sets ◽  
Model Learning ◽  
Forecasting Models ◽  
Accurate Forecast ◽  
Evolving Models ◽  
Storm Surge Forecasting

Stormsurge is a typical genuine fiasco coming from the ocean. Therefore, an accurate forecast of surges is a vital assignment to dodge property misfortunes and decrease the chance of tropical storm surges. Genetic Programming (GP) is an evolution-based model learning technique that can simultaneously find the functional form and the numeric coefficients for the model. Moreover, GP has been widely applied to build models for predictive problems. However, GP has seldom been applied to the problem of storm surge forecasting. In this paper, a new method to use GP for evolving models for storm surge forecasting is proposed. Experimental results on data-sets collected from the Tottori coast of Japan show that GP can become more accurate storm surge forecasting models than other standard machine learning methods. Moreover, GP can automatically select relevant features when evolving storm surge forecasting models, and the models developed by GP are interpretable.

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.

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