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124
Adaptive Sampling With the Ensemble Transform . . .
, 2001
"... A suboptimal Kalman filter called the ensemble transform Kalman filter (ET KF) is introduced. Like other Kalman filters, it provides a framework for assimilating observations and also for estimating the effect of observations on forecast error covariance. It differs from other ensemble Kalman filt ..."
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Cited by 328 (20 self)
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A suboptimal Kalman filter called the ensemble transform Kalman filter (ET KF) is introduced. Like other Kalman filters, it provides a framework for assimilating observations and also for estimating the effect of observations on forecast error covariance. It differs from other ensemble Kalman filters in that it uses ensemble transformation and a normalization to rapidly obtain the prediction error covariance matrix associated with a particular deployment of observational resources. This rapidity enables it to quickly assess the ability of a large number of future feasible sequences of observational networks to reduce forecast error variance. The ET KF was used by the National Centers for Environmental Prediction in the Winter Storm Reconnaissance missions of 1999 and 2000 to determine where aircraft should deploy dropwindsondes in order to improve 2472h forecasts over the continental United States. The ET KF may be applied to any wellconstructed set of ensemble perturbations. The ET KF
DistanceDependent Filtering of Background Error Covariance Estimates in an Ensemble Kalman Filter
, 2001
"... The usefulness of a distancedependent reduction of background error covariance estimates in an ensemble Kalman filter is demonstrated. Covariances are reduced by performing an elementwise multiplication of the background error covariance matrix with a correlation function with local support. This ..."
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Cited by 188 (31 self)
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The usefulness of a distancedependent reduction of background error covariance estimates in an ensemble Kalman filter is demonstrated. Covariances are reduced by performing an elementwise multiplication of the background error covariance matrix with a correlation function with local support. This reduces noisiness and results in an improved background error covariance estimate, which generates a reducederror ensemble of model initial conditions. The benefits
Efficient data assimilation for spatiotemporal chaos: A local ensemble transform Kalman filter
 Physica D
, 2007
"... Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system’s time evolution. Rather than solving the problem from scratch each time new observations become availab ..."
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Cited by 152 (11 self)
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Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system’s time evolution. Rather than solving the problem from scratch each time new observations become available, one uses the model to “forecast ” the current state, using a prior state estimate (which incorporates information from past data) as the initial condition, then uses current data to correct the prior forecast to a current state estimate. This Bayesian approach is most effective when the uncertainty in both the observations and in the state estimate, as it evolves over time, are accurately quantified. In this article, I describe a practical method for data assimilation in large, spatiotemporally chaotic systems. The method is a type of “Ensemble Kalman Filter”, in which the state estimate and its approximate uncertainty are represented at any given time by an ensemble of system states. I discuss both the mathematical basis of this approach and its implementation; my primary emphasis is on ease of use and computational speed rather than improving accuracy over previously published approaches to ensemble Kalman filtering. 1
Ensemble Square Root Filters
, 2003
"... Ensemble data assimilation methods assimilate observations using statespace estimation methods and lowrank representations of forecast and analysis error covariances. A key element of such methods is the transformation of the forecast ensemble into an analysis ensemble with appropriate statistics ..."
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Cited by 118 (8 self)
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Ensemble data assimilation methods assimilate observations using statespace estimation methods and lowrank representations of forecast and analysis error covariances. A key element of such methods is the transformation of the forecast ensemble into an analysis ensemble with appropriate statistics. This transformation may be performed stochastically by treating observations as random variables, or deterministically by requiring that the updated analysis perturbations satisfy the Kalman filter analysis error covariance equation. Deterministic analysis ensemble updates are implementations of Kalman square root filters. The nonuniqueness of the deterministic transformation used in square root Kalman filters provides a framework to compare three recently proposed ensemble data assimilation methods.
Interpretation Of Rank Histograms For Verifying Ensemble Forecasts
, 2000
"... Rank histograms are a tool for evaluating ensemble forecasts. They are useful for determining the reliability of ensemble forecasts and for diagnosing errors in its mean and spread. Rank histograms are generated by repeatedly tallying the rank of the verification (usually, an observation) relative t ..."
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Cited by 113 (7 self)
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Rank histograms are a tool for evaluating ensemble forecasts. They are useful for determining the reliability of ensemble forecasts and for diagnosing errors in its mean and spread. Rank histograms are generated by repeatedly tallying the rank of the verification (usually, an observation) relative to values from an ensemble sorted from lowest to highest. However, an uncritical use of the rank histogram can lead to misinterpretations of the qualities of that ensemble. For example, a flat rank histogram, ususally taken as a sign of reliability, can still be generated from unreliable ensembles. Similarly, a Ushaped rank histogram, commonly understood as indicating a lack of variability in the ensemble, can also be a sign of conditional bias. It is also shown that flat rank histograms can be generated for some model variables if the variance of the ensemble is correctly specified, yet if covariances between model grid points are improperly specified, rank histograms for combinations of mo...
Hydrologic Data Assimilation with the Ensemble Kalman Filter
, 2002
"... Soil moisture controls the partitioning of moisture and energy fluxes at the land surface and is a key variable in weather and climate prediction. The performance of the ensemble Kalman filter (EnKF) for soil moisture estimation is assessed by assimilating Lband (1.4 GHz) microwave radiobrightnes ..."
