Nudging, Ensemble, and Nudging Ensembles for Data Assimilation in the Presence of Model Error

Lili Lei National Center for Atmospheric Research, Boulder, Colorado

Search for other papers by Lili Lei in
Current site
Google Scholar
PubMed
Close
and
Joshua P. Hacker National Center for Atmospheric Research, Boulder, Colorado

Search for other papers by Joshua P. Hacker in
Current site
Google Scholar
PubMed
Close
Restricted access

We are aware of a technical issue preventing figures and tables from showing in some newly published articles in the full-text HTML view.
While we are resolving the problem, please use the online PDF version of these articles to view figures and tables.

Abstract

Objective data assimilation methods such as variational and ensemble algorithms are attractive from a theoretical standpoint. Empirical nudging approaches are computationally efficient and can get around some amount of model error by using arbitrarily large nudging coefficients. In an attempt to take advantage of the strengths of both methods for analyses, combined nudging-ensemble approaches have been recently proposed. Here the two-scale Lorenz model is used to elucidate how the forecast error from nudging, ensemble, and nudging-ensemble schemes varies with model error. As expected, an ensemble filter and smoother are closest to optimal when model errors are small or absent. Model error is introduced by varying model forcing, coupling between scales, and spatial filtering. Nudging approaches perform relatively better with increased model error; use of poor ensemble covariance estimates when model error is large harms the nudging-ensemble performance. Consequently, nudging-ensemble methods always produce error levels between the objective ensemble filters and empirical nudging, and can never provide analyses or short-range forecasts with lower errors than both. As long as the nudged state and the ensemble-filter state are close enough, the ensemble statistics are useful for the nudging, and fully coupling the ensemble and nudging by centering the ensemble on the nudged state is not necessary. An ensemble smoother produces the overall smallest errors except for with very large model errors. Results are qualitatively independent of tuning parameters such as covariance inflation and localization.

Current affiliation: Cooperative Institute for Research in Environmental Sciences Climate Diagnostics Center, University of Colorado, and Physical Sciences Division, NOAA/Earth System Research Laboratory, Boulder, Colorado.

The National Center for Atmospheric Research is sponsored by the National Science Foundation.

Corresponding author address: Lili Lei, National Center for Atmospheric Research, 1850 Table Mesa Dr., Boulder, CO 80307-3000. E-mail: lililei@ucar.edu

Abstract

Objective data assimilation methods such as variational and ensemble algorithms are attractive from a theoretical standpoint. Empirical nudging approaches are computationally efficient and can get around some amount of model error by using arbitrarily large nudging coefficients. In an attempt to take advantage of the strengths of both methods for analyses, combined nudging-ensemble approaches have been recently proposed. Here the two-scale Lorenz model is used to elucidate how the forecast error from nudging, ensemble, and nudging-ensemble schemes varies with model error. As expected, an ensemble filter and smoother are closest to optimal when model errors are small or absent. Model error is introduced by varying model forcing, coupling between scales, and spatial filtering. Nudging approaches perform relatively better with increased model error; use of poor ensemble covariance estimates when model error is large harms the nudging-ensemble performance. Consequently, nudging-ensemble methods always produce error levels between the objective ensemble filters and empirical nudging, and can never provide analyses or short-range forecasts with lower errors than both. As long as the nudged state and the ensemble-filter state are close enough, the ensemble statistics are useful for the nudging, and fully coupling the ensemble and nudging by centering the ensemble on the nudged state is not necessary. An ensemble smoother produces the overall smallest errors except for with very large model errors. Results are qualitatively independent of tuning parameters such as covariance inflation and localization.

Current affiliation: Cooperative Institute for Research in Environmental Sciences Climate Diagnostics Center, University of Colorado, and Physical Sciences Division, NOAA/Earth System Research Laboratory, Boulder, Colorado.

The National Center for Atmospheric Research is sponsored by the National Science Foundation.

Corresponding author address: Lili Lei, National Center for Atmospheric Research, 1850 Table Mesa Dr., Boulder, CO 80307-3000. E-mail: lililei@ucar.edu
Save
  • Ades, M., and P. J. van Leeuwen, 2015: The equivalent-weights particle filter in a high-dimensional system. Quart. J. Roy. Meteor. Soc.,141, 484–503, doi:10.1002/qj.2370.

