scholarly journals Inflation method for ensemble Kalman filter in soil hydrology

2018 ◽  
Vol 22 (9) ◽  
pp. 4921-4934 ◽  
Author(s):  
Hannes H. Bauser ◽  
Daniel Berg ◽  
Ole Klein ◽  
Kurt Roth
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Test Case ◽  
Model Errors ◽  
Soil Hydrology ◽  
Ensemble Size ◽  
Parameter Uncertainties ◽  
The Difference ◽  
Augmented State ◽  
Forecast State

Abstract. The ensemble Kalman filter (EnKF) is a popular data assimilation method in soil hydrology. In this context, it is used to estimate states and parameters simultaneously. Due to unrepresented model errors and a limited ensemble size, state and parameter uncertainties can become too small during assimilation. Inflation methods are capable of increasing state uncertainties, but typically struggle with soil hydrologic applications. We propose a multiplicative inflation method specifically designed for the needs in soil hydrology. It employs a Kalman filter within the EnKF to estimate inflation factors based on the difference between measurements and mean forecast state within the EnKF. We demonstrate its capabilities on a small soil hydrologic test case. The method is capable of adjusting inflation factors to spatiotemporally varying model errors. It successfully transfers the inflation to parameters in the augmented state, which leads to an improved estimation.

scholarly journals Inflation Method for Ensemble Kalman Filter in Soil Hydrology

2018 ◽  
Author(s):  
Hannes H. Bauser ◽  
Daniel Berg ◽  
Ole Klein ◽  
Kurt Roth
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Test Case ◽  
Model Errors ◽  
Soil Hydrology ◽  
Ensemble Size ◽  
Parameter Uncertainties ◽  
The Difference ◽  
Augmented State ◽  
Forecast State

Abstract. The ensemble Kalman filter (EnKF) is a popular data assimilation method in soil hydrology. In this context, it is used to estimate states and parameters simultaneously. Due to unrepresented model errors and a limited ensemble size, state and parameter uncertainties can become too small during assimilation. Inflation methods are capable of increasing state uncertainties, but typically struggle with soil hydrologic applications. We propose a multiplicative inflation method specifically designed for the needs in soil hydrology. It employs a Kalman filter within the EnKF to estimate inflation factors based on the difference between measurements and mean forecast state within the EnKF. We demonstrate its capabilities on a small soil hydrologic test case. The method is capable of adjusting inflation factors to spatiotemporally varying model errors. It successfully transfers the inflation to parameters in the augmented state, which leads to an improved estimation.

scholarly journals Parameters Estimation and Prediction of Water Movement and Solute Transport in Layered, Variably Saturated Soils Using the Ensemble Kalman Filter

Water ◽  
2019 ◽  
Vol 11 (7) ◽  
pp. 1520
Author(s):  
Zheng Jiang ◽  
Quanzhong Huang ◽  
Gendong Li ◽  
Guangyong Li
Keyword(s):  
Kalman Filter ◽  
Solute Transport ◽  
Ensemble Kalman Filter ◽  
Water Movement ◽  
Parameters Estimation ◽  
Saturated Soils ◽  
Hydrological Models ◽  
State Variables ◽  
Ensemble Size ◽  
Highly Nonlinear

The parameters of water movement and solute transport models are essential for the accurate simulation of soil moisture and salinity, particularly for layered soils in field conditions. Parameter estimation can be achieved using the inverse modeling method. However, this type of method cannot fully consider the uncertainties of measurements, boundary conditions, and parameters, resulting in inaccurate estimations of parameters and predictions of state variables. The ensemble Kalman filter (EnKF) is well-suited to data assimilation and parameter prediction in Situations with large numbers of variables and uncertainties. Thus, in this study, the EnKF was used to estimate the parameters of water movement and solute transport in layered, variably saturated soils. Our results indicate that when used in conjunction with the HYDRUS-1D software (University of California Riverside, California, CA, USA) the EnKF effectively estimates parameters and predicts state variables for layered, variably saturated soils. The assimilation of factors such as the initial perturbation and ensemble size significantly affected in the simulated results. A proposed ensemble size range of 50–100 was used when applying the EnKF to the highly nonlinear hydrological models of the present study. Although the simulation results for moisture did not exhibit substantial improvement with the assimilation, the simulation of the salinity was significantly improved through the assimilation of the salinity and relative solutetransport parameters. Reducing the uncertainties in measured data can improve the goodness-of-fit in the application of the EnKF method. Sparse field condition observation data also benefited from the accurate measurement of state variables in the case of EnKF assimilation. However, the application of the EnKF algorithm for layered, variably saturated soils with hydrological models requires further study, because it is a challenging and highly nonlinear problem.

