Correlation-Cutoff Method for Covariance Localization in Strongly Coupled Data Assimilation

Takuma Yoshida Department of Atmospheric and Oceanic Science, University of Maryland, College Park, College Park, Maryland, and Climate Prediction Division, Japan Meteorological Agency, Tokyo, Japan

Search for other papers by Takuma Yoshida in
Current site
Google Scholar
PubMed
Close
and
Eugenia Kalnay Department of Atmospheric and Oceanic Science, University of Maryland, College Park, College Park, Maryland

Search for other papers by Eugenia Kalnay in
Current site
Google Scholar
PubMed
Close
Restricted access

Abstract

Strongly coupled data assimilation (SCDA), where observations of one component of a coupled model are allowed to directly impact the analysis of other components, sometimes fails to improve the analysis accuracy with an ensemble Kalman filter (EnKF) as compared with weakly coupled data assimilation (WCDA). It is well known that an observation’s area of influence should be localized in EnKFs since the assimilation of distant observations often degrades the analysis because of spurious correlations. This study derives a method to estimate the reduction of the analysis error variance by using estimates of the cross covariances between the background errors of the state variables in an idealized situation. It is shown that the reduction of analysis error variance is proportional to the squared background error correlation between the analyzed and observed variables. From this, the authors propose an offline method to systematically select which observations should be assimilated into which model state variable by cutting off the assimilation of observations when the squared background error correlation between the observed and analyzed variables is small. The proposed method is tested with the local ensemble transform Kalman filter (LETKF) and a nine-variable coupled model, in which three Lorenz models with different time scales are coupled with each other. The covariance localization with the correlation-cutoff method achieves an analysis more accurate than either the full SCDA or the WCDA methods, especially with smaller ensemble sizes.

© 2018 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: Takuma Yoshida, tyoshida@umd.edu

Abstract

Strongly coupled data assimilation (SCDA), where observations of one component of a coupled model are allowed to directly impact the analysis of other components, sometimes fails to improve the analysis accuracy with an ensemble Kalman filter (EnKF) as compared with weakly coupled data assimilation (WCDA). It is well known that an observation’s area of influence should be localized in EnKFs since the assimilation of distant observations often degrades the analysis because of spurious correlations. This study derives a method to estimate the reduction of the analysis error variance by using estimates of the cross covariances between the background errors of the state variables in an idealized situation. It is shown that the reduction of analysis error variance is proportional to the squared background error correlation between the analyzed and observed variables. From this, the authors propose an offline method to systematically select which observations should be assimilated into which model state variable by cutting off the assimilation of observations when the squared background error correlation between the observed and analyzed variables is small. The proposed method is tested with the local ensemble transform Kalman filter (LETKF) and a nine-variable coupled model, in which three Lorenz models with different time scales are coupled with each other. The covariance localization with the correlation-cutoff method achieves an analysis more accurate than either the full SCDA or the WCDA methods, especially with smaller ensemble sizes.

© 2018 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: Takuma Yoshida, tyoshida@umd.edu
Save
  • Anderson, J. L., 2003: A local least squares framework for ensemble filtering. Mon. Wea. Rev., 131, 634642, https://doi.org/10.1175/1520-0493(2003)131<0634:ALLSFF>2.0.CO;2.

    • Crossref
    • 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 14310 162, https://doi.org/10.1029/94JC00572.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Gelb, A., J. F. Kasper Jr., A. N. Raymond Jr., C. F. Price, and A. A. Sutherland Jr., 1974: Applied Optimal Estimation. M.I.T. Press, 374 pp.

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

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Han, G., X. Wu, S. Zhang, Z. Liu, and W. Li, 2013: Error covariance estimation for coupled data assimilation using a Lorenz atmosphere and a simple pycnocline ocean model. J. Climate, 26, 10 21810 231, https://doi.org/10.1175/JCLI-D-13-00236.1.

    • Crossref
    • 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, 123137, https://doi.org/10.1175/1520-0493(2001)129<0123:ASEKFF>2.0.CO;2.

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

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Kalman, R. E., 1960: A new approach to linear filtering and prediction problems. J. Basic Eng., 82, 3545, https://doi.org/10.1115/1.3662552.