  • Anderson, J. L., 2001: An ensemble adjustment Kalman filter for data assimilation. Mon. Wea. Rev., 129, 2884–2903, doi:10.1175/1520-0493(2001)129<2884:AEAKFF>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Anderson, J. L., and S. L. Anderson, 1999: A Monte Carlo implementation of the nonlinear filtering problem to produce ensemble assimilations and forecasts. Mon. Wea. Rev., 127, 2741–2758, doi:10.1175/1520-0493(1999)127<2741:AMCIOT>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Baer, F., and J. Tribbia, 1977: On complete filtering of gravity modes through nonlinear initialization. Mon. Wea. Rev., 105, 1536–1539, doi:10.1175/1520-0493(1977)105<1536:OCFOGM>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Ballabrera-Poy, J., E. Kalnay, and S.-C. Yang, 2009: Data assimilation in a system with two scales—Combing two initialization techniques. Tellus, 61A, 539–549, doi:10.1111/j.1600-0870.2009.00400.x.

    • Search Google Scholar
    • Export Citation
  • Bergemann, K., and S. Reich, 2010: A mollified ensemble Kalman filter. Quart. J. Roy. Meteor. Soc., 136, 1636–1643, doi:10.1002/qj.672.

    • Search Google Scholar
    • Export Citation
  • Bishop, C. H., B. J. Etherton, and S. J. Majumdar, 2001: Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects. Mon. Wea. Rev., 129, 420–436, doi:10.1175/1520-0493(2001)129<0420:ASWTET>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Bloom, S. C., L. L. Takacs, A. M. da Silva, and D. Ledvina, 1996: Data assimilation using incremental analysis updates. Mon. Wea. Rev., 124, 1256–1271, doi:10.1175/1520-0493(1996)124<1256:DAUIAU>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Burgers, G., P. J. van Leeuwen, and G. Evensen, 1998: Analysis scheme in the ensemble Kalman filter. Mon. Wea. Rev., 126, 1719–1724, doi:10.1175/1520-0493(1998)126<1719:ASITEK>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Clayton, A. M., A. C. Lorenc, and D. M. Barker, 2013: Operational implementation of a hybrid ensemble/4D-Var global data assimilation system at the Met Office. Quart. J. Roy. Meteor. Soc., 139, 1445–1461, doi:10.1002/qj.2054.

    • Search Google Scholar
    • Export Citation
  • Cohn, S., N. S. Sivakumaran, and R. Todling, 1994: A fixed-lag Kalman smoother for retrospective data assimilation. Mon. Wea. Rev., 122, 2838–2867, doi:10.1175/1520-0493(1994)122<2838:AFLKSF>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Deng, A., and D. R. Stauffer, 2006: On improving 4-km mesoscale model simulations. J. Appl. Meteor. Climatol., 45, 361–381, doi:10.1175/JAM2341.1.

    • Search Google Scholar
    • Export Citation
  • Deng, A., N. L. Seaman, G. K. Hunter, and D. R. Stauffer, 2004: Evaluation of interregional transport using the MM5-SCIPUFF system. J. Appl. Meteor., 43, 1864–1886, doi:10.1175/JAM2178.1.

    • Search Google Scholar
    • Export Citation
  • Dixon, M., Z. Li, H. Lean, N. Roberts, and S. Ballard, 2009: Impact of data assimilation on forecasting convection over the United Kingdom using a high-resolution version of the Met Office Unified Model. Mon. Wea. Rev., 137, 1562–1584, doi:10.1175/2008MWR2561.1.

    • Search Google Scholar
    • Export Citation
  • Efron, B., and R. J. Tibshirani, 1993: An Introduction to the Bootstrap. Chapman and Hall, 436 pp.

  • Etherton, B. J., and C. H. Bishop, 2004: Resilience of hybrid ensemble/3DVar analysis schemes to model error and ensemble covariance error. Mon. Wea. Rev., 132, 1065–1080, doi:10.1175/1520-0493(2004)132<1065:ROHDAS>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Evensen, G., 1994: Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics. J. Geophys. Res., 99, 10 143–10 162, doi:10.1029/94JC00572.

    • Search Google Scholar
    • Export Citation
  • Evensen, G., and P. J. van Leeuwen, 2000: An ensemble Kalman smoother for nonlinear dynamics. Mon. Wea. Rev., 128, 1852–1867, doi:10.1175/1520-0493(2000)128<1852:AEKSFN>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Garvert, M. F., B. A. Colle, and C. F. Mass, 2005: The 13–14 December 2001 IMPROVE-2 event. Part I: Synoptic and mesoscale evolution and comparison with a mesoscale model simulation. J. Atmos. Sci., 62, 3474–3492, doi:10.1175/JAS3549.1.

