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276
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 189 (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 147 (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 Kalman Filter Assimilation of Doppler Radar Data with a Compressible Nonhydrostatic Model: OSS Experiments
, 2004
"... A Doppler radar data assimilation system is developed based on ensemble Kalman filter (EnKF) method and tested with simulated radar data from a supercell storm. As a first implementation, we assume the forward models are perfect and radar data are sampled at the analysis grid points. A general pur ..."
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Cited by 127 (78 self)
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A Doppler radar data assimilation system is developed based on ensemble Kalman filter (EnKF) method and tested with simulated radar data from a supercell storm. As a first implementation, we assume the forward models are perfect and radar data are sampled at the analysis grid points. A general purpose nonhydrostatic compressible model is used with the inclusion of complex multiclass ice microphysics. New aspects compared to previous studies include the demonstration of the ability of EnKF method in retrieving multiple microphysical species associated with a multiclass ice microphysics scheme, and in accurately retrieving the wind and thermodynamic variables. Also new are the inclusion of reflectivity observations and the determination of the relative role of radial velocity and reflectivity data as well as their spatial coverage in recovering the full flow and cloud fields. In general, the system is able to reestablish the model storm extremely well after a number of assimilation cycles, and best results are obtained when both radial velocity and reflectivity data, including reflectivity information outside precipitation regions, are used. Significant positive impact of the reflectivity assimilation
Estimation of highdimensional prior and posterior covariance matrices in Kalman filter variants
 Journal of Multivariate Analysis
, 2007
"... This work studies the effect of using Monte Carlo based methods to estimate highdimensional systems. Recent focus in the geosciences has been on representing the atmospheric state using a probability density function, and, for extremely highdimensional systems, various sample based Kalman filter t ..."
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Cited by 84 (4 self)
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This work studies the effect of using Monte Carlo based methods to estimate highdimensional systems. Recent focus in the geosciences has been on representing the atmospheric state using a probability density function, and, for extremely highdimensional systems, various sample based Kalman filter techniques have been developed to address the problem of realtime assimilation of system information and observations. As the employed sample sizes are typically several orders of magnitude smaller than the system dimension, such sampling techniques inevitably induces considerable variability into the state estimate, primarily through prior and posterior sample covariance matrices. In this article we quantify this variability with mean squared error measures for two MonteCarlo based Kalman filter variants, the ensemble Kalman filter and the squareroot filter. Under weak assumptions, we derive exact expressions of the error measures. In other cases, we rely on matrix expansions and provide approximations. We show that covarianceshrinking (tapering) based on the Schur product of the prior sample covariance matrix and a positive definite function is a simple, computationally feasible, and very effective technique to reduce sample variability and to address rankdeficient sample covariances. We propose practical rules for obtaining optimally tapered sample covariance matrices. The theoretical results are verified and illustrated with extensive simulations.
The Maximum Likelihood Ensemble Filter as a . . .
, 2008
"... The Maximum Likelihood Ensemble Filter (MLEF) equations are derived without the differentiability requirement for the prediction model and for the observation operators. Derivation reveals that a new nondifferentiable minimization method can be defined as a generalization of the gradientbased un ..."
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Cited by 65 (20 self)
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The Maximum Likelihood Ensemble Filter (MLEF) equations are derived without the differentiability requirement for the prediction model and for the observation operators. Derivation reveals that a new nondifferentiable minimization method can be defined as a generalization of the gradientbased unconstrained methods, such as the preconditioned conjugategradient and quasiNewton methods. In the new minimization algorithm the vector of first order increments of the cost function is defined as a generalized gradient, while the symmetric matrix of second order increments of the cost function is defined as a generalized Hessian matrix. In the case of differentiable observation operators, the minimization algorithm reduces to the standard gradientbased form. The nondifferentiable aspect of the MLEF algorithm is illustrated in an example with onedimensional Burgers model and simulated observations. The MLEF algorithm has a robust performance, producing satisfactory results for tested nondifferentiable observation operators.
Which is better, an ensemble of positivenegative pairs or a centered spherical simplex ensemble? Monthly Weather Rev
, 2004
"... New methods to center the initial ensemble perturbations on the analysis are introduced and compared with the commonly used centering method of positive–negative paired perturbations. In the new method, one linearly dependent perturbation is added to a set of linearly independent initial perturbatio ..."
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Cited by 62 (1 self)
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New methods to center the initial ensemble perturbations on the analysis are introduced and compared with the commonly used centering method of positive–negative paired perturbations. In the new method, one linearly dependent perturbation is added to a set of linearly independent initial perturbations to ensure that the sum of the new initial perturbations equals zero; the covariance calculated from the new initial perturbations is equal to the analysis error covariance estimated by the independent initial perturbations, and all of the new initial perturbations are equally likely. The new method is illustrated by applying it to the ensemble transform Kalman filter (ETKF) ensemble forecast scheme, and the resulting ensemble is called the spherical simplex ETKF ensemble. It is shown from a multidimensional Taylor expansion that the symmetric positive–negative paired centering would yield a more accurate forecast ensemble mean and covariance than the spherical simplex centering if the ensemble were large enough to span all initial uncertain directions and thus the analysis error covariance was modeled precisely. However, when the number of uncertain directions is larger than the ensemble size, the spherical simplex centering has the advantage of allowing almost twice as many uncertain directions to be spanned as the symmetric positive–negative paired centering. The performances of the spherical simplex ETKF and symmetric positive–negative paired ETKF ensembles are compared by using the Community Climate Model
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
Simultaneous Estimation of Microphysical Parameters and Atmospheric State with Simulated Radar Data and Ensemble Square Root Kalman Filter. Part I: Sensitivity Analysis and Parameter Identifiability
 1630 MONTHLY WEATHER REVIEW VOLUME
, 2008
"... The possibility of estimating fundamental parameters common in singlemoment ice microphysics schemes using radar observations is investigated for a modelsimulated supercell storm by examining parameter sensitivity and identifiability. These parameters include the intercept parameters for rain, sn ..."
