scholarly journals Time-Expanded Sampling for Ensemble Kalman Filter: Assimilation Experiments with Simulated Radar Observations

2008 ◽  
Vol 136 (7) ◽  
pp. 2651-2667 ◽  
Author(s):  
Qin Xu ◽  
Huijuan Lu ◽  
Shouting Gao ◽  
Ming Xue ◽  
Mingjing Tong

Abstract A time-expanded sampling approach is proposed for the ensemble Kalman filter (EnKF). This approach samples a series of perturbed state vectors from each prediction run not only at the analysis time (as the conventional approach does) but also at other time levels in the vicinity of the analysis time. Since all the sampled state vectors are used to construct the ensemble, the number of required prediction runs can be much smaller than the ensemble size and this can reduce the computational cost. Since the sampling time interval can be adjusted to optimize the ensemble spread and enrich the ensemble structures, the proposed approach can improve the EnKF performance even though the number of prediction runs is greatly reduced. The potential merits of the time-expanded sampling approach are demonstrated by assimilation experiments with simulated radar observations for a supercell storm case.

2009 ◽  
Vol 137 (6) ◽  
pp. 1805-1824 ◽  
Author(s):  
Altuğ Aksoy ◽  
David C. Dowell ◽  
Chris Snyder

Abstract The effectiveness of the ensemble Kalman filter (EnKF) for assimilating radar observations at convective scales is investigated for cases whose behaviors span supercellular, linear, and multicellular organization. The parallel EnKF algorithm of the Data Assimilation Research Testbed (DART) is used for data assimilation, while the Weather Research and Forecasting (WRF) Model is employed as a simplified cloud model at 2-km horizontal grid spacing. In each case, reflectivity and radial velocity measurements are utilized from a single Weather Surveillance Radar-1988 Doppler (WSR-88D) within the U.S. operational network. Observations are assimilated every 2 min for a duration of 60 min and correction of folded radial velocities occurs within the EnKF. Initial ensemble uncertainty includes random perturbations to the horizontal wind components of the initial environmental sounding. The EnKF performs effectively and with robust results across all the cases. Over the first 18–30 min of assimilation, the rms and domain-averaged prior fits to observations in each case improve significantly from their initial levels, reaching comparable values of 3–6 m s−1 and 7–10 dBZ. Representation of mesoscale uncertainty, albeit in the simplest form of initial sounding perturbations, is a critical part of the assimilation system, as it increases ensemble spread and improves filter performance. In addition, assimilation of “no precipitation” observations (i.e., reflectivity observations with values small enough to indicate the absence of precipitation) serves to suppress spurious convection in ensemble members. At the same time, it is clear that the assimilation is far from optimal, as the ensemble spread is consistently smaller than what would be expected from the innovation statistics and the assumed observation-error variance.


2011 ◽  
Vol 139 (1) ◽  
pp. 272-294 ◽  
Author(s):  
David C. Dowell ◽  
Louis J. Wicker ◽  
Chris Snyder

Abstract Ensemble Kalman filter (EnKF) techniques have been proposed for obtaining atmospheric state estimates on the scale of individual convective storms from radar and other observations, but tests of these methods with observations of real convective storms are still very limited. In the current study, radar observations of the 8 May 2003 Oklahoma City tornadic supercell thunderstorm were assimilated into the National Severe Storms Laboratory (NSSL) Collaborative Model for Multiscale Atmospheric Simulation (NCOMMAS) with an EnKF method. The cloud model employed 1-km horizontal grid spacing, a single-moment bulk precipitation-microphysics scheme, and a base state initialized with sounding data. A 50-member ensemble was produced by randomly perturbing base-state wind profiles and by regularly adding random local perturbations to the horizontal wind, temperature, and water vapor fields in and near observed precipitation. In a reference experiment, only Doppler-velocity observations were assimilated into the NCOMMAS ensemble. Then, radar-reflectivity observations were assimilated together with Doppler-velocity observations in subsequent experiments. Influences that reflectivity observations have on storm-scale analyses were revealed through parameter-space experiments by varying observation availability, observation errors, ensemble spread, and choices for what model variables were updated when a reflectivity observation was assimilated. All experiments produced realistic storm-scale analyses that compared favorably with independent radar observations. Convective storms in the NCOMMAS ensemble developed more quickly when reflectivity observations and velocity observations were both assimilated rather than only velocity, presumably because the EnKF utilized covariances between reflectivity and unobserved model fields such as cloud water and vertical velocity in efficiently developing realistic storm features. Recurring spatial patterns in the differences between predicted and observed reflectivity were noted particularly at low levels, downshear of the supercell’s updraft, in the anvil of moderate-to-light precipitation, where reflectivity in the model was typically lower than observed. Bias errors in the predicted rain mixing ratios and/or the size distributions that the bulk scheme associates with these mixing ratios are likely responsible for this reflectivity underprediction. When a reflectivity observation is assimilated, bias errors in the model fields associated with reflectivity (rain, snow, and hail–graupel) can be projected into other model variables through the ensemble covariances. In the current study, temperature analyses in the downshear anvil at low levels, where reflectivity was underpredicted, were very sensitive both to details of the assimilation algorithm and to ensemble spread in temperature. This strong sensitivity suggests low confidence in analyses of low-level cold pools obtained through reflectivity-data assimilation.


