Ensemble Forecasting with the Ensemble Transform Kalman Filter

Abstract

The ensemble transform Kalman filter (ETKF) initial ensemble perturbation generation scheme is introduced and compared with the simple and masked breeding schemes. Instead of directly multiplying each forecast perturbation with a rescaling factor to generate the initial perturbations as in the breeding schemes, the ETKF generates initial perturbations by postmultiplying the forecast perturbations by a transformation matrix. This matrix is chosen to ensure that the ensemble-based analysis error convariance matrix would be equal to the true analysis error convariance if the convariance matrix of the raw forecast perturbations were equal to the true forecast error convariance matrix and the data assimilation scheme were optimal. For small ensembles (^100), the computational expense of the ETKF ensemble generation is only slightly greater than that of the masked breeding scheme.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 2004
Accession Number
ADA429161

Entities

People

  • Xugueng Wang

Organizations

  • Pennsylvania State University

Tags

Communities of Interest

  • Cyber
  • Energy and Power Technologies
  • Engineered Resilient Systems

DTIC Thesaurus Topics

  • Assimilation
  • Atmospheric Sciences
  • Computational Science
  • Data Science
  • Filters
  • Information Science
  • Kalman Filters
  • Mathematical Filters
  • Meteorology
  • Normal Distribution
  • Probability
  • Probability Distributions
  • Random Variables
  • Statistical Algorithms
  • Stochastic Processes
  • Two Dimensional
  • Weather Forecasting

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Atmospheric Science/Meteorology
  • Linear Algebra