scholarly journals Ensemble Transform Kalman Incremental Smoother and Its Application to Data Assimilation and Prediction

2021 ◽  
Vol 7 ◽  
Author(s):  
Zhe-Hui Lin ◽  
Shu-Chih Yang ◽  
Eugenia Kalnay
Keyword(s):  
Data Assimilation ◽  
Water Model ◽  
Strong Nonlinearity ◽  
Shallow Water Model ◽  
Variable Model ◽  
Incremental Update ◽  
Similar Accuracy ◽  
Ensemble Transform ◽  
Better Than ◽  
Perturbation Growth

The analysis correction made by data assimilation (DA) can introduce model shock or artificial signal, leading to degradation in forecast. In this study, we propose an Ensemble Transform Kalman Incremental Smoother (ETKIS) as an incremental update solution for ETKF-based algorithms. ETKIS not only has the advantages as other incremental update schemes to improve the balance in the analysis but also provides effective incremental correction, even under strong nonlinear dynamics. Results with the shallow-water model show that ETKIS can smooth out the imbalance associated with the use of covariance localization. More importantly, ETKIS preserves the moving signal better than the overly smoothed corrections derived by other incremental update schemes. Results from the Lorenz 3-variable model show that ETKIS and ETKF achieve similar accuracy at the end of the assimilation window, while the time-varying increment of ETKIS allows the ensemble to avoid strong corrections during strong nonlinearity. ETKIS shows benefits over 4DIAU by better capturing the evolving error and constraining the over-dispersive spread under conditions of long assimilation windows or a high perturbation growth rate.

Balanced Ocean-Data Assimilation near the Equator

2002 ◽  
Vol 32 (9) ◽  
pp. 2509-2519 ◽  
Author(s):  
Gerrit Burgers ◽  
Magdalena A. Balmaseda ◽  
Femke C. Vossepoel ◽  
Geert Jan van Oldenborgh ◽  
Peter Jan van Leeuwen
Keyword(s):  
Data Assimilation ◽  
Shallow Water ◽  
General Circulation ◽  
General Circulation Models ◽  
Density Field ◽  
Water Model ◽  
Optimal Interpolation ◽  
Shallow Water Model ◽  
Ocean Data Assimilation ◽  
Zonal Velocity

Abstract The question is addressed whether using unbalanced updates in ocean-data assimilation schemes for seasonal forecasting systems can result in a relatively poor simulation of zonal currents. An assimilation scheme, where temperature observations are used for updating only the density field, is compared to a scheme where updates of density field and zonal velocities are related by geostrophic balance. This is done for an equatorial linear shallow-water model. It is found that equatorial zonal velocities can be detoriated if velocity is not updated in the assimilation procedure. Adding balanced updates to the zonal velocity is shown to be a simple remedy for the shallow-water model. Next, optimal interpolation (OI) schemes with balanced updates of the zonal velocity are implemented in two ocean general circulation models. First tests indicate a beneficial impact on equatorial upper-ocean zonal currents.

scholarly journals Controlling the Computational Modes of the Arbitrarily Structured C Grid

2012 ◽  
Vol 140 (10) ◽  
pp. 3220-3234 ◽  
Author(s):  
Hilary Weller
Keyword(s):  
Shallow Water ◽  
Flow Direction ◽  
Water Model ◽  
Test Cases ◽  
Continuous Linear ◽  
Shallow Water Model ◽  
Advection Schemes ◽  
Water Test ◽  
Better Than ◽  
Potential Enstrophy