2010 ◽  
Vol 27 (4) ◽  
pp. 753-765 ◽  
Author(s):  
Liying Wan ◽  
Laurent Bertino ◽  
Jiang Zhu

Abstract The ensemble Kalman filter (EnKF) has proven its efficiency in strongly nonlinear dynamical systems but is demanding in its computing power requirements, which are typically about the same as those of the four-dimensional variational data assimilation (4DVAR) systems presently used in several weather forecasting centers. A simplified version of EnKF, the so-called ensemble optimal interpolation (EnOI), requires only a small fraction of the computing cost of the EnKF, but makes the crude assumption of no dynamical evolution of the errors. How do both these two methods compare in realistic settings of a Pacific Ocean forecasting system where the computational cost is a primary concern? In this paper the two methods are used to assimilate real altimetry data via a Hybrid Coordinate Ocean Model of the Pacific. The results are validated against the independent Argo temperature and salinity profiles and show that the EnKF has the advantage in terms of both temperature and salinity and in all parts of the domain, although not with a very striking difference.


2012 ◽  
Vol 27 (6) ◽  
pp. 1586-1597 ◽  
Author(s):  
Masaru Kunii ◽  
Takemasa Miyoshi

Abstract Sea surface temperature (SST) plays an important role in tropical cyclone (TC) life cycle evolution, but often the uncertainties in SST estimates are not considered in the ensemble Kalman filter (EnKF). The lack of uncertainties in SST generally results in the lack of ensemble spread in the atmospheric states near the sea surface, particularly for temperature and moisture. In this study, the uncertainties of SST are included by adding ensemble perturbations to the SST field, and the impact of the SST perturbations is investigated using the local ensemble transform Kalman filter (LETKF) with the Weather Research and Forecasting Model (WRF) in the case of Typhoon Sinlaku (2008). In addition to the experiment with the perturbed SST, another experiment with manually inflated ensemble perturbations near the sea surface is performed for comparison. The results indicate that the SST perturbations within EnKF generally improve analyses and their subsequent forecasts, although manually inflating the ensemble spread instead of perturbing SST does not help. Investigations of the ensemble-based forecast error covariance indicate larger scales for low-level temperature and moisture from the SST perturbations, although manual inflation of ensemble spread does not produce such structural effects on the forecast error covariance. This study suggests the importance of considering SST perturbations within ensemble-based data assimilation and promotes further studies with more sophisticated methods of perturbing SST fields such as using a fully coupled atmosphere–ocean model.


2012 ◽  
Vol 140 (7) ◽  
pp. 2335-2345 ◽  
Author(s):  
Lars Nerger ◽  
Tijana Janjić ◽  
Jens Schröter ◽  
Wolfgang Hiller

Abstract In recent years, several ensemble-based Kalman filter algorithms have been developed that have been classified as ensemble square root Kalman filters. Parallel to this development, the singular “evolutive” interpolated Kalman (SEIK) filter has been introduced and applied in several studies. Some publications note that the SEIK filter is an ensemble Kalman filter or even an ensemble square root Kalman filter. This study examines the relation of the SEIK filter to ensemble square root filters in detail. It shows that the SEIK filter is indeed an ensemble square root Kalman filter. Furthermore, a variant of the SEIK filter, the error subspace transform Kalman filter (ESTKF), is presented that results in identical ensemble transformations to those of the ensemble transform Kalman filter (ETKF), while having a slightly lower computational cost. Numerical experiments are conducted to compare the performance of three filters (SEIK, ETKF, and ESTKF) using deterministic and random ensemble transformations. The results show better performance for the ETKF and ESTKF methods over the SEIK filter as long as this filter is not applied with a symmetric square root. The findings unify the separate developments that have been performed for the SEIK filter and the other ensemble square root Kalman filters.


