error covariance matrix
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Author(s):  
Maria G Moreira ◽  
Felipe Andrade-Oliveira ◽  
Xiao Fang ◽  
Hung-Jin Huang ◽  
Elisabeth Krause ◽  
...  

Abstract One of the primary sources of uncertainties in modeling the cosmic-shear power spectrum on small scales is the effect of baryonic physics. Accurate cosmology for Stage-IV surveys requires knowledge of the matter power spectrum deep in the nonlinear regime at the percent level. Therefore, it is important to develop reliable mitigation techniques to take into account baryonic uncertainties if information from small scales is to be considered in the cosmological analysis. In this work, we develop a new mitigation method for dealing with baryonic physics for the case of the shear angular power spectrum. The method is based on an augmented covariance matrix that incorporates baryonic uncertainties informed by hydrodynamical simulations. We use the results from 13 hydrodynamical simulations and the residual errors arising from a fit to a ΛCDM model using the extended halo model code HMCode to account for baryonic physics. These residual errors are used to model a so-called theoretical error covariance matrix that is added to the original covariance matrix. In order to assess the performance of the method, we use the 2D tomographic shear from four hydrodynamical simulations that have different extremes of baryonic parameters as mock data and run a likelihood analysis comparing the residual bias on Ωm and σ8 of our method and the HMCode for an LSST-like survey. We use different modelling of the theoretical error covariance matrix to test the robustness of the method. We show that it is possible to reduce the bias in the determination of the tested cosmological parameters at the price of a modest decrease in the precision.



2021 ◽  
Author(s):  
Alexander Myagkov ◽  
Davide Ori

Abstract. This study presents the first-ever complete characterization of random errors in dual-polarimetric spectral observations of meteorological targets by cloud radars. The characterization is given by means of mathematical equations for joint probability density functions (PDF) and error covariance matrices. The derived equations are checked for consistency using real radar measurements. One of the main conclusions of the study is that the convenient representation of spectral polarimetric measurements including differential reflectivity ZDR, correlation coefficient pHV, and differential phase ΦDP is not suited for the proper characterization of the error covariance matrix. This is because the aforementioned quantities are complex, non-linear functions of the radar raw data and thus their error covariance matrix is commonly derived using simplified linear relations and by neglecting the correlation of errors. This study formulates the spectral polarimetric measurements in terms of a different set of quantities that allows for a proper analytic treatment of their error covariance matrix. The results given in this study allow for utilization of spectral polarimetric measurements for advanced meteorological applications, among which are variational retrieval techniques, data assimilation, and sensitivity analysis.



2021 ◽  
Vol 14 (4) ◽  
pp. 2841-2856
Author(s):  
Mohammad El Aabaribaoune ◽  
Emanuele Emili ◽  
Vincent Guidard

Abstract. In atmospheric chemistry retrievals and data assimilation systems, observation errors associated with satellite radiances are chosen empirically and generally treated as uncorrelated. In this work, we estimate inter-channel error covariances for the Infrared Atmospheric Sounding Interferometer (IASI) and evaluate their impact on ozone assimilation with the chemistry transport model MOCAGE (Modèle de Chimie Atmosphérique à Grande Echelle). The method used to calculate observation errors is a diagnostic based on the observation and analysis residual statistics already adopted in many numerical weather prediction centres. We used a subset of 280 channels covering the spectral range between 980 and 1100 cm−1 to estimate the observation-error covariance matrix. This spectral range includes ozone-sensitive and atmospheric window channels. We computed hourly 3D-Var analyses and compared the resulting O3 fields against ozonesondes and the measurements provided by the Microwave Limb Sounder (MLS) and by the Ozone Monitoring Instrument (OMI). The results show significant differences between using the estimated error covariance matrix with respect to the empirical diagonal matrix employed in previous studies. The validation of the analyses against independent data reports a significant improvement, especially in the tropical stratosphere. The computational cost has also been reduced when the estimated covariance matrix is employed in the assimilation system, by reducing the number of iterations needed for the minimizer to converge.



2021 ◽  
Vol 25 (4) ◽  
pp. 1689-1709
Author(s):  
Chuan-An Xia ◽  
Xiaodong Luo ◽  
Bill X. Hu ◽  
Monica Riva ◽  
Alberto Guadagnini