scholarly journals On the Choice of an Optimal Localization Radius in Ensemble Kalman Filter Methods

2014 ◽  
Vol 142 (6) ◽  
pp. 2165-2175 ◽  
Author(s):  
Paul Kirchgessner ◽  
Lars Nerger ◽  
Angelika Bunse-Gerstner
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Degrees Of Freedom ◽  
Localization Length ◽  
Ensemble Size ◽  
Localization Radius ◽  
Filter Methods ◽  
Local Observation ◽  
Optimal Localization ◽  
Analysis Quality

Abstract In data assimilation applications using ensemble Kalman filter methods, localization is necessary to make the method work with high-dimensional geophysical models. For ensemble square root Kalman filters, domain localization (DL) and observation localization (OL) are commonly used. Depending on the localization method, appropriate values have to be chosen for the localization parameters, such as the localization length and the weight function. Although frequently used, the properties of the localization techniques are not fully investigated. Thus, up to now an optimal choice for these parameters is a priori unknown and they are generally found by expensive numerical experiments. In this study, the relationship between the localization length and the ensemble size in DL and OL is studied using twin experiments with the Lorenz-96 model and a two-dimensional shallow-water model. For both models, it is found that the optimal localization length for DL and OL depends linearly on an effective local observation dimension that is given by the sum of the observation weights. In the experiments no influence of the model dynamics on the optimal localization length was observed. The effective observation dimension defines the degrees of freedom that are required for assimilating observations, while the ensemble size defines the available degrees of freedom. Setting the localization radius such that the effective local observation dimension equals the ensemble size yields an adaptive localization radius. Its performance is tested using a global ocean model. The experiments show that the analysis quality using the adaptive localization is similar to the analysis quality of an optimally tuned constant localization radius.

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.

scholarly journals Dynamic Calibration with an Ensemble Kalman Filter Based Data Assimilation Approach for Root-Zone Moisture Predictions

2007 ◽  
Vol 8 (4) ◽  
pp. 910-921 ◽  
Author(s):  
Nicola Montaldo ◽  
John D. Albertson ◽  
Marco Mancini
Keyword(s):  
Soil Moisture ◽  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Root Zone ◽  
Sensitivity Analyses ◽  
Surface Model ◽  
Early Model ◽  
Model Errors ◽  
Model Bias ◽  
Near Surface

Abstract In the presence of uncertain initial conditions and soil hydraulic properties, land surface model (LSM) performance can be significantly improved by the assimilation of periodic observations of certain state variables, such as the near-surface soil moisture (θg), as observed from a remote platform. In this paper the possibility of merging observations and the model optimally for providing robust predictions of root-zone soil moisture (θ2) is demonstrated. An assimilation approach that assimilates θg through the ensemble Kalman filter (EnKF) and provides a physics-based update of θ2 is developed. This approach, as with other common soil moisture assimilation approaches, may fail when a key LSM parameter, for example, the saturated hydraulic conductivity (ks), is estimated poorly. This leads to biased model errors producing a violation of a main assumption (model errors with zero mean) of the EnKF. For overcoming this model bias an innovative assimilation approach is developed that accepts this violation in the early model run times and dynamically calibrates all the components of the ks ensemble as a function of the persistent bias in root-zone soil moisture, allowing one to remove the model bias, restore the fidelity to the EnKF requirements, and reduce the model uncertainty. The robustness of the proposed approach is also examined in sensitivity analyses.