2016 ◽  
Vol 144 (12) ◽  
pp. 4489-4532 ◽  
Author(s):  
P. L. Houtekamer ◽  
Fuqing Zhang

Abstract This paper reviews the development of the ensemble Kalman filter (EnKF) for atmospheric data assimilation. Particular attention is devoted to recent advances and current challenges. The distinguishing properties of three well-established variations of the EnKF algorithm are first discussed. Given the limited size of the ensemble and the unavoidable existence of errors whose origin is unknown (i.e., system error), various approaches to localizing the impact of observations and to accounting for these errors have been proposed. However, challenges remain; for example, with regard to localization of multiscale phenomena (both in time and space). For the EnKF in general, but higher-resolution applications in particular, it is desirable to use a short assimilation window. This motivates a focus on approaches for maintaining balance during the EnKF update. Also discussed are limited-area EnKF systems, in particular with regard to the assimilation of radar data and applications to tracking severe storms and tropical cyclones. It seems that relatively less attention has been paid to optimizing EnKF assimilation of satellite radiance observations, the growing volume of which has been instrumental in improving global weather predictions. There is also a tendency at various centers to investigate and implement hybrid systems that take advantage of both the ensemble and the variational data assimilation approaches; this poses additional challenges and it is not clear how it will evolve. It is concluded that, despite more than 10 years of operational experience, there are still many unresolved issues that could benefit from further research. Contents Introduction...4490 Popular flavors of the EnKF algorithm...4491 General description...4491 Stochastic and deterministic filters...4492 The stochastic filter...4492 The deterministic filter...4492 Sequential or local filters...4493 Sequential ensemble Kalman filters...4493 The local ensemble transform Kalman filter...4494 Extended state vector...4494 Issues for the development of algorithms...4495 Use of small ensembles...4495 Monte Carlo methods...4495 Validation of reliability...4497 Use of group filters with no inbreeding...4498 Sampling error due to limited ensemble size: The rank problem...4498 Covariance localization...4499 Localization in the sequential filter...4499 Localization in the LETKF...4499 Issues with localization...4500 Summary...4501 Methods to increase ensemble spread...4501 Covariance inflation...4501 Additive inflation...4501 Multiplicative inflation...4502 Relaxation to prior ensemble information...4502 Issues with inflation...4503 Diffusion and truncation...4503 Error in physical parameterizations...4504 Physical tendency perturbations...4504 Multimodel, multiphysics, and multiparameter approaches...4505 Future directions...4505 Realism of error sources...4506 Balance and length of the assimilation window...4506 The need for balancing methods...4506 Time-filtering methods...4506 Toward shorter assimilation windows...4507 Reduction of sources of imbalance...4507 Regional data assimilation...4508 Boundary conditions and consistency across multiple domains...4509 Initialization of the starting ensemble...4510 Preprocessing steps for radar observations...4510 Use of radar observations for convective-scale analyses...4511 Use of radar observations for tropical cyclone analyses...4511 Other issues with respect to LAM data assimilation...4511 The assimilation of satellite observations...4512 Covariance localization...4512 Data density...4513 Bias-correction procedures...4513 Impact of covariance cycling...4514 Assumptions regarding observational error...4514 Recommendations regarding satellite observations...4515 Computational aspects...4515 Parameters with an impact on quality...4515 Overview of current parallel algorithms...4516 Evolution of computer architecture...4516 Practical issues...4517 Approaching the gray zone...4518 Summary...4518 Hybrids with variational and EnKF components...4519 Hybrid background error covariances...4519 E4DVar with the α control variable...4519 Not using linearized models with 4DEnVar...4520 The hybrid gain algorithm...4521 Open issues and recommendations...4521 Summary and discussion...4521 Stochastic or deterministic filters...4522 The nature of system error...4522 Going beyond the synoptic scales...4522 Satellite observations...4523 Hybrid systems...4523 Future of the EnKF...4523 APPENDIX A...4524 Types of Filter Divergence...4524 Classical filter divergence...4524 Catastrophic filter divergence...4524 APPENDIX B...4524 Systems Available for Download...4524 References...4525