    • Search Google Scholar
    • Export Citation
  • Gaspari, G., and S. E. Cohn, 1999: Construction of correlation functions in two and three dimensions. Quart. J. Roy. Meteor. Soc., 125, 723–757, doi:10.1002/qj.49712555417.

    • Search Google Scholar
    • Export Citation
  • Gauthier, P., and J.-N. Thepaut, 2001: Impact of the digital filter as a weak constraint in the preoperational 4DVAR assimilation system of Meteo-France. Mon. Wea. Rev., 129, 2089–2102, doi:10.1175/1520-0493(2001)129<2089:IOTDFA>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Hamill, T. M., and C. Snyder, 2000: A hybrid ensemble Kalman filter–3D variational analysis scheme. Mon. Wea. Rev., 128, 2905–2919, doi:10.1175/1520-0493(2000)128<2905:AHEKFV>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Hoke, J. E., and R. A. Anthes, 1976: The initialization of numerical models by a dynamical initialization technique. Mon. Wea. Rev., 104, 1551–1556, doi:10.1175/1520-0493(1976)104<1551:TIONMB>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Houtekamer, P. L., and H. L. Mitchell, 2001: A sequential ensemble Kalman filter for atmospheric data assimilation. Mon. Wea. Rev., 129, 123–137, doi:10.1175/1520-0493(2001)129<0123:ASEKFF>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Huang, X.-Y., and P. Lynch, 1993: Diabatic digital-filtering initialization: Application to the HIRLAM model. Mon. Wea. Rev., 121, 589–603, doi:10.1175/1520-0493(1993)121<0589:DDFIAT>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Jazwinsky, A. H., 1970: Stochastic Processes and Filtering Theory. Academic Press, 376 pp.

  • Kalman, R. E., 1960: A new approach to linear filtering and prediction problems. J. Basic Eng., 82, 35–45, doi:10.1115/1.3662552.

    • Search Google Scholar
    • Export Citation
  • Khare, S. P., J. L. Anderson, T. J. Hoar, and D. Nychka, 2008: An investigation into the application of an ensemble Kalman smoother to high-dimensional geophysical systems. Tellus, 60A, 97–112, doi:10.1111/j.1600-0870.2007.00281.x.

    • Search Google Scholar
    • Export Citation
  • Kleist, D. T., D. F. Parrish, J. C. Derber, R. Treadon, R. M. Errico, and R. Yang, 2009: Improving incremental balance in the GSI 3DVar analysis system. Mon. Wea. Rev., 137, 1046–1060, doi:10.1175/2008MWR2623.1.

    • Search Google Scholar
    • Export Citation
  • Lei, L., D. R. Stauffer, S. E. Haupt, and G. S. Young, 2012a: A hybrid nudging- ensemble Kalman filter approach to data assimilation. Part I: Application in the Lorenz system. Tellus, 64A, 18484, doi:10.3402/tellusa.v64i0.18484.

    • Search Google Scholar
    • Export Citation
  • Lei, L., D. R. Stauffer, and A. Deng, 2012b: A hybrid nudging-ensemble Kalman filter approach to data assimilation. Part II: Application in a shallow-water model. Tellus, 64A, 18485, doi:10.3402/tellusa.v64i0.18485.

    • Search Google Scholar
    • Export Citation
  • Lei, L., D. R. Stauffer, and A. Deng, 2012c: A hybrid nudging-ensemble Kalman filter approach to data assimilation in WRF/DART. Quart. J. Roy. Meteor. Soc., 138, 2066–2078, doi:10.1002/qj.1939.

    • Search Google Scholar
    • Export Citation
  • Leidner, S. M., D. R. Stauffer, and N. L. Seaman, 2001: Improving short-term numerical weather prediction in the California coastal zone by dynamic initialization of the marine boundary layer. Mon. Wea. Rev., 129, 275–294, doi:10.1175/1520-0493(2001)129<0275:ISTNWP>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Lorenc, A., 2003: The potential of the ensemble Kalman filter for NWP—A comparison with 4D-VAR. Quart. J. Roy. Meteor. Soc., 129, 3183–3203, doi:10.1256/qj.02.132.

    • Search Google Scholar
    • Export Citation
  • Lorenc, A., N. Bowler, A. Clayton, S. Pring, and D. Fairbairn, 2015: Comparison of hybrid–4DEnVar and hybrid–4DVar data assimilation methods for global NWP. Mon. Wea. Rev., 143, 212–229, doi:10.1175/MWR-D-14-00195.1.

