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Shu-Chih Yang, Eugenia Kalnay, and Brian Hunt

Abstract

An ensemble Kalman filter (EnKF) is optimal only for linear models because it assumes Gaussian distributions. A new type of outer loop, different from the one used in 3D and 4D variational data assimilation (Var), is proposed for EnKF to improve its ability to handle nonlinear dynamics, especially for long assimilation windows. The idea of the “running in place” (RIP) algorithm is to increase the observation influence by reusing observations when there is strong nonlinear error growth, and thus improve the ensemble mean and perturbations within the local ensemble transform Kalman filter (LETKF) framework. The “quasi-outer-loop” (QOL) algorithm, proposed here as a simplified version of RIP, aims to improve the ensemble mean so that ensemble perturbations are centered at a more accurate state.

The performances of LETKF–RIP and LETKF–QOL in the presence of nonlinearities are tested with the three-variable model. Results show that RIP and QOL allow LETKF to use longer assimilation windows with significant improvement of the analysis accuracy during periods of high nonlinear growth. For low-frequency observations (every 25 time steps, leading to long assimilation windows), and using the optimal inflation, the standard LETKF RMS error is 0.68, whereas for QOL and RIP the RMS errors are 0.47 and 0.35, respectively. This can be compared to the best 4D-Var analysis error of 0.53, obtained by using both the optimal long assimilation windows (75 time steps) and quasi-static variational analysis.

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Monika Krysta, Eric Blayo, Emmanuel Cosme, and Jacques Verron

Abstract

In the standard four-dimensional variational data assimilation (4D-Var) algorithm the background error covariance matrix remains static over time. It may therefore be unable to correctly take into account the information accumulated by a system into which data are gradually being assimilated.

A possible method for remedying this flaw is presented and tested in this paper. A hybrid variational-smoothing algorithm is based on a reduced-rank incremental 4D-Var. Its consistent coupling to a singular evolutive extended Kalman (SEEK) smoother ensures the evolution of the matrix. In the analysis step, a low-dimensional error covariance matrix is updated so as to take into account the increased confidence level in the state vector it describes, once the observations have been introduced into the system. In the forecast step, the basis spanning the corresponding control subspace is propagated via the tangent linear model.

The hybrid method is implemented and tested in twin experiments employing a shallow-water model. The background error covariance matrix is initialized using an EOF decomposition of a sample of model states. The quality of the analyses and the information content in the bases spanning control subspaces are also assessed. Several numerical experiments are conducted that differ with regard to the initialization of the matrix. The feasibility of the method is illustrated. Since improvement due to the hybrid method is not universal, configurations that benefit from employing it instead of the standard 4D-Var are described and an explanation of the possible reasons for this is proposed.

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Zhiyong Meng and Fuqing Zhang

Abstract

Ensemble-based data assimilation is a state estimation technique that uses short-term ensemble forecasts to estimate flow-dependent background error covariance and is best known by varying forms of ensemble Kalman filters (EnKFs). The EnKF has recently emerged as one of the primary alternatives to the variational data assimilation methods widely used in both global and limited-area numerical weather prediction models. In addition to comparing the EnKF with variational methods, this article reviews recent advances and challenges in the development and applications of the EnKF, including its hybrid with variational methods, in limited-area models that resolve weather systems from convective to meso- and regional scales.

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Tijana Janjić, Lars Nerger, Alberta Albertella, Jens Schröter, and Sergey Skachko

Abstract

Ensemble Kalman filter methods are typically used in combination with one of two localization techniques. One technique is covariance localization, or direct forecast error localization, in which the ensemble-derived forecast error covariance matrix is Schur multiplied with a chosen correlation matrix. The second way of localization is by domain decomposition. Here, the assimilation is split into local domains in which the assimilation update is performed independently. Domain localization is frequently used in combination with filter algorithms that use the analysis error covariance matrix for the calculation of the gain like the ensemble transform Kalman filter (ETKF) and the singular evolutive interpolated Kalman filter (SEIK). However, since the local assimilations are performed independently, smoothness of the analysis fields across the subdomain boundaries becomes an issue of concern.

