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## A Hybrid Ensemble Kalman Filter / 3D-Variational Analysis Scheme

Citations: | 121 - 18 self |

### Citations

1491 | Deterministic nonperiodic flow - Lorenz - 1963 |

775 | Sequential data assimilation with a nonlinear quasi-geostrophic model using monte carlo methods to forecast error statistics
- Evensen
- 1994
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Citation Context ...ror statistics. Increasing computational resources, however, have opened new possibilities, including the use of EFs for estimating background errors. The ensemble Kalman filter (EnKF, hereafter; see =-=Evensen 1994-=-; Evensen and van Leeuwen 1996; Houtekamer and Mitchell 1998; Burgers et al. 1998; Mitchell and Houtekamer 2000) is one such possibility. The EnKF consists of a set (or ensemble) of parallel shortterm... |

496 |
Atmospheric Data Analysis
- Daley
- 1991
(Show Context)
Citation Context ...putationally intensive approaches to data assimilation. Many operational centers are using or experimenting with using four-dimensional variational data assimilation systems, or 4DVAR (Thompson 1969; =-=Daley 1991-=-; Thépaut et al. 1993; Courtier et al. 1994; Fisher and Courtier 1995; Talagrand 1997). This technique finds the trajectory that best fits past and present observations. Like the EnKF, 4DVAR is comput... |

485 |
Verification of forecasts expressed in terms of probabilities
- Brier
- 1950
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Citation Context ... generally well calibrated throughout the subsequent forecast, though the extreme ranks are slightly more highly populated for � � 0.1. The quality of the forecasts were evaluated using Brier scores (=-=Brier 1950-=-; Wilks 1995), a measure of the mean-squared error of probabilistic forecasts. Here, we examine probabilities from the ensembles that the wind speed at model level 4 is greater than 60 m s �1 . The en... |

406 | Data assimilation using an ensemble Kalman filter technique, Monthly Weather Review 126
- Houtekamer, Mitchell
- 1998
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Citation Context ..., have opened new possibilities, including the use of EFs for estimating background errors. The ensemble Kalman filter (EnKF, hereafter; see Evensen 1994; Evensen and van Leeuwen 1996; Houtekamer and =-=Mitchell 1998-=-; Burgers et al. 1998; Mitchell and Houtekamer 2000) is one such possibility. The EnKF consists of a set (or ensemble) of parallel shortterm forecasts and data assimilation cycles. This ensemble diffe... |

282 |
The ECMWF ensemble prediction system: methodology and validation
- Molteni, Buizza, et al.
- 1996
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Citation Context ...s may be taken as a representative random sample from the evolved pdf. Ensemble forecasts have been produced operationally in the United States and Europe since late 1992 (Toth and Kalnay 1993, 1997; =-=Molteni et al. 1996-=-). Ensemble forecasts are potentially useful for more than just making probabilistic weather forecasts; they may also provide information that may be used during data assimilation to generate more acc... |

274 | The national meteorological centers spectral statistical-interpolation analysis system, Monthly Weather Review 120 (8 - Parrish, Derber - 1992 |

251 |
A strategy for operational implementation of 4D-Var, using an incremental appoach
- Courtier, Thepaut, et al.
- 1994
(Show Context)
Citation Context ... to data assimilation. Many operational centers are using or experimenting with using four-dimensional variational data assimilation systems, or 4DVAR (Thompson 1969; Daley 1991; Thépaut et al. 1993; =-=Courtier et al. 1994-=-; Fisher and Courtier 1995; Talagrand 1997). This technique finds the trajectory that best fits past and present observations. Like the EnKF, 4DVAR is computationally intensive, requiring multiple int... |

249 |
Ensemble forecasting at NMC: The generation of perturbations
- Toth, Kalnay
- 1993
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Citation Context ... subsequent sets of forecasts may be taken as a representative random sample from the evolved pdf. Ensemble forecasts have been produced operationally in the United States and Europe since late 1992 (=-=Toth and Kalnay 1993-=-, 1997; Molteni et al. 1996). Ensemble forecasts are potentially useful for more than just making probabilistic weather forecasts; they may also provide information that may be used during data assimi... |

175 | Analysis scheme in the ensemble Kalman - Burgers, Leeuwen, et al. - 1998 |

159 | Unified notation for data assimilation: Operational, sequential - Ide, Courtier, et al. - 1997 |

140 | Analysis scheme in the ensemble Kalman filter.” Monthly Weather Review 126 - Burgers, Leeuwen, et al. - 1998 |

110 |
Theoretical skill of Monte Carlo forecast
- Leith
- 1974
(Show Context)
Citation Context ...ored by the National Science Foundation. Corresponding author address: Dr. Thomas M. Hamill, NCAR/ MMM/ASP, P.O. Box 3000, Boulder, CO 80307-3000. E-mail: hamill@ucar.edu ensemble forecasting, or EF (=-=Leith 1974-=-), has been embraced. In EF, multiple, individual numerical forecasts are generated from different sets of initial conditions and/or different numerical model configurations. The presumption underlyin... |

