Assimilating Observations with Spatially Correlated Errors Using a Serial Ensemble Filter with a Multiscale Approach

The serial ensemble square root filter (EnSRF) typically assumes observation errors to be uncorrelated when assimilating the observations one at a time. This assumption causes the filter solution to be suboptimal when the observation errors are spatially correlated. Using the Lorenz-96 model, this study evaluates the suboptimality due to mischaracterization of observation error spatial correlations. Neglecting spatial correlations in observation errors results in mismatches between the specified and true observation error variances in spectral space, which cannot be resolved by inflating the overall observation error variance. As a remedy, a multiscale observation (MSO) method is proposed to decompose the observations into multiple scale components and assimilate each component with separately adjusted spectral error variance. Experimental results using the Lorenz-96 model show that the serial EnSRF, with the help from the MSO method, can produce solutions that approach the solution from the EnSRF with correctly specified observation error correlations as the number of scale components increases. The MSO method is further tested in a two-layer quasigeostrophic (QG) model framework. In this case, the MSO method is combined with the multiscale localization (MSL) method to allow the use of different localization radii when updating the model state at different scales. The combined method (MSOL) improves the serial EnSRF performance when assimilating observations with spatially correlated errors. With adjusted observation error spectral variances and localization radii, the combined MSOL method provides the best solution in terms of analysis accuracy and filter consistency. Prospects and challenges are also discussed for the implementation of the MSO method for more complex models and observing networks.