Gain Form of the Ensemble Transform Kalman Filter and Its Relevance to Satellite Data Assimilation with Model Space Ensemble Covariance Localization

Craig H. Bishop Marine Meteorology Division, Naval Research Laboratory, Monterey, California

Search for other papers by Craig H. Bishop in
Current site
Google Scholar
PubMed
Close
,
Jeffrey S. Whitaker NOAA/Earth System Research Laboratory, Boulder, Colorado

Search for other papers by Jeffrey S. Whitaker in
Current site
Google Scholar
PubMed
Close
, and
Lili Lei Nanjing University, Nanjing, China

Search for other papers by Lili Lei in
Current site
Google Scholar
PubMed
Close
Restricted access

Abstract

To ameliorate suboptimality in ensemble data assimilation, methods have been introduced that involve expanding the ensemble size. Such expansions can incorporate model space covariance localization and/or estimates of climatological or model error covariances. Model space covariance localization in the vertical overcomes problematic aspects of ensemble-based satellite data assimilation. In the case of the ensemble transform Kalman filter (ETKF), the expanded ensemble size associated with vertical covariance localization would also enable the simultaneous update of entire vertical columns of model variables from hyperspectral and multispectral satellite sounders. However, if the original formulation of the ETKF were applied to an expanded ensemble, it would produce an analysis ensemble that was the same size as the expanded forecast ensemble. This article describes a variation on the ETKF called the gain ETKF (GETKF) that takes advantage of covariances from the expanded ensemble, while producing an analysis ensemble that has the required size of the unexpanded forecast ensemble. The approach also yields an inflation factor that depends on the localization length scale that causes the GETKF to perform differently to an ensemble square root filter (EnSRF) using the same expanded ensemble. Experimentation described herein shows that the GETKF outperforms a range of alternative ETKF-based solutions to the aforementioned problems. In cycling data assimilation experiments with a newly developed storm-track version of the Lorenz-96 model, the GETKF analysis root-mean-square error (RMSE) matches the EnSRF RMSE at shorter than optimal localization length scales but is superior in that it yields smaller RMSEs for longer localization length scales.

© 2017 American Meteorological Society. For information regarding reuse of this content and general copyright information, consult the AMS Copyright Policy (www.ametsoc.org/PUBSReuseLicenses).

Corresponding author: Craig H. Bishop, bishop@nrlmry.navy.mil

Abstract

To ameliorate suboptimality in ensemble data assimilation, methods have been introduced that involve expanding the ensemble size. Such expansions can incorporate model space covariance localization and/or estimates of climatological or model error covariances. Model space covariance localization in the vertical overcomes problematic aspects of ensemble-based satellite data assimilation. In the case of the ensemble transform Kalman filter (ETKF), the expanded ensemble size associated with vertical covariance localization would also enable the simultaneous update of entire vertical columns of model variables from hyperspectral and multispectral satellite sounders. However, if the original formulation of the ETKF were applied to an expanded ensemble, it would produce an analysis ensemble that was the same size as the expanded forecast ensemble. This article describes a variation on the ETKF called the gain ETKF (GETKF) that takes advantage of covariances from the expanded ensemble, while producing an analysis ensemble that has the required size of the unexpanded forecast ensemble. The approach also yields an inflation factor that depends on the localization length scale that causes the GETKF to perform differently to an ensemble square root filter (EnSRF) using the same expanded ensemble. Experimentation described herein shows that the GETKF outperforms a range of alternative ETKF-based solutions to the aforementioned problems. In cycling data assimilation experiments with a newly developed storm-track version of the Lorenz-96 model, the GETKF analysis root-mean-square error (RMSE) matches the EnSRF RMSE at shorter than optimal localization length scales but is superior in that it yields smaller RMSEs for longer localization length scales.

© 2017 American Meteorological Society. For information regarding reuse of this content and general copyright information, consult the AMS Copyright Policy (www.ametsoc.org/PUBSReuseLicenses).

Corresponding author: Craig H. Bishop, bishop@nrlmry.navy.mil
Save
  • Anderson, J. L., 2001: An ensemble adjustment Kalman filter for data assimilation. Mon. Wea. Rev., 129, 28842903, doi:10.1175/1520-0493(2001)129<2884:AEAKFF>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Anderson, J. L., and L. Lei, 2013: Empirical localization of observation impact in ensemble Kalman filters. Mon. Wea. Rev., 141, 41404153, doi:10.1175/MWR-D-12-00330.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Bishop, C. H., and D. Hodyss, 2009: Ensemble covariances adaptively localized with ECO-RAP. Part 2: A strategy for the atmosphere. Tellus, 61A, 97111, doi:10.1111/j.1600-0870.2008.00372.x.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Bishop, C. H., and D. Hodyss, 2011: Adaptive ensemble covariance localization in ensemble 4D-VAR state estimation. Mon. Wea. Rev., 139, 12411255, doi:10.1175/2010MWR3403.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Bishop, C. H., and E. A. Satterfield, 2013: Hidden error variance theory. Part I: Exposition and analytic model. Mon. Wea. Rev., 141, 14541468, doi:10.1175/MWR-D-12-00118.1.

