Adaptive Ensemble Covariance Localization in Ensemble 4D-VAR State Estimation

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 stream-function 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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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 2011
Accession Number
ADA543812

Entities

People

  • Craig H Bishop
  • Daniel Hodyss

Organizations

  • United States Naval Research Laboratory

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Assimilation
  • Covariance
  • Delphi Method
  • Far Field
  • Filters
  • Four Dimensional
  • Grids
  • Kalman Filters
  • Mathematical Filters
  • Military Research
  • Observation
  • Perturbations
  • Square Roots
  • Three Dimensional
  • Weather Forecasting

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Approximation Theory.
  • Atmospheric Science/Meteorology