    • Search Google Scholar
    • Export Citation
  • Lorenz, E. N., 1963: Deterministic non-periodic flow. J. Atmos. Sci., 20, 130–141, doi:10.1175/1520-0469(1963)020<0130:DNF>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Lorenz, E. N., 2005: Designing chaotic models. J. Atmos. Sci., 62, 1574–1587, doi:10.1175/JAS3430.1.

  • Lynch, P., and X.-Y. Huang, 1992: Initialization of the HIRLAM model using a digital filter. Mon. Wea. Rev., 120, 1019–1034, doi:10.1175/1520-0493(1992)120<1019:IOTHMU>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Machenhauer, B., 1977: On the dynamics of gravity oscillations in a shallow water model with applications to normal mode initialization. Contrib. Atmos. Phys., 50, 253–271.

    • Search Google Scholar
    • Export Citation
  • Otte, T. L., 2008a: The impact of nudging in the meteorological model for retrospective air quality simulations. Part I: Evaluation against national observation networks. J. Appl. Meteor. Climatol., 47, 1853–1867, doi:10.1175/2007JAMC1790.1.

    • Search Google Scholar
    • Export Citation
  • Otte, T. L., 2008b: The impact of nudging in the meteorological model for retrospective air quality simulations. Part II: Evaluating collocated meteorological and air quality observations. J. Appl. Meteor. Climatol., 47, 1868–1887, doi:10.1175/2007JAMC1791.1.

    • Search Google Scholar
    • Export Citation
  • Schroeder, A. J., D. R. Stauffer, N. L. Seaman, A. Deng, A. M. Gibbs, G. K. Hunter, and G. S. Young, 2006: Evaluation of a high-resolution, rapidly relocatable meteorological nowcasting and prediction system. Mon. Wea. Rev., 134, 1237–1265, doi:10.1175/MWR3118.1.

    • Search Google Scholar
    • Export Citation
  • Skamarock, W. C., and Coauthors, 2008: A description of the Advanced Research WRF version 3. NCAR Tech Note NCAR/TN-475+STR, 113 pp. [Available online at http://www.mmm.ucar.edu/wrf/users/docs/arw_v3_bw.pdf.]

  • Stauffer, D. R., and N. L. Seaman, 1994: Multiscale four-dimensional data assimilation. J. Appl. Meteor., 33, 416–434, doi:10.1175/1520-0450(1994)033<0416:MFDDA>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Tippett, M., J. Anderson, C. Bishop, T. Hamill, and J. Whitaker, 2003: Ensemble square root filters. Mon. Wea. Rev., 131, 1485–1490, doi:10.1175/1520-0493(2003)131<1485:ESRF>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • van Leeuwen, P. J., 2010: Nonlinear data assimilation in geosciences: An extremely efficient particle filter. Quart. J. Roy. Meteor. Soc.,136, 1991–1999, doi:10.1002/qj699.

  • Wang, X., 2010: Incorporating ensemble covariance in the gridpoint statistical interpolation variational minimization: A mathematical framework. Mon. Wea. Rev., 138, 2990–2995, doi:10.1175/2010MWR3245.1.

    • Search Google Scholar
    • Export Citation
  • Wang, X., T. M. Hamill, J. S. Whitaker, and C. H. Bishop, 2007: A comparison of hybrid ensemble transform Kalman filter-OI and ensemble square-root filter analysis schemes. Mon. Wea. Rev., 135, 1055–1076, doi:10.1175/MWR3307.1.

    • Search Google Scholar
    • Export Citation
  • Wang, X., T. M. Hamill, J. S. Whitaker, and C. H. Bishop, 2009: A comparison of the hybrid and EnSRF analysis schemes in the presence of model errors due to unresolved scales. Mon. Wea. Rev., 137, 3219–3232, doi:10.1175/2009MWR2923.1.

    • Search Google Scholar
    • Export Citation
  • Whitaker, J. S., and T. M. Hamill, 2002: Ensemble data assimilation without perturbed observations. Mon. Wea. Rev., 130, 1913–1924, doi:10.1175/1520-0493(2002)130<1913:EDAWPO>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Whitaker, J. S., and T. M. Hamill, 2012: Evaluating methods to account for system errors in ensemble data assimilation. Mon. Wea. Rev., 140, 3078–3089, doi:10.1175/MWR-D-11-00276.1.

    • Search Google Scholar
    • Export Citation
All Time Past Year Past 30 Days
Abstract Views 0 0 0
Full Text Views 1887 1001 356
PDF Downloads 1274 453 28