    • Crossref
    • 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, 420436, doi:10.1175/1520-0493(2001)129<0420:ASWTET>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Bonavita, M., M. Hamrud, and L. Isaksen, 2015: EnKF and hybrid gain ensemble data assimilation. Part II: EnKF and hybrid gain results. Mon. Wea. Rev., 143, 48654882, doi:10.1175/MWR-D-15-0071.1.

    • Crossref
    • 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, 17191724, doi:10.1175/1520-0493(1998)126<1719:ASITEK>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Campbell, W. F., C. H. Bishop, and D. Hodyss, 2010: Covariance localization for satellite radiances in ensemble Kalman filters. Mon. Wea. Rev., 138, 282290, doi:10.1175/2009MWR3017.1.

    • Crossref
    • 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, 723757, doi:10.1002/qj.49712555417.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Hamill, T. M., J. S. Whitaker, and S. Snyder, 2001: Distance-dependent filtering of background error covariance estimates in an ensemble Kalman filter. Mon. Wea. Rev., 129, 27762790, doi:10.1175/1520-0493(2001)129<2776:DDFOBE>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Hamrud, M., M. Bonavita, and L. Isaksen, 2015: EnKF and hybrid gain ensemble data assimilation. Part I: EnKF implementation. Mon. Wea. Rev., 143, 48474864, doi:10.1175/MWR-D-14-00333.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Hodyss, D., W. Campbell, and J. Whitaker, 2016: Observation-dependent posterior inflation for the ensemble Kalman filter. Mon. Wea. Rev., 144, 26672684, doi:10.1175/MWR-D-15-0329.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Houtekamer, P. L., and H. L. Mitchell, 1998: Data assimilation using an ensemble Kalman filter technique. Mon. Wea. Rev., 126, 796811, doi:10.1175/1520-0493(1998)126<0796:DAUAEK>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Hunt, B. R., E. J. Kostelich, and S. Szunyogh, 2007: Efficient data assimilation for spatiotemporal chaos: A local ensemble transform Kalman filter. Physica D, 230, 112126, doi:10.1016/j.physd.2006.11.008.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Kretschmer, M., B. R. Hunt, and E. Ott, 2015: Data assimilation using a climatologically augmented local ensemble transform Kalman filter. Tellus, 67A, 26617, https://dx.doi.org/10.3402/tellusa.v67.26617.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Leng, H., J. Song, F. Lu, and X. Cao, 2013: A new data assimilation scheme: The space-expanded ensemble localization Kalman filter. Adv. Meteor., 2013, 410812, doi:10.1155/2013/410812.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Lorenz, E. N., and K. A. Emanuel, 1998: Optimal sites for supplementary weather observations: Simulations with a small model. J. Atmos. Sci., 55, 399414, doi:10.1175/1520-0469(1998)055<0399:OSFSWO>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Penny, S. G., 2014: The hybrid local ensemble transform Kalman filter. Mon. Wea. Rev., 142, 21392149, doi:10.1175/MWR-D-13-00131.1.

  • Penny, S. G., D. W. Behringer, J. A. Carton, and E. Kalnay, 2015: A hybrid Global Ocean Data Assimilation System at NCEP. Mon. Wea. Rev., 143, 46604677, doi:10.1175/MWR-D-14-00376.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Sommer, M., and T. Janjic, 2017: A flexible additive inflation scheme for treating model error in ensemble Kalman filters. Proc. 19th European Geophysical Union General Assembly, Vienna, Austria, EGU2017-7393, http://meetingorganizer.copernicus.org/EGU2017/EGU2017-7393.pdf.

  • Wang, X., C. H. Bishop, and S. J. Julier, 2004: Which is better, an ensemble of positive–negative pairs or a centered spherical simplex ensemble? Mon. Wea. Rev., 132, 15901605, doi:10.1175/1520-0493(2004)132<1590:WIBAEO>2.0.CO;2.

    • Crossref
    • 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–Optimum interpolation and ensemble square root filter analysis schemes. Mon. Wea. Rev., 135, 10551076, doi:10.1175/MWR3307.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Whitaker, J. S., 2016: Performing model space localization for satellite radiances in an ensemble Kalman filter. 20th Conf. on Integrated Observing and Assimilation Systems for the Atmosphere, Oceans, and Land Surface (IOAS-AOLS), New Orleans, LA, Amer. Meteor. Soc., P253, https://ams.confex.com/ams/96Annual/webprogram/Paper281727.html.

  • Whitaker, J. S., and T. M. Hamill, 2002: Ensemble data assimilation without perturbed observations. Mon. Wea. Rev., 130, 19131924, doi:10.1175/1520-0493(2002)130<1913:EDAWPO>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
All Time Past Year Past 30 Days
Abstract Views 0 0 0
Full Text Views 1759 683 66
PDF Downloads 1663 531 44