Abstract The arbitrarily structured C grid, Thuburn–Ringler–Skamarock–Klemp (TRiSK), is being used in the Model for Prediction Across Scales (MPAS) and is being considered by the Met Office for their next dynamical core. However, the hexagonal C grid supports a branch of spurious Rossby modes, which lead to erroneous grid-scale oscillations of potential vorticity (PV). It is shown how these modes can be harmlessly controlled by using upwind-biased interpolation schemes for PV. A number of existing advection schemes for PV are tested, including that used in MPAS, and none are found to give adequate results for all grids and all cases. Therefore a new scheme is proposed; continuous, linear-upwind stabilized transport (CLUST), a blend between centered and linear-upwind with the blend dependent on the flow direction with respect to the cell edge. A diagnostic of grid-scale oscillations is proposed that gives further discrimination between schemes than using potential enstrophy alone. Indeed, some schemes are found to destroy potential enstrophy while grid-scale oscillations grow. CLUST performs well on hexagonal-icosahedral grids and unrotated skipped latitude–longitude grids of the sphere for various shallow-water test cases. Despite the computational modes, the hexagonal icosahedral grid performs well since these modes are easy and harmless to filter. As a result, TRiSK appears to perform better than a spectral shallow-water model.

scholarly journals Hybrid 4DVAR with a Local Ensemble Tangent Linear Model: Application to the Shallow-Water Model

2016 ◽  
Vol 145 (1) ◽  
pp. 97-116 ◽  
Author(s):  
Douglas R. Allen ◽  
Craig H. Bishop ◽  
Sergey Frolov ◽  
Karl W. Hoppel ◽  
David D. Kuhl ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Shallow Water ◽  
Linear Model ◽  
Bottom Topography ◽  
Grid Point ◽  
Model Error ◽  
Water Model ◽  
State Variables ◽  
Shallow Water Model

Abstract An ensemble-based tangent linear model (TLM) is described and tested in data assimilation experiments using a global shallow-water model (SWM). A hybrid variational data assimilation system was developed with a 4D variational (4DVAR) solver that could be run either with a conventional TLM or a local ensemble TLM (LETLM) that propagates analysis corrections using only ensemble statistics. An offline ensemble Kalman filter (EnKF) is used to generate and maintain the ensemble. The LETLM uses data within a local influence volume, similar to the local ensemble transform Kalman filter, to linearly propagate the state variables at the central grid point. After tuning the LETLM with offline 6-h forecasts of analysis corrections, cycling experiments were performed that assimilated randomly located SWM height observations, based on a truth run with forced bottom topography. The performance using the LETLM is similar to that of the conventional TLM, suggesting that a well-constructed LETLM could free 4D variational methods from dependence on conventional TLMs. This is a first demonstration of the LETLM application within a context of a hybrid-4DVAR system applied to a complex two-dimensional fluid dynamics problem. Sensitivity tests are included that examine LETLM dependence on several factors including length of cycling window, size of analysis correction, spread of initial ensemble perturbations, ensemble size, and model error. LETLM errors are shown to increase linearly with correction size in the linear regime, while TLM errors increase quadratically. As nonlinearity (or forecast model error) increases, the two schemes asymptote to the same solution.

scholarly journals A Consistent Hybrid Variational-Smoothing Data Assimilation Method: Application to a Simple Shallow-Water Model of the Turbulent Midlatitude Ocean

2011 ◽  
Vol 139 (11) ◽  
pp. 3333-3347 ◽  
Author(s):  
Monika Krysta ◽  
Eric Blayo ◽  
Emmanuel Cosme ◽  
Jacques Verron
Keyword(s):  
Data Assimilation ◽  
Shallow Water ◽  
Covariance Matrix ◽  
Hybrid Method ◽  
Water Model ◽  
Shallow Water Model ◽  
Background Error ◽  
Error Covariance Matrix ◽  
Error Covariance ◽  
The Matrix

Abstract In the standard four-dimensional variational data assimilation (4D-Var) algorithm the background error covariance matrix remains static over time. It may therefore be unable to correctly take into account the information accumulated by a system into which data are gradually being assimilated. A possible method for remedying this flaw is presented and tested in this paper. A hybrid variational-smoothing algorithm is based on a reduced-rank incremental 4D-Var. Its consistent coupling to a singular evolutive extended Kalman (SEEK) smoother ensures the evolution of the matrix. In the analysis step, a low-dimensional error covariance matrix is updated so as to take into account the increased confidence level in the state vector it describes, once the observations have been introduced into the system. In the forecast step, the basis spanning the corresponding control subspace is propagated via the tangent linear model. The hybrid method is implemented and tested in twin experiments employing a shallow-water model. The background error covariance matrix is initialized using an EOF decomposition of a sample of model states. The quality of the analyses and the information content in the bases spanning control subspaces are also assessed. Several numerical experiments are conducted that differ with regard to the initialization of the matrix. The feasibility of the method is illustrated. Since improvement due to the hybrid method is not universal, configurations that benefit from employing it instead of the standard 4D-Var are described and an explanation of the possible reasons for this is proposed.