106 |
A global three-dimensional multivariate statistical interpolation scheme
- Lorenc
- 1981
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Citation Context ...ound error statistics. Schemes that use such statistics include � 2000 American Meteorological Society2906 MONTHLY WEATHER REVIEW VOLUME 128 optimum interpolation (e.g., Gandin 1963; Schlatter 1975; =-=Lorenc 1981-=-) and three-dimensional variational data assimilation, or 3DVAR (Lorenc 1986; Parrish and Derber 1992, hereafter PD92). Such simplified error statistics are necessitated by the computational difficult... |

95 |
A model for assessment of weather forecasts
- Mason
- 1982
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Citation Context ...(1999), but the improve over � � 1.0 is significant (p value �0.001). Another diagnostic for the skill of probabilistic weather forecasts is the relative operating characteristic, or ROC (Swets 1973; =-=Mason 1982-=-; Stanski et al. 1989). The application to ensemble forecasts is thoroughly described in HSM00. The ROC is a curve that indicates the trade-off between type I errors (incorrect rejection of null hypot... |

92 |
Assimilation of observations, an introduction
- Talagrand
- 1997
(Show Context)
Citation Context ...are using or experimenting with using four-dimensional variational data assimilation systems, or 4DVAR (Thompson 1969; Daley 1991; Thépaut et al. 1993; Courtier et al. 1994; Fisher and Courtier 1995; =-=Talagrand 1997-=-). This technique finds the trajectory that best fits past and present observations. Like the EnKF, 4DVAR is computationally intensive, requiring multiple integrations of tangent-linear and adjoint ve... |

91 |
Colucci,1997: Verification of Eta-RSM short-range ensemble forecasts
- Hamill, J
(Show Context)
Citation Context ... emphasizing the largest scales and enstrophy the smaller scales. The extent to which the ensemble is drawn from the correct distribution is evaluated using rank histograms (Anderson 1996; Hamill and =-=Colucci 1997-=-, 1998b; HSM00), also known as Talagrand diagrams. Figure 3 presents the error statistics for the different networks using ensembles of size n � 25 and four choices of �. From Fig. 3, several points a... |

86 |
A method of producing and evaluating probabilistic forecasts from ensemble model integrations
- Anderson
- 1996
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Citation Context ... motion, with the L 2 norm emphasizing the largest scales and enstrophy the smaller scales. The extent to which the ensemble is drawn from the correct distribution is evaluated using rank histograms (=-=Anderson 1996-=-; Hamill and Colucci 1997, 1998b; HSM00), also known as Talagrand diagrams. Figure 3 presents the error statistics for the different networks using ensembles of size n � 25 and four choices of �. From... |

66 | Stochastic dynamic prediction - Epstein - 1969 |

63 | 2000: An adaptive ensemble Kalman - Mitchell, Houtekamer |

54 | Morss,2000a: A comparison of probabilistic forecasts from bred,singularvector,and perturbed observation ensembles - Snyder, E - 1835 |

54 | Recursive filter objective analysis of meteorological fields, applications to NESDIS operational processing - Hayden, Purser - 1995 |

47 | Burrows,1989: Survey of common verification methods in meteorology. Environment Canada Research Rep. 89-5,114 pp. [Available from Atmospheric Environment Service,Forecast
- Stanski, Wilson, et al.
(Show Context)
Citation Context ...the improve over � � 1.0 is significant (p value �0.001). Another diagnostic for the skill of probabilistic weather forecasts is the relative operating characteristic, or ROC (Swets 1973; Mason 1982; =-=Stanski et al. 1989-=-). The application to ensemble forecasts is thoroughly described in HSM00. The ROC is a curve that indicates the trade-off between type I errors (incorrect rejection of null hypothesis) and type II (i... |

45 |
Estimating the covariance matrices of analysis and forecast error in variational data assimilation
- Fisher, Courtier
- 1995
(Show Context)
Citation Context ... Many operational centers are using or experimenting with using four-dimensional variational data assimilation systems, or 4DVAR (Thompson 1969; Daley 1991; Thépaut et al. 1993; Courtier et al. 1994; =-=Fisher and Courtier 1995-=-; Talagrand 1997). This technique finds the trajectory that best fits past and present observations. Like the EnKF, 4DVAR is computationally intensive, requiring multiple integrations of tangent-linea... |

43 | Hypothesis tests for evaluating numerical precipitation forecasts - Hamill - 1999 |

41 |
Methods for ensemble prediction
- Derome
- 1995
(Show Context)
Citation Context ...cs (e.g., Buizza et al. 1999), through modeling of errors in the data assimilation process (Mitchell and Houtekamer 2000), through the use of perturbations to model fixed fields and the land surface (=-=Houtekamer and Derome 1995-=-; Hamill and Colucci 1998a), or through other methods. The rest of the article will be organized as follows. We start with a brief review of the experimental design and forecast model (section 2) and ... |

35 | The relationship between ensemble spread and ensemble mean - Whitaker, Loughe - 1998 |

34 | Assimilation of Geosat altimeter data for the Agulhas current using the ensemble Kalman filter with a quasigeostrophic - Leeuwen - 1996 |

32 | Comment on “Data Assimilation Using an Ensemble Kalman Filter Technique - Leeuwen - 1999 |

30 | Advances in sequential estimation for atmospheric and oceanic flows - Ghil - 1997 |

25 | L.: Global and local skill forecast - Houtekamer - 1993 |

22