scholarly journals Optimal ensemble size of ensemble Kalman filter in sequential soil moisture data assimilation

2015 ◽  
Vol 42 (16) ◽  
pp. 6710-6715 ◽  
Author(s):  
Jifu Yin ◽  
Xiwu Zhan ◽  
Youfei Zheng ◽  
Christopher R. Hain ◽  
Jicheng Liu ◽  
...  
Keyword(s):  
Soil Moisture ◽  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter ◽  
Ensemble Size ◽  
Soil Moisture Data ◽  
Optimal Ensemble

scholarly journals Sensitivity tests for an ensemble Kalman filter for aerosol assimilation

2010 ◽  
Vol 10 (3) ◽  
pp. 5947-5997
Author(s):  
N. A. J. Schutgens ◽  
T. Miyoshi ◽  
T. Takemura ◽  
T. Nakajima
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Patch Size ◽  
Initial Conditions ◽  
Grid Cell ◽  
Ensemble Size ◽  
Sensitivity Tests ◽  
Local Patch ◽  
The Impact ◽  
Assimilation System

Abstract. We present sensitivity tests for a global aerosol assimilation system utilizing AERONET observations of AOT (aerosol optical thickness) and AAE (aerosol Ångström exponent). The assimilation system employs an ensemble Kalman filter which requires optimization of three numerical parameters: ensemble size nens, local patch size npatch and inflation factor ρ. In addition, experiments are performed to test the impact of various implementations of the system. For instance, we use a different prescription of the emission ensemble or a different combination of observations. The various experiments are compared against one-another and against independent AERONET andMODIS/Aqua observations. The assimilation leads to significant improvements in modelled AOT and AAE fields. Moreover remaining errors are mostly random while they are mostly systematic for an experiment without assimilation. In addition, these results do not depend much on our parameter or design choices. It appears that the value of the local patch size has by far the biggest impact on the assimilation, which has sufficiently converged for an ensemble size of nens=20. Assimilating AOT and AAE is clearly preferential to assimilating AOT at two different wavelengths. In contrast, initial conditions or a description of aerosol beyond two modes (coarse and fine) have only little effect. We also discuss the use of the ensemble spread as an error estimate of the analysed AOT and AAE fields. We show that a very common prescription of the emission ensemble (independent random modification in each grid cell) can have trouble generating sufficient spread in the forecast ensemble.

scholarly journals An estimate of the inflation factor and analysis sensitivity in the ensemble Kalman filter

2017 ◽  
Vol 24 (3) ◽  
pp. 329-341 ◽  
Author(s):  
Guocan Wu ◽  
Xiaogu Zheng
Keyword(s):  
Kalman Filter ◽  
Covariance Matrix ◽  
Ensemble Kalman Filter ◽  
Forecast Error ◽  
Model Errors ◽  
Error Covariance Matrix ◽  
Spatially Correlated ◽  
Error Covariance ◽  
Inflation Factor ◽  
Analysis Error

Abstract. The ensemble Kalman filter (EnKF) is a widely used ensemble-based assimilation method, which estimates the forecast error covariance matrix using a Monte Carlo approach that involves an ensemble of short-term forecasts. While the accuracy of the forecast error covariance matrix is crucial for achieving accurate forecasts, the estimate given by the EnKF needs to be improved using inflation techniques. Otherwise, the sampling covariance matrix of perturbed forecast states will underestimate the true forecast error covariance matrix because of the limited ensemble size and large model errors, which may eventually result in the divergence of the filter. In this study, the forecast error covariance inflation factor is estimated using a generalized cross-validation technique. The improved EnKF assimilation scheme is tested on the atmosphere-like Lorenz-96 model with spatially correlated observations, and is shown to reduce the analysis error and increase its sensitivity to the observations.

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