Herschel L. Mitchell

Data Assimilation Using an Ensemble Kalman Filter Technique

The possibility of performing data assimilation using the flow-dependent statistics calculated from an ensemble of short-range forecasts (a technique referred to as ensemble Kalman filtering) is examined in an idealized environment. Using a three-level, quasigeostrophic, T21 model and simulated observations, experiments are performed in a perfect-model context. By using forward interpolation operators from the model state to the observations, the ensemble Kalman filter is able to utilize nonconventional observations. In order to maintain a representative spread between the ensemble members and avoid a problem of inbreeding, a pair of ensemble Kalman filters is configured so that the assimilation of data using one ensemble of shortrange forecasts as background fields employs the weights calculated from the other ensemble of short-range forecasts. This configuration is found to work well: the spread between the ensemble members resembles the difference between the ensemble mean and the true state, except in the case of the smallest ensembles. A series of 30-day data assimilation cycles is performed using ensembles of different sizes. The results indicate that (i) as the size of the ensembles increases, correlations are estimated more accurately and the root-meansquare analysis error decreases, as expected, and (ii) ensembles having on the order of 100 members are sufficient to accurately describe local anisotropic, baroclinic correlation structures. Due to the difficulty of accurately estimating the small correlations associated with remote observations, a cutoff radius beyond which observations are not used, is implemented. It is found that (a) for a given ensemble size there is an optimal value of this cutoff radius, and (b) the optimal cutoff radius increases as the ensemble size increases.

A SEQUENTIAL ENSEMBLE KALMAN FILTER FOR ATMOSPHERIC DATA ASSIMILATION

An ensemble Kalman filter may be considered for the 4D assimilation of atmospheric data. In this paper, an efficient implementation of the analysis step of the filter is proposed. It employs a Schur (elementwise) product of the covariances of the background error calculated from the ensemble and a correlation function having local support to filter the small (and noisy) background-error covariances associated with remote observations. To solve the Kalman filter equations, the observations are organized into batches that are assimilated sequentially. For each batch, a Cholesky decomposition method is used to solve the system of linear equations. The ensemble of background fields is updated at each step of the sequential algorithm and, as more and more batches of observations are assimilated, evolves to eventually become the ensemble of analysis fields. A prototype sequential filter has been developed. Experiments are performed with a simulated observational network consisting of 542 radiosonde and 615 satellite-thickness profiles. Experimental results indicate that the quality of the analysis is almost independent of the number of batches (except when the ensemble is very small). This supports the use of a sequential algorithm. A parallel version of the algorithm is described and used to assimilate over 100 000 observations into a pair of 50-member ensembles. Its operation count is proportional to the number of observations, the number of analysis grid points, and the number of ensemble members. In view of the flexibility of the sequential filter and its encouraging performance on a NEC SX-4 computer, an application with a primitive equations model can now be envisioned.

A System Simulation Approach to Ensemble Prediction

Abstract For many aspects of numerical weather prediction it is important to have good error statistics. Here one can think of applications as diverse as data assimilation, model improvement, and medium-range forecasting. In this paper, a method for producing these statistics from a representative ensemble of forecast states at the appropriate forecast time is proposed and examined. To generate the ensemble, an attempt is made to simulate the process of error growth in a forecast model. For different ensemble members the uncertain elements of the forecasts are perturbed in different ways. First the authors attempt to obtain representative initial perturbations. For each perturbation, an independent 6-h assimilation cycle is performed. For this the available observations are randomly perturbed. The perturbed observations are input to the statistical interpolation assimilation scheme, giving a perturbed analysis. This analysis is integrated for 6 h with a perturbed version of the T63 forecast model, using p...

Atmospheric Data Assimilation with an Ensemble Kalman Filter: Results with Real Observations

Abstract An ensemble Kalman filter (EnKF) has been implemented for atmospheric data assimilation. It assimilates observations from a fairly complete observational network with a forecast model that includes a standard operational set of physical parameterizations. To obtain reasonable results with a limited number of ensemble members, severe horizontal and vertical covariance localizations have been used. It is observed that the error growth in the data assimilation cycle is mainly due to model error. An isotropic parameterization, similar to the forecast-error parameterization in variational algorithms, is used to represent model error. After some adjustment, it is possible to obtain innovation statistics that agree with the ensemble-based estimate of the innovation amplitudes for winds and temperature. Currently, no model error is added for the humidity variable, and, consequently, the ensemble spread for humidity is too small. After about 5 days of cycling, fairly stable global filter statistics are ob...

Ensemble Size, Balance, and Model-Error Representation in an Ensemble Kalman Filter*

The ensemble Kalman filter (EnKF) has been proposed for operational atmospheric data assimilation. Some outstanding issues relate to the required ensemble size, the impact of localization methods on balance, and the representation of model error. To investigate these issues, a sequential EnKF has been used to assimilate simulated radiosonde, satellite thickness, and aircraft reports into a dry, global, primitive-equation model. The model uses the simple forcing and dissipation proposed by Held and Suarez. It has 21 levels in the vertical, includes topography, and uses a 144 3 72 horizontal grid. In total, about 80 000 observations are assimilated per day. It is found that the use of severe localization in the EnKF causes substantial imbalance in the analyses. As the distance of imposed zero correlation increases to about 3000 km, the amount of imbalance becomes acceptably small. A series of 14-day data assimilation cycles are performed with different configurations of the EnKF. Included is an experiment in which the model is assumed to be perfect and experiments in which model error is simulated by the addition of an ensemble of approximately balanced model perturbations with a specified statistical structure. The results indicate that the EnKF, with 64 ensemble members, performs well in the present context. The growth rate of small perturbations in the model is examined and found to be slow compared with the corresponding growth rate in an operational forecast model. This is partly due to a lack of horizontal resolution and partly due to a lack of realistic parameterizations. The growth rates in both models are found to be smaller than the growth rate of differences between forecasts with the operational model and verifying analyses. It is concluded that model-error simulation would be important, if either of these models were to be used with the EnKF for the assimilation of real observations.