2013 ◽  
Vol 2013 ◽  
pp. 1-13 ◽  
Author(s):  
Daniel T. Dawson II ◽  
Louis J. Wicker ◽  
Edward R. Mansell ◽  
Youngsun Jung ◽  
Ming Xue

The impact of increasing the number of predicted moments in a multimoment bulk microphysics scheme is investigated using ensemble Kalman filter analyses and forecasts of the May 8, 2003 Oklahoma City tornadic supercell storm and the analyses are validated using dual-polarization radar observations. The triple-moment version of the microphysics scheme exhibits the best performance, relative to the single- and double-moment versions, in reproducing the low-ZDRhail core and high-ZDRarc, as well as an improved probabilistic track forecast of the mesocyclone. A comparison of the impact of the improved microphysical scheme on probabilistic forecasts of the mesocyclone track with the observed tornado track is also discussed.


2014 ◽  
Vol 14 (11) ◽  
pp. 2951-2973 ◽  
Author(s):  
M. C. Rochoux ◽  
S. Ricci ◽  
D. Lucor ◽  
B. Cuenot ◽  
A. Trouvé

Abstract. This paper is the first part in a series of two articles and presents a data-driven wildfire simulator for forecasting wildfire spread scenarios, at a reduced computational cost that is consistent with operational systems. The prototype simulator features the following components: an Eulerian front propagation solver FIREFLY that adopts a regional-scale modeling viewpoint, treats wildfires as surface propagating fronts, and uses a description of the local rate of fire spread (ROS) as a function of environmental conditions based on Rothermel's model; a series of airborne-like observations of the fire front positions; and a data assimilation (DA) algorithm based on an ensemble Kalman filter (EnKF) for parameter estimation. This stochastic algorithm partly accounts for the nonlinearities between the input parameters of the semi-empirical ROS model and the fire front position, and is sequentially applied to provide a spatially uniform correction to wind and biomass fuel parameters as observations become available. A wildfire spread simulator combined with an ensemble-based DA algorithm is therefore a promising approach to reduce uncertainties in the forecast position of the fire front and to introduce a paradigm-shift in the wildfire emergency response. In order to reduce the computational cost of the EnKF algorithm, a surrogate model based on a polynomial chaos (PC) expansion is used in place of the forward model FIREFLY in the resulting hybrid PC-EnKF algorithm. The performance of EnKF and PC-EnKF is assessed on synthetically generated simple configurations of fire spread to provide valuable information and insight on the benefits of the PC-EnKF approach, as well as on a controlled grassland fire experiment. The results indicate that the proposed PC-EnKF algorithm features similar performance to the standard EnKF algorithm, but at a much reduced computational cost. In particular, the re-analysis and forecast skills of DA strongly relate to the spatial and temporal variability of the errors in the ROS model parameters.


2016 ◽  
Vol 144 (8) ◽  
pp. 2889-2913 ◽  
Author(s):  
Stacey M. Hitchcock ◽  
Michael C. Coniglio ◽  
Kent H. Knopfmeier

Abstract This study examines the impact of assimilating three radiosonde profiles obtained from ground-based mobile systems during the Mesoscale Predictability Experiment (MPEX) on analyses and convection-permitting model forecasts of the 31 May 2013 convective event over Oklahoma. These radiosonde profiles (in addition to standard observations) are assimilated into a 36-member mesoscale ensemble using an ensemble Kalman filter (EnKF) before embedding a convection-permitting (3 km) grid and running a full ensemble of 9-h forecasts. This set of 3-km forecasts is compared to a control run that does not assimilate the MPEX soundings. The analysis of low- to midlevel moisture is impacted the most by the assimilation, but coherent mesoscale differences in temperature and wind are also seen, primarily downstream of the location of the soundings. The ensemble of forecasts of convection on the 3-km grid are improved the most in the first three hours of the forecast in a region where the analyzed position of low-level frontal convergence and midlevel moisture was improved on the mesoscale grid. Later forecasts of the upscale growth of intense convection over central Oklahoma are improved somewhat, but larger ensemble spread lowers confidence in the significance of the improvements. Changes in the horizontal localization radius from the standard value applied to the MPEX sounding assimilation alters the specific times that the forecasts are improved in the first three hours of the forecasts, while changes to the vertical localization radius and specified temperature and wind observation error result in little to no improvements in the forecasts.


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