To address the problem of smoothness, an algorithm is introduced that uses domain localization in combination with a Schur product localization of the forecast error covariance matrix for each local subdomain. On a simple example, using the Lorenz-40 system, it is demonstrated that this modification can produce results comparable to those obtained with direct forecast error localization. In addition, these results are compared to the method that uses domain localization in combination with weighting of observations. In the simple example, the method using weighting of observations is less accurate than the new method, particularly if the observation errors are small.

Domain localization with weighting of observations is further examined in the case of assimilation of satellite data into the global finite-element ocean circulation model (FEOM) using the local SEIK filter. In this example, the use of observational weighting improves the accuracy of the analysis. In addition, depending on the correlation function used for weighting, the spectral properties of the solution can be improved.

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Takuya Kawabata, Tohru Kuroda, Hiromu Seko, and Kazuo Saito

Abstract

A cloud-resolving nonhydrostatic four-dimensional variational data assimilation system (NHM-4DVAR) was modified to directly assimilate radar reflectivity and applied to a data assimilation experiment using actual observations of a heavy rainfall event. Modifications included development of an adjoint model of the warm rain process, extension of control variables, and development of an observation operator for radar reflectivity.

The responses of the modified NHM-4DVAR were confirmed by single-observation assimilation experiments for an isolated deep convection, using pseudo-observations of rainwater at the initial and end times of the data assimilation window. The results showed that the intensity of convection could be adjusted by assimilating appropriate observations of rainwater near the convection and that undesirable convection could be suppressed by assimilating small or no reflectivity.

An assimilation experiment using actual observations of a local heavy rainfall in the Tokyo, Japan, metropolitan area was conducted with a horizontal resolution of 2 km. Precipitable water vapor derived from global positioning system data was assimilated at 5-min intervals within 30-min assimilation windows, and surface and wind profiler data were assimilated at 10-min intervals. Doppler radial wind and radar-reflectivity data below the elevation angle of 5.4° were assimilated at 1-min intervals.

The 4DVAR assimilation reproduced a line-shaped rainband with a shape and intensity consistent with the observation. Assimilation of radar-reflectivity data intensified the rainband and suppressed false convection. The simulated rainband lasted for 1 h in the extended forecast and then gradually decayed. Sustaining the low-level convergence produced by northerly winds in the western part of the rainband was key to prolonging the predictability of the convective system.

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José A. Aravéquia, Istvan Szunyogh, Elana J. Fertig, Eugenia Kalnay, David Kuhl, and Eric J. Kostelich

Abstract

This paper evaluates a strategy for the assimilation of satellite radiance observations with the local ensemble transform Kalman filter (LETKF) data assimilation scheme. The assimilation strategy includes a mechanism to select the radiance observations that are assimilated at a given grid point and an ensemble-based observation bias-correction technique. Numerical experiments are carried out with a reduced (T62L28) resolution version of the model component of the National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS). The observations used for the evaluation of the assimilation strategy are AMSU-A level 1B brightness temperature data from the Earth Observing System (EOS) Aqua spacecraft. The assimilation of these observations, in addition to all operationally assimilated nonradiance observations, leads to a statistically significant improvement of both the temperature and wind analysis in the Southern Hemisphere. This result suggests that the LETKF, combined with the proposed data assimilation strategy for the assimilation of satellite radiance observations, can efficiently extract information from radiance observations.

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Chiara Piccolo

Abstract

Numerical weather forecasting errors grow with time. Error growth results from the amplification of small perturbations due to atmospheric instability or from model deficiencies during model integration. In current NWP systems, the dimension of the forecast error covariance matrices is far too large for these matrices to be represented explicitly. They must be approximated.

This paper focuses on comparing the growth of forecast error from covariances modeled by the Met Office operational four-dimensional variational data assimilation (4DVAR) and ensemble transform Kalman filter (ETKF) methods over a period of 24 h. The growth of forecast errors implied by 4DVAR is estimated by drawing a random sample of initial conditions from a Gaussian distribution with the standard deviations given by the background error covariance matrix and then evolving the sample forward in time using linearized dynamics. The growth of the forecast error modeled by the ETKF is estimated by propagating the full nonlinear model in time starting from initial conditions generated by an ETKF. This method includes model errors in two ways: by using an inflation factor and by adding model perturbations through a stochastic physics scheme. Finally, these results are compared with a benchmark of the climatological error.