Abstract. We employ an approach based on the ensemble Kalman filter coupled with stochastic moment equations (MEs-EnKF) of groundwater flow to explore the dependence of conductivity estimates on the type of available information about hydraulic heads in a three-dimensional randomly heterogeneous field where convergent flow driven by a pumping well takes place. To this end, we consider three types of observation devices corresponding to (i) multi-node monitoring wells equipped with packers (Type A) and (ii) partially (Type B) and (iii) fully (Type C) screened wells. We ground our analysis on a variety of synthetic test cases associated with various configurations of these observation wells. Moment equations are approximated at second order (in terms of the standard deviation of the natural logarithm, Y, of conductivity) and are solved by an efficient transient numerical scheme proposed in this study. The use of an inflation factor imposed to the observation error covariance matrix is also analyzed to assess the extent at which this can strengthen the ability of the MEs-EnKF to yield appropriate conductivity estimates in the presence of a simplified modeling strategy where flux exchanges between monitoring wells and aquifer are neglected. Our results show that (i) the configuration associated with Type A monitoring wells leads to conductivity estimates with the (overall) best quality, (ii) conductivity estimates anchored on information from Type B and C wells are of similar quality, (iii) inflation of the measurement-error covariance matrix can improve conductivity estimates when a simplified flow model is adopted, and (iv) when compared with the standard Monte Carlo-based EnKF method, the MEs-EnKF can efficiently and accurately estimate conductivity and head fields.



2021 ◽  
Author(s):  
Thomas Muschinski ◽  
Georg J. Mayr ◽  
Thorsten Simon ◽  
Achim Zeileis

<p>To obtain reliable joint probability forecasts, multivariate postprocessing of numerical weather predictions (NWPs) must take into account dependencies among the univariate forecast errors—across different forecast horizons, locations or atmospheric quantities. We develop a framework for multivariate Gaussian regression (MGR), a flexible multivariate postprocessing technique with advantages over state-of-the-art methods.</p><p>In MGR both mean forecasts and parameters describing their error covariance matrix may be modeled simultaneously on NWP-derived predictor variables. The bivariate case is straightforward and has been used to postprocess horizontal wind vector forecasts, but higher dimensions present two major difficulties: ensuring the estimated error covariance matrix is positive definite and regularizing the high model complexity.</p><p>We tackle these problems by parameterizing the covariance through the entries of its basic and modified Cholesky decompositions. This ensures its positive definiteness and is the crucial fact making it possible to link parameters with predictors in a regression.  When there is a natural order to the variables, we can also sensibly reduce complexity through a priori restrictions of the parameter space.</p><p>MGR forecasts take the form of full joint parametric distributions—in contrast to ensemble copula coupling (ECC) that obtains samples from the joint distribution. This has the advantage that joint probabilities or quantiles can be easily derived.</p><p>Our novel method is applied to postprocess NWPs of surface temperature at an Alpine valley station for ten distinct lead times more than one week in the future.  All the mean forecasts and their full error covariance matrix are modelled on NWP-derived variables in one step. MGR outperforms ECC in combination with nonhomogeneous Gaussian regression.</p>



2021 ◽  
Author(s):  
Koji Terasaki ◽  
Takemasa Miyoshi

<p>Recent developments in sensing technology increased the number of observations both in space and time. It is essential to effectively utilize the information from observations to improve numerical weather prediction (NWP). It is known to have correlated errors in observations measured with a single instrument, such as satellite radiances. The observations with the horizontal error correlation are usually thinned to compensate for neglecting the error correlation in data assimilation. This study explores to explicitly include the horizontal observation error correlation of Advanced Microwave Sounding Unit-A (AMSU-A) radiances using a global atmospheric data assimilation system NICAM-LETKF, which comprises the Nonhydrostatic ICosahedral Atmospheric Model (NICAM) and the Local Ensemble Transform Kalman Filter (LETKF). This study performs the data assimilation experiments at 112-km horizontal resolution and 38 vertical layers up to 40 km and with 32 ensemble members.</p><p>In this study, we estimate the horizontal observation error correlation of AMSU-A radiances using innovation statistics. The computation cost of inverting the observation error covariance matrix will increase when non-zero off-diagonal terms are included. In this study, we assume uncorrelated observation errors between different instruments and observation variables, so that the observation error covariance matrix becomes block diagonal with only horizontal error correlations included. The computation time of the entire LETKF analysis procedure is increased only by up to 10 % compared with the case using the diagonal observation error covariance matrix. The analyses and forecasts of temperature and zonal wind in the mid- and upper-troposphere are improved by including the horizontal error correlations. We will present the most recent results at the workshop.</p>



2021 ◽  
Vol 28 (1) ◽  
pp. 1-22
Author(s):  
Olivier Pannekoucke ◽  
Richard Ménard ◽  
Mohammad El Aabaribaoune ◽  
Matthieu Plu

Abstract. This contribution addresses the characterization of the model-error covariance matrix from the new theoretical perspective provided by the parametric Kalman filter method which approximates the covariance dynamics from the parametric evolution of a covariance model. The classical approach to obtain the modified equation of a dynamics is revisited to formulate a parametric modelling of the model-error covariance matrix which applies when the numerical model is dissipative compared with the true dynamics. As an illustration, the particular case of the advection equation is considered as a simple test bed. After the theoretical derivation of the predictability-error covariance matrices of both the nature and the numerical model, a numerical simulation is proposed which illustrates the properties of the resulting model-error covariance matrix.





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