  • Kang, J.-S., E. Kalnay, J. Liu, I. Fung, T. Miyoshi, and K. Ide, 2011: “Variable localization” in an ensemble Kalman filter: Application to the carbon cycle data assimilation. J. Geophys. Res., 116, D09110, https://doi.org/10.1029/2010JD014673.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Laloyaux, P., M. Balmaseda, D. Dee, K. Mogensen, and P. Janssen, 2016: A coupled data assimilation system for climate reanalysis. Quart. J. Roy. Meteor. Soc., 142, 6578, https://doi.org/10.1002/qj.2629.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Li, H., E. Kalnay, and T. Miyoshi, 2009: Simultaneous estimation of covariance inflation and observation errors within an ensemble Kalman filter. Quart. J. Roy. Meteor. Soc., 135, 523533, https://doi.org/10.1002/qj.371.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Lorenz, E. N., 1963: Deterministic nonperiodic flow. J. Atmos. Sci., 20, 130141, https://doi.org/10.1175/1520-0469(1963)020<0130:DNF>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Lu, F., Z. Liu, S. Zhang, and Y. Liu, 2015a: Strongly coupled data assimilation using leading averaged coupled covariance (LACC). Part I: Simple model study. Mon. Wea. Rev., 143, 38233837, https://doi.org/10.1175/MWR-D-14-00322.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Lu, F., Z. Liu, S. Zhang, Y. Liu, and R. Jacob, 2015b: Strongly coupled data assimilation using leading averaged coupled covariance (LACC). Part II: CGCM experiments. Mon. Wea. Rev., 143, 46454659, https://doi.org/10.1175/MWR-D-15-0088.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Mulholland, D. P., P. Laloyaux, K. Haines, and M. A. Balmaseda, 2015: Origin and impact of initialization shocks in coupled atmosphere-ocean forecasts. Mon. Wea. Rev., 143, 46314644, https://doi.org/10.1175/MWR-D-15-0076.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Ng, G.-H. C., D. Mclaughlin, D. Entekhabi, and A. Ahanin, 2011: The role of model dynamics in ensemble Kalman filter performance for chaotic systems. Tellus, 63A, 958977, https://doi.org/10.1111/j.1600-0870.2011.00539.x.

    • Search Google Scholar
    • Export Citation
  • Norwood, A., E. Kalnay, K. Ide, S.-C. Yang, and C. Wolfe, 2013: Lyapunov, singular and bred vectors in a multi-scale system: An empirical exploration of vectors related to instabilities. J. Phys. A, 46, 254021, https://doi.org/10.1088/1751-8113/46/25/254021.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Peña, M., and E. Kalnay, 2004: Separating fast and slow modes in coupled chaotic systems. Nonlinear Processes Geophys., 11, 319327, https://doi.org/10.5194/npg-11-319-2004.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Penny, S. G., and T. M. Hamill, 2017: Coupled data assimilation for integrated earth system analysis and prediction. Bull. Amer. Meteor. Soc., 98, ES169ES172, https://doi.org/10.1175/BAMS-D-17-0036.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Ruiz-Barradas, A., E. Kalnay, M. Peña, A. E. BozorgMagham, and S. Motesharrei, 2017: Finding the driver of local ocean–atmosphere coupling in reanalyses and CMIP5 climate models. Climate Dyn., 48, 21532172, https://doi.org/10.1007/s00382-016-3197-1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Saha, S., and Coauthors, 2010: The NCEP Climate Forecast System Reanalysis. Bull. Amer. Meteor. Soc., 91, 10151057, https://doi.org/10.1175/2010BAMS3001.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Sakov, P., and P. R. Oke, 2008: Implications of the form of the ensemble transformation in the ensemble square root filters. Mon. Wea. Rev., 136, 10421053, https://doi.org/10.1175/2007MWR2021.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Sluka, T. C., S. G. Penny, E. Kalnay, and T. Miyoshi, 2016: Assimilating atmospheric observations into the ocean using strongly coupled ensemble data assimilation. Geophys. Res. Lett., 43, 752759, https://doi.org/10.1002/2015GL067238.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Smith, P. J., A. S. Lawless, and N. K. Nichols, 2017: Estimating forecast error covariances for strongly coupled atmosphere–ocean 4D-Var data assimilation. Mon. Wea. Rev., 145, 40114035, https://doi.org/10.1175/MWR-D-16-0284.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Tardif, R., G. J. Hakim, and C. Snyder, 2014: Coupled atmosphere-ocean data assimilation experiments with a low-order climate model. Climate Dyn., 43, 16311643, https://doi.org/10.1007/s00382-013-1989-0.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Tippett, M. K., J. L. Anderson, C. H. Bishop, T. M. Hamill, and J. S. Whitaker, 2003: Ensemble square root filters. Mon. Wea. Rev., 131, 14851490, https://doi.org/10.1175/1520-0493(2003)131<1485:ESRF>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Trevisan, A., and L. Palatella, 2011: On the Kalman Filter error covariance collapse into the unstable subspace. Nonlinear Processes Geophys., 18, 243250, https://doi.org/10.5194/npg-18-243-2011.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Wang, X., and C. H. Bishop, 2003: A comparison of breeding and ensemble transform Kalman filter ensemble forecast schemes. J. Atmos. Sci., 60, 11401158, https://doi.org/10.1175/1520-0469(2003)060<1140:ACOBAE>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Yang, S.-C., and Coauthors, 2006: Data assimilation as synchronization of truth and model: Experiments with the three-variable Lorenz system. J. Atmos. Sci., 63, 23402354, https://doi.org/10.1175/JAS3739.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Zhang, S., M. J. Harrison, A. Rosati, and A. Wittenberg, 2007: System design and evaluation of coupled ensemble data assimilation for global oceanic climate studies. Mon. Wea. Rev., 135, 35413564, https://doi.org/10.1175/MWR3466.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
All Time Past Year Past 30 Days
Abstract Views 0 0 0
Full Text Views 1692 1101 314
PDF Downloads 592 102 10