Editorial Type:
Article
Article Type:
Research Article

A Comparison of Hybrid Ensemble Transform Kalman Filter–Optimum Interpolation and Ensemble Square Root Filter Analysis Schemes

Xuguang Wang CIRES Climate Diagnostics Center, University of Colorado, and Physical Sciences Division, NOAA/Earth System Research Laboratory, Boulder, Colorado

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Thomas M. Hamill Physical Sciences Division, NOAA/Earth System Research Laboratory, Boulder, Colorado

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Jeffrey S. Whitaker Physical Sciences Division, NOAA/Earth System Research Laboratory, Boulder, Colorado

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Craig H. Bishop Naval Research Laboratory, Monterey, California

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Print Publication:
01 Mar 2007
DOI:
https://doi.org/10.1175/MWR3307.1
Page(s):
1055–1076
Restricted access

Abstract

A hybrid ensemble transform Kalman filter (ETKF)–optimum interpolation (OI) analysis scheme is described and compared with an ensemble square root filter (EnSRF) analysis scheme. A two-layer primitive equation model was used under perfect-model assumptions. A simplified observation network was used, and the OI method utilized a static background error covariance constructed from a large inventory of historical forecast errors. The hybrid scheme updated the ensemble mean using a hybridized ensemble and static background-error covariance. The ensemble perturbations in the hybrid scheme were updated by the ETKF scheme. The EnSRF ran parallel data assimilation cycles for each member and serially assimilated the observations. The EnSRF background-error covariance was estimated fully from the ensemble.

For 50-member ensembles, the analyses from the hybrid scheme were as accurate or nearly as accurate as those from the EnSRF, depending on the norm. For 20-member ensembles, the analyses from the hybrid scheme were more accurate than analyses from the EnSRF under certain norms. Both hybrid and EnSRF analyses were more accurate than the analyses from the OI. Further reducing the ensemble size to five members, the EnSRF exhibited filter divergence, whereas the analyses from the hybrid scheme were still better than those updated by the OI. Additionally, the hybrid scheme was less prone to spurious gravity wave activity than the EnSRF, especially when the ensemble size was small. Maximal growth in the ETKF ensemble perturbation space exceeded that in the EnSRF ensemble perturbation space. The relationship of the ETKF ensemble variance to the analysis error variance, a measure of a spread–skill relationship, was similar to that of the EnSRF ensemble. The hybrid scheme can be implemented in a reasonably straightforward manner in the operational variational frameworks, and the computational cost of the hybrid is expected to be much less than the EnSRF in the operational settings.

Corresponding author address: Dr. Xuguang Wang, Physical Sciences Division, NOAA/Earth System Research Laboratory, 325 Broadway, R/PSD1 Boulder, CO 80305-3328. Email: xuguang.wang@noaa.gov

Abstract

A hybrid ensemble transform Kalman filter (ETKF)–optimum interpolation (OI) analysis scheme is described and compared with an ensemble square root filter (EnSRF) analysis scheme. A two-layer primitive equation model was used under perfect-model assumptions. A simplified observation network was used, and the OI method utilized a static background error covariance constructed from a large inventory of historical forecast errors. The hybrid scheme updated the ensemble mean using a hybridized ensemble and static background-error covariance. The ensemble perturbations in the hybrid scheme were updated by the ETKF scheme. The EnSRF ran parallel data assimilation cycles for each member and serially assimilated the observations. The EnSRF background-error covariance was estimated fully from the ensemble.

For 50-member ensembles, the analyses from the hybrid scheme were as accurate or nearly as accurate as those from the EnSRF, depending on the norm. For 20-member ensembles, the analyses from the hybrid scheme were more accurate than analyses from the EnSRF under certain norms. Both hybrid and EnSRF analyses were more accurate than the analyses from the OI. Further reducing the ensemble size to five members, the EnSRF exhibited filter divergence, whereas the analyses from the hybrid scheme were still better than those updated by the OI. Additionally, the hybrid scheme was less prone to spurious gravity wave activity than the EnSRF, especially when the ensemble size was small. Maximal growth in the ETKF ensemble perturbation space exceeded that in the EnSRF ensemble perturbation space. The relationship of the ETKF ensemble variance to the analysis error variance, a measure of a spread–skill relationship, was similar to that of the EnSRF ensemble. The hybrid scheme can be implemented in a reasonably straightforward manner in the operational variational frameworks, and the computational cost of the hybrid is expected to be much less than the EnSRF in the operational settings.

Corresponding author address: Dr. Xuguang Wang, Physical Sciences Division, NOAA/Earth System Research Laboratory, 325 Broadway, R/PSD1 Boulder, CO 80305-3328. Email: xuguang.wang@noaa.gov

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