ensemble kalman filter
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2022 ◽  
Vol 313 ◽  
pp. 108745
Author(s):  
Xiaolei Fu ◽  
Xiaolei Jiang ◽  
Zhongbo Yu ◽  
Yongjian Ding ◽  
Haishen Lü ◽  
...  

2022 ◽  
Vol 14 (2) ◽  
pp. 371
Author(s):  
Sina Voshtani ◽  
Richard Ménard ◽  
Thomas W. Walker ◽  
Amir Hakami

We present a parametric Kalman filter data assimilation system using GOSAT methane observations within the hemispheric CMAQ model. The assimilation system produces forecasts and analyses of concentrations and explicitly computes its evolving error variance while remaining computationally competitive with other data assimilation schemes such as 4-dimensional variational (4D-Var) and ensemble Kalman filter (EnKF). The error variance in this system is advected using the native advection scheme of the CMAQ model and updated at each analysis while the error correlations are kept fixed. We discuss extensions to the CMAQ model to include methane transport and emissions (both anthropogenic and natural) and perform a bias correction for the GOSAT observations. The results using synthetic observations show that the analysis error and analysis increments follow the advective flow while conserving the information content (i.e., total variance). We also demonstrate that the vertical error correlation contributes to the inference of variables down to the surface. In a companion paper, we use this assimilation system to obtain optimal assimilation of GOSAT observations.


Author(s):  
Frédéric Fabry

Abstract In the ensemble Kalman filter (EnKF), the covariance localization radius is usually small when assimilating radar observations because of high density of the radar observations. This makes the region away from precipitation difficult to correct if no other observations are available, as there is no reason to correct the background. To correct errors away from the innovating radar observations, a multiscale localization (MLoc) method adapted to dense observations like those from radar is proposed. In this method, different scales are corrected successively by using the same reflectivity observations, but with different degree of smoothing and localization radius at each step. In the context of observing system simulation experiments, single and multiple assimilation experiments are conducted with the MLoc method. Results show that the MLoc assimilation updates areas that are away from the innovative observations and improves on average the analysis and forecast quality in single cycle and cycling assimilation experiments. The forecast gains are maintained until the end of the forecast period, illustrating the benefits of correcting different scales.


Abstract For the newly implemented Global Ensemble Forecast System version 12 (GEFSv12), a 31-year (1989-2019) ensemble reforecast dataset has been generated at the National Centers for Environmental Prediction (NCEP). The reforecast system is based on NCEP’s Global Forecast System version 15.1 and GEFSv12, which uses the Finite Volume 3 dynamical core. The resolution of the forecast system is ∼25 km with 64 vertical hybrid levels. The Climate Forecast System (CFS) reanalysis and GEFSv12 reanalysis serve as initial conditions for the Phase 1 (1989–1999) and Phase 2 (2000–2019) reforecasts, respectively. The perturbations were produced using breeding vectors and ensemble transforms with a rescaling technique for Phase 1 and ensemble Kalman filter 6-h forecasts for Phase 2. The reforecasts were initialized at 0000 (0300) UTC once per day out to 16 days with 5 ensemble members for Phase 1 (Phase 2), except on Wednesdays when the integrations were extended to 35 days with 11 members. The reforecast data set was produced on NOAA’s Weather and Climate Operational Supercomputing System at NCEP. This study summarizes the configuration and dataset of the GEFSv12 reforecast and presents some preliminary evaluations of 500hPa geopotential height, tropical storm track, precipitation, 2-meter temperature, and MJO forecasts. The results were also compared with GEFSv10 or GEFS Subseasonal Experiment reforecasts. In addition to supporting calibration and validation for the National Water Center, NCEP Climate Prediction Center, and other National Weather Service stakeholders, this high-resolution subseasonal dataset also serves as a useful tool for the broader research community in different applications.


Nonlinearity ◽  
2021 ◽  
Vol 35 (2) ◽  
pp. 1061-1092
Author(s):  
Theresa Lange

Abstract We provide a rigorous derivation of the ensemble Kalman–Bucy filter as well as the ensemble transform Kalman–Bucy filter in case of nonlinear, unbounded model and observation operators. We identify them as the continuous time limit of the discrete-time ensemble Kalman filter and the ensemble square root filters, respectively, together with concrete convergence rates in terms of the discretisation step size. Simultaneously, we establish well-posedness as well as accuracy of both the continuous-time and the discrete-time filtering algorithms.


2021 ◽  
Author(s):  
Javier Eusebio Gomez ◽  
Marcelo Robles ◽  
Cristian Di Giuseppe ◽  
Federico Galliano ◽  
Jeronimo Centineo ◽  
...  

Abstract This paper presents the process and results of the application of Data Physics to optimize production of a mature field in the Gulf of San Jorge Basin in Argentina. Data Physics is a novel technology that blends the reservoir physics (black oil) used in traditional numerical simulation with machine learning and advanced optimization techniques. Data Physics was described in detail in a prior paper (Sarma, et al SPE-185507-MS) as a physics-based modeling approach augmented by machine learning. In essence, historical production and injection data are assimilated using an Ensemble Kalman Filter (EnKF) to infer the petrophysical parameters and create a predictive model of the field. This model is then used with Evolutionary Algorithms (EA) to find the pareto front for multiple optimization objectives like production, injection and NPV. Ultimately, the main objective of Data Physics is to enable Closed Loop Optimization. The technology was applied on a small section of a very large field in the Gulf of San Jorge comprised of 134 wells including 83 active producers and 27 active water injectors; up to 12 mandrels per well are used to provide with selective injection, while production is carried out in a comingled manner. Production zonal allocation is calculated using an in-house process based on swabbing tests and recovery factors and is used as input to the Data Physics application, while injection allocation is based on tracer logs performed in each injection well twice a year. This paper describes the modeling and optimization phases as well as the implementation in the field and the results obtained after performing two close loop optimization cycles. The initial model was developed between October and December 2018 and initial field implementation took place between January to March 2019. A second optimization cycle was then executed in January 2020 and results observed for several months.


2021 ◽  
Author(s):  
Mengtian Lu ◽  
Sicheng Lu ◽  
Weihong Liao ◽  
Xiaohui Lei ◽  
Zhaokai Yin ◽  
...  

Abstract Although field measurements and using long hydrological datasets provide a reliable method for parameters' calibration, changes in the underlying basin surface and lack of hydrometeorological data may affect parameter accuracy in streamflow simulation. The ensemble Kalman filter (EnKF) can be used as a real-time parameter correction method to solve this problem. In this study, five representative Xin'anjiang model parameters are selected to study the effects of the initial parameter ensemble distribution and the specific function form of the parameter on EnKF parameter estimation process for both single and multiple parameters. Results indicate: (1) the method of parameter calibration to determine the initial distribution mean can improve the assimilation efficiency; (2) there is mutual interference among the parameters during multiple parameters' estimation which invalidates some conclusions of single-parameter estimation. We applied and evaluated the EnKF method in Jinjiang River Basin, China. Compared to traditional approaches, our method showed a better performance in both basins with long hydrometeorological dataset (an increase of Kling–Gupta efficiency (KGE) from 0.810 to 0.887 and a decrease of bias from −1.08% to −0.74%); and in basins with a lack of hydrometeorological data (an increase of KGE from 0.536 to 0.849 and a decrease of bias from −15.55% to −11.42%).


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