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Cited by 49 (25 self)
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The possibility of estimating fundamental parameters common in singlemoment ice microphysics schemes using radar observations is investigated for a modelsimulated supercell storm by examining parameter sensitivity and identifiability. These parameters include the intercept parameters for rain, snow, and hail/graupel, and the bulk densities of snow and hail/graupel. These parameters are closely involved in the definition of drop/particle size distributions of microphysical species but often assume highly uncertain specified values. The sensitivity of model forecast within data assimilation cycles to the parameter values, and the issue of solution uniqueness of the estimation problem, are examined. The ensemble square root filter (EnSRF) is employed for model state estimation. Sensitivity experiments show that the errors in the microphysical parameters have a larger impact on model microphysical fields than on wind fields; radar reflectivity observations are therefore preferred over those of radial velocity for microphysical parameter estimation. The model response time to errors in individual parameters are also investigated. The results suggest that radar data should be used at about 5min intervals for parameter estimation. The response functions calculated from ensemble mean forecasts for all five individual parameters show concave shapes, with unique
A comparison between the 4DVAR and the ensemble Kalman filter techniques for radar data assimilation
 IN REVIEW
, 2005
"... A fourdimensional variational data assimilation (4DVAR) algorithm is compared to an ensemble Kalman filter (EnKF) for the assimilation of radar data at the convective scale. Using a cloudresolving model, simulated, imperfect radar observations of a supercell storm are assimilated under the assump ..."
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Cited by 48 (4 self)
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A fourdimensional variational data assimilation (4DVAR) algorithm is compared to an ensemble Kalman filter (EnKF) for the assimilation of radar data at the convective scale. Using a cloudresolving model, simulated, imperfect radar observations of a supercell storm are assimilated under the assumption of a perfect forecast model. Overall, both assimilation schemes perform well and are able to recover the supercell with comparable accuracy, given radialvelocity and reflectivity observations where rain was present. 4DVAR produces generally better analyses than the EnKF given observations limited to a period of 10 min (or three volume scans), particularly for the wind components. In contrast, the EnKF typically produces better analyses than 4DVAR after several assimilation cycles, especially for model variables not functionally related to the observations. The advantages of the EnKF in later cycles arise at least in part from the fact that the 4DVAR scheme implemented here does not use a forecast from a previous cycle as background or evolve its error covariance. Possible reasons for the initial advantage of 4DVAR are deficiencies in the initial ensemble used by the EnKF, the temporal smoothness constraint used in 4DVAR, and nonlinearities in the evolution of forecast errors over the assimilation window.
Assimilation of Simulated Polarimetric Radar Data for a Convective Storm Using the Ensemble Kalman Filter. Part I: Observation Operators for Reflectivity and Polarimetric Variables
 MONTHLY WEATHER REVIEW VOLUME 136
, 2006
"... A radar simulator for polarimetric radar variables, including reflectivities at horizontal and vertical polarizations, the differential reflectivity, and the specific differential phase, has been developed. This simulator serves as a test bed for developing and testing forward observation operators ..."
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Cited by 43 (31 self)
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A radar simulator for polarimetric radar variables, including reflectivities at horizontal and vertical polarizations, the differential reflectivity, and the specific differential phase, has been developed. This simulator serves as a test bed for developing and testing forward observation operators of polarimetric radar variables that are needed when directly assimilating these variables into stormscale numerical weather prediction (NWP) models, using either variational or ensemblebased assimilation methods. The simulator takes as input the results of highresolution NWP model simulations with ice microphysics and produces simulated polarimetric radar data that may also contain simulated errors. It is developed based on calculations of electromagnetic wave propagation and scattering at the S band of wavelength 10.7 cm in a hydrometeorcontaining atmosphere. The Tmatrix method is used for the scattering calculation of raindrops and the Rayleigh scattering approximation is applied to snow and hail particles. The polarimetric variables are expressed as functions of the hydrometeor mixing ratios as well as their corresponding drop size distribution parameters and densities. The presence of wet snow and wet hail in the melting layer is accounted for by using a new, relatively simple melting model that defines the water fraction in the melting snow or hail. The effect of varying density due to the melting snow or hail is also included. Vertical cross sections and profiles of the polarimetric variables for a simulated mature multicellular squallline system and a supercell storm show that polarimetric signatures of the bright band in the stratiform region and those associated with deep convection are well captured by the simulator.