scholarly journals Data assimilation of two-dimensional geophysical flows with a Variational Ensemble Kalman Filter

2014 ◽  
Vol 1 (1) ◽  
pp. 403-446 ◽  
Author(s):  
Z. Mussa ◽  
I. Amour ◽  
A. Bibov ◽  
T. Kauranne
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Shallow Water ◽  
Ensemble Kalman Filter ◽  
Geophysical Flows ◽  
Water Model ◽  
Test Case ◽  
Two Dimensional ◽  
Shallow Water Model ◽  
Model Bias

Abstract. The Variational Ensemble Kalman Filter (VEnKF), a recent data assimilation method that combines a variational assimilation of the Bayesian estimation problem with an ensemble of forecasts, is demonstrated in two-dimensional geophysical flows using a Quasi-Geostrophic (QG) model and a shallow water model. Using a synthetic experiment, a two layer QG model with model bias is solved on a cylindrical 40 x 20 domain. The performance of VEnKF on the QG model with increasing ensemble size is compared with the classical Extended Kalman Filter (EKF). It is shown that although convergence can be achieved with just 20 ensemble members, increasing the number of members results in a better estimate that approaches the one produced by EKF. In the second test case, a 2-D shallow water model is described using a real dam-break experiment. The VEnKF algorithm was used to assimilate observations obtained from a modified laboratory dam-break experiment with a two-dimensional setup of sensors at the downstream end. The wave meters are placed parallel to the direction of the flow alongside the flume walls to capture both cross flow and stream flow. In both test cases, VEnKF was able to predict genuinely two-dimensional flow patterns when the sensors had a two-dimensional geometry and was stable against model bias in the first test case. In the second test case, the experiments are complemented with an empirical study of the impact of observation interpolation on the stability of the VEnKF filter. In this study, a novel Courant–Friedrichs–Lewy type filter stability condition is observed that relates ensemble variance to the time interpolation distance between observations. The results of the two experiments shows that VEnKF is a good candidate for data assimilation problems and can be implemented in higher dimensional nonlinear models.

scholarly journals Estimation of Data Assimilation Error: A Shallow-Water Model Study

2014 ◽  
Vol 142 (7) ◽  
pp. 2502-2520 ◽  
Author(s):  
Andrey Vlasenko ◽  
Peter Korn ◽  
Jan Riehme ◽  
Uwe Naumann
Keyword(s):  
Data Assimilation ◽  
Shallow Water ◽  
Error Estimation ◽  
State Vector ◽  
Estimation Method ◽  
Water Model ◽  
Shallow Water Model ◽  
Initial State ◽  
Observational Errors ◽  
Error Estimation Method

Abstract Four-dimensional variational data assimilation (4D-Var) produces unavoidable inaccuracies in the models initial state vector. In this paper the authors investigate a novel variational error estimation method to calculate these inaccuracies. The impacts of model, background, and observational errors on the state estimate produced by 4D-Var are analyzed by applying the variational error estimation method. The structure of the method is similar to the conventional 4D-Var, with the differences in that (i) instead of observations it assimilates observational errors, and (ii) the original model equations (used in 4D-Var as constraints) are first linearized with respect to a small perturbation in the initial state vector and then used as the constraints. The authors then carry out a proof-of-concept study and validate the reliability of this method through multiple twin experiments on the basis of a 2D shallow-water model. All required differentiated models were generated by means of algorithmic differentiation directly from the nonlinear model source code. The experiments reveal that the suggested method works well in a wide range of assimilation windows and types of observational and model errors and can be recommended for error estimation and prediction in data assimilation.

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