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Cited by 91 (7 self)
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Soil moisture controls the partitioning of moisture and energy fluxes at the land surface and is a key variable in weather and climate prediction. The performance of the ensemble Kalman filter (EnKF) for soil moisture estimation is assessed by assimilating Lband (1.4 GHz) microwave radiobrightness observations into a land surface model. An optimal smoother (a dynamic variational method) is used as a benchmark for evaluating the filter's performance. In a series of synthetic experiments the effect of ensemble size and nonGaussian forecast errors on the estimation accuracy of the EnKF is investigated. With a state vector dimension of 4608 and a relatively small ensemble size of 30 (or 100; or 500), the actual errors in surface soil moisture at the final update time are reduced by 55% (or 70%; or 80%) from the value obtained without assimilation (as compared to 84% for the optimal smoother). For robust error variance estimates, an ensemble of at least 500 members is needed.
Fourdimensional ensemble Kalman filtering
 Tellus
, 2004
"... Ensemble Kalman filtering was developed as a way to assimilate observed data to track the current state in a computational model. In this paper we show that the ensemble approach makes possible an additional benefit: the timing of observations, ..."
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Cited by 52 (15 self)
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Ensemble Kalman filtering was developed as a way to assimilate observed data to track the current state in a computational model. In this paper we show that the ensemble approach makes possible an additional benefit: the timing of observations,
Exploiting local low dimensionality of the atmospheric dynamics . . .
 PHYS. REV. LETT
, 2002
"... Recent studies (Patil et al. 2001, 2002) have shown that, when the Earth’s surface is divided up into local regions of moderate size, vectors of the forecast uncertainties in such regions tend to lie in a subspace of much lower dimension than that of the full atmospheric state vector. In this paper ..."
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Cited by 51 (17 self)
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Recent studies (Patil et al. 2001, 2002) have shown that, when the Earth’s surface is divided up into local regions of moderate size, vectors of the forecast uncertainties in such regions tend to lie in a subspace of much lower dimension than that of the full atmospheric state vector. In this paper we show how this finding can be exploited to formulate a potentially accurate and efficient data assimilation technique. The basic idea is that, since the expected forecast errors lie in a locally low dimensional subspace, the analysis resulting from the data assimilation should also lie in this subspace. This implies that operations only on relatively low dimensional matrices are required. The data assimilation analysis is done locally in a manner allowing massively parallel computation to be exploited. The local analyses are then used to construct global states for advancement to the next forecast time. Potential advantages of the method are discussed. 1
Ensemble data assimilation with the ncep global forecast system
, 2007
"... Realdata experiments with an ensemble data assimilation system using the NCEP Global Forecast System model were performed and compared with the NCEP Global Data Assimilation System (GDAS). All observations in the operational data stream were assimilated for the period 1 January–10 February 2004, ex ..."
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Cited by 51 (7 self)
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Realdata experiments with an ensemble data assimilation system using the NCEP Global Forecast System model were performed and compared with the NCEP Global Data Assimilation System (GDAS). All observations in the operational data stream were assimilated for the period 1 January–10 February 2004, except satellite radiances. Because of computational resource limitations, the comparison was done at lower resolution (triangular truncation at wavenumber 62 with 28 levels) than the GDAS realtime NCEP operational runs (triangular truncation at wavenumber 254 with 64 levels). The ensemble data assimilation system outperformed the reducedresolution version of the NCEP threedimensional variational data assimilation system (3DVAR), with the biggest improvement in datasparse regions. Ensemble data assimilation analyses yielded a 24h improvement in forecast skill in the Southern Hemisphere extratropics relative to the NCEP 3DVAR system (the 48h forecast from the ensemble data assimilation system was as accurate as the 24h forecast from the 3DVAR system). Improvements in the datarich Northern Hemisphere, while still statistically significant, were more modest. It remains to be seen whether the improvements seen in the Southern Hemisphere will be retained when satellite radiances are assimilated. Three different parameterizations of background errors unaccounted for in the data assimilation system (including
R.: Extended versus ensemble Kalman filtering for land data assimilation
 J. Hydrometeor
"... The performance of the extended Kalman filter (EKF) and the ensemble Kalman filter (EnKF) are assessed for soil moisture estimation. In a twin experiment for the southeastern United States synthetic observations of nearsurface soil moisture are assimilated once every 3 days, neglecting horizontal e ..."
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Cited by 47 (0 self)
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The performance of the extended Kalman filter (EKF) and the ensemble Kalman filter (EnKF) are assessed for soil moisture estimation. In a twin experiment for the southeastern United States synthetic observations of nearsurface soil moisture are assimilated once every 3 days, neglecting horizontal error correlations and treating catchments independently. Both filters provide satisfactory estimates of soil moisture. The average actual estimation error in volumetric moisture content of the soil profile is 2.2 % for the EKF and 2.2 % (or 2.1%; or 2.0%) for the EnKF with 4 (or 10; or 500) ensemble members. Expected error covariances of both filters generally differ from actual estimation errors. Nevertheless, nonlinearities in soil processes are treated adequately by both filters. In the application presented herein the EKF and the EnKF with four ensemble members are equally accurate at comparable computational cost. Because of its flexibility and its performance in this study, the EnKF is a promising approach for soil moisture initialization problems. 1.