An adaptive ensemble Kalman filter

Abstract To the extent that model error is nonnegligible in numerical models of the atmosphere, it must be accounted for in 4D atmospheric data assimilation systems. In this study, a method of estimating and accounting for model error in the context of an ensemble Kalman filter technique is developed. The method involves parameterizing the model error and using innovations to estimate the model-error parameters. The estimation algorithm is based on a maximum likelihood approach and the study is performed in an idealized environment using a three-level, quasigeostrophic, T21 model and simulated observations and model error. The use of a limited number of ensemble members gives rise to a rank problem in the estimate of the covariance matrix of the innovations. The effect of this problem on the two terms of the log-likelihood function is that the variance term is underestimated, while the χ2 term is overestimated. To permit the use of relatively small ensembles, a number of strategies are developed to deal w...

Intercomparison of Variational Data Assimilation and the Ensemble Kalman Filter for Global Deterministic NWP. Part I: Description and Single-Observation Experiments

Abstract An intercomparison of the Environment Canada variational and ensemble Kalman filter (EnKF) data assimilation systems is presented in the context of global deterministic NWP. In an EnKF experiment having the same spatial resolution as the inner loop in the four-dimensional variational data assimilation system (4D-Var), the mean of each analysis ensemble is used to initialize the higher-resolution deterministic forecasts. Five different variational data assimilation experiments are also conducted. These include both 4D-Var and 3D-Var (with first guess at appropriate time) experiments using either (i) prescribed background-error covariances similar to those used operationally, which are static in time and include horizontally homogeneous and isotropic correlations; or (ii) flow-dependent covariances computed from the EnKF background ensembles with spatial covariance localization applied. The fifth variational data assimilation experiment is a new approach called the Ensemble-4D-Var (En-4D-Var). This...

Intercomparison of Variational Data Assimilation and the Ensemble Kalman Filter for Global Deterministic NWP. Part II: One-Month Experiments with Real Observations

Abstract An intercomparison of the Environment Canada variational and ensemble Kalman filter (EnKF) data assimilation systems is presented in the context of producing global deterministic numerical weather forecasts. Five different variational data assimilation approaches are considered including four-dimensional variational data assimilation (4D-Var) and three-dimensional variational data assimilation (3D-Var) with first guess at the appropriate time (3D-FGAT). Also included among these is a new approach, called Ensemble-4D-Var (En-4D-Var), that uses 4D ensemble background-error covariances from the EnKF. A description of the experimental configurations and results from single-observation experiments are presented in the first part of this two-part paper. The present paper focuses on results from medium-range deterministic forecasts initialized with analyses from the EnKF and the five variational data assimilation approaches for the period of February 2007. All experiments assimilate exactly the same ful...

Model Error Representation in an Operational Ensemble Kalman Filter

Since 12 January 2005, an ensemble Kalman filter (EnKF) has been used operationally at the Meteorological Service of Canada to provide the initial conditions for the medium-range forecasts of the ensemble prediction system. One issue in EnKF development is how to best account for model error. It is shown that in a perfect-model environment, without any model error or model error simulation, the EnKF spread remains representative of the ensemble mean error with respect to a truth integration. Consequently, the EnKF can be used to quantify the impact of the various error sources in a data-assimilation cycle on the quality of the ensemble mean. Using real rather than simulated observations, but still not simulating model error in any manner, the rms ensemble spread is found to be too small by approximately a factor of 2. It is then attempted to account for model error by using various combinations of the following four different approaches: (i) additive isotropic model error perturbations; (ii) different versions of the model for different ensemble members; (iii) stochastic perturbations to physical tendencies; and (iv) stochastic kinetic energy backscatter. The addition of isotropic model error perturbations is found to have the biggest impact. The identification of model error sources could lead to a more realistic, likely anisotropic, parameterization. Using different versions of the model has a small but clearly positive impact and consequently both (i) and (ii) are used in the operational EnKF. The use of approaches (iii) and (iv) did not lead to further improvements.

Toward Random Sampling of Model Error in the Canadian Ensemble Prediction System

Abstract An updated global ensemble prediction system became operational at the Meteorological Service of Canada in July 2007. The new elements of the system include the use of 20 members instead of 16, a single dynamical core [the Global Environmental Multiscale (GEM) model], stochastic physical tendency perturbations and a kinetic energy backscatter algorithm, an ensemble Kalman filter with four-dimensional data handling, and a decrease from 1.2° to 0.9° in horizontal grid spacing. This system is compared with the former operational one using a variety of probabilistic measures. For global upper-air dynamical fields, the improvement in predictive skill for equivalent forecast quality is from 9 to 16 h around day 6. Precipitation forecasts, verified over Canada, are also significantly improved. The impact of each of the abovementioned new elements of the ensemble prediction system is also evaluated separately in a series of sensitivity experiments for which one given element is removed from the system.