The forecast error predicted by the implicit evolution of 4DVAR does not grow, regardless of the dataset used to generate the static background error covariance statistics. The forecast error predicted by the ETKF grows more rapidly because the ETKF selects balanced initial perturbations, which project onto rapidly growing modes. Finally, in both cases it is not possible to disentangle the contribution of the initial condition error from the model error.

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Craig H. Bishop and Daniel Hodyss

Abstract

An adaptive ensemble covariance localization technique, previously used in “local” forms of the ensemble Kalman filter, is extended to a global ensemble four-dimensional variational data assimilation (4D-VAR) scheme. The purely adaptive part of the localization matrix considered is given by the element-wise square of the correlation matrix of a smoothed ensemble of streamfunction perturbations. It is found that these purely adaptive localization functions have spurious far-field correlations as large as 0.1 with a 128-member ensemble. To attenuate the spurious features of the purely adaptive localization functions, the authors multiply the adaptive localization functions with very broadscale nonadaptive localization functions. Using the Navy’s operational ensemble forecasting system, it is shown that the covariance localization functions obtained by this approach adapt to spatially anisotropic aspects of the flow, move with the flow, and are free of far-field spurious correlations. The scheme is made computationally feasible by (i) a method for inexpensively generating the square root of an adaptively localized global four-dimensional error covariance model in terms of products or modulations of smoothed ensemble perturbations with themselves and with raw ensemble perturbations, and (ii) utilizing algorithms that speed ensemble covariance localization when localization functions are separable, variable-type independent, and/or large scale. In spite of the apparently useful characteristics of adaptive localization, single analysis/forecast experiments assimilating 583 200 observations over both 6- and 12-h data assimilation windows failed to identify any significant difference in the quality of the analyses and forecasts obtained using nonadaptive localization from that obtained using adaptive localization.

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Steven J. Greybush, Eugenia Kalnay, Takemasa Miyoshi, Kayo Ide, and Brian R. Hunt

Abstract

In ensemble Kalman filter (EnKF) data assimilation, localization modifies the error covariance matrices to suppress the influence of distant observations, removing spurious long-distance correlations. In addition to allowing efficient parallel implementation, this takes advantage of the atmosphere’s lower dimensionality in local regions. There are two primary methods for localization. In B localization, the background error covariance matrix elements are reduced by a Schur product so that correlations between grid points that are far apart are removed. In R localization, the observation error covariance matrix is multiplied by a distance-dependent function, so that far away observations are considered to have infinite error. Successful numerical weather prediction depends upon well-balanced initial conditions to avoid spurious propagation of inertial-gravity waves. Previous studies note that B localization can disrupt the relationship between the height gradient and the wind speed of the analysis increments, resulting in an analysis that can be significantly ageostrophic.

This study begins with a comparison of the accuracy and geostrophic balance of EnKF analyses using no localization, B localization, and R localization with simple one-dimensional balanced waves derived from the shallow-water equations, indicating that the optimal length scale for R localization is shorter than for B localization, and that for the same length scale R localization is more balanced. The comparison of localization techniques is then expanded to the Simplified Parameterizations, Primitive Equation Dynamics (SPEEDY) global atmospheric model. Here, natural imbalance of the slow manifold must be contrasted with undesired imbalance introduced by data assimilation. Performance of the two techniques is comparable, also with a shorter optimal localization distance for R localization than for B localization.

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Craig H. Bishop, Daniel Hodyss, Peter Steinle, Holly Sims, Adam M. Clayton, Andrew C. Lorenc, Dale M. Barker, and Mark Buehner

Abstract

Previous descriptions of how localized ensemble covariances can be incorporated into variational (VAR) data assimilation (DA) schemes provide few clues as to how this might be done in an efficient way. This article serves to remedy this hiatus in the literature by deriving a computationally efficient algorithm for using nonadaptively localized four-dimensional (4D) or three-dimensional (3D) ensemble covariances in variational DA. The algorithm provides computational advantages whenever (i) the localization function is a separable product of a function of the horizontal coordinate and a function of the vertical coordinate, (ii) and/or the localization length scale is much larger than the model grid spacing, (iii) and/or there are many variable types associated with each grid point, (iv) and/or 4D ensemble covariances are employed.

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