Editorial Type:
Article
Article Type:
Research Article

Numerical Aspects of the Application of Recursive Filters to Variational Statistical Analysis. Part II: Spatially Inhomogeneous and Anisotropic General Covariances

R. James Purser Science Applications International Corporation, Beltsville, Maryland

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Wan-Shu Wu Science Applications International Corporation, Beltsville, Maryland

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David F. Parrish National Centers for Environmental Prediction/Environmental Modeling Center, Washington, D.C

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Nigel M. Roberts Joint Centre for Mesoscale Meteorology, University of Reading, Reading, and Met Office, Bracknell, United Kingdom

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Print Publication:
01 Aug 2003
DOI:
https://doi.org/10.1175//2543.1
Page(s):
1536–1548
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Abstract

In this second part of a two-part study of recursive filter techniques applied to the synthesis of covariances in a variational analysis, methods by which non-Gaussian shapes and spatial inhomogeneities and anisotropies for the covariances may be introduced in a well-controlled way are examined. These methods permit an analysis scheme to possess covariance structures with adaptive variations of amplitude, scale, profile shape, and degrees of local anisotropy, all as functions of geographical location and altitude.

First, it is shown how a wider and more useful variety of covariance shapes than just the Gaussian may be obtained by the positive superposition of Gaussian components of different scales, or by further combinations of these operators with the application of Laplacian operators in order for the products to possess negative sidelobes in their radial profiles.

Then it is shown how the techniques of recursive filters may be generalized to admit the construction of covariances whose characteristic scales relative to the grid become adaptive to geographical location, while preserving the necessary properties of self-adjointness and positivity. Special attention is paid to the problems of amplitude control for these spatially inhomogeneous filters and an estimate for the kernel amplitude is proposed based upon an asymptotic analysis of the problem.

Finally, a further generalization of the filters that enables fully anisotropic and geographically adaptive covariances to be constructed in a computationally efficient way is discussed.

Corresponding author address: R. James Purser, NOAA/NCEP, W/NP2 Rm. 207, WWBG, 5200 Auth Rd., Camp Springs, MD 20746-4304. Email: jim.purser@noaa.gov

Abstract

In this second part of a two-part study of recursive filter techniques applied to the synthesis of covariances in a variational analysis, methods by which non-Gaussian shapes and spatial inhomogeneities and anisotropies for the covariances may be introduced in a well-controlled way are examined. These methods permit an analysis scheme to possess covariance structures with adaptive variations of amplitude, scale, profile shape, and degrees of local anisotropy, all as functions of geographical location and altitude.

First, it is shown how a wider and more useful variety of covariance shapes than just the Gaussian may be obtained by the positive superposition of Gaussian components of different scales, or by further combinations of these operators with the application of Laplacian operators in order for the products to possess negative sidelobes in their radial profiles.

Then it is shown how the techniques of recursive filters may be generalized to admit the construction of covariances whose characteristic scales relative to the grid become adaptive to geographical location, while preserving the necessary properties of self-adjointness and positivity. Special attention is paid to the problems of amplitude control for these spatially inhomogeneous filters and an estimate for the kernel amplitude is proposed based upon an asymptotic analysis of the problem.

Finally, a further generalization of the filters that enables fully anisotropic and geographically adaptive covariances to be constructed in a computationally efficient way is discussed.

Corresponding author address: R. James Purser, NOAA/NCEP, W/NP2 Rm. 207, WWBG, 5200 Auth Rd., Camp Springs, MD 20746-4304. Email: jim.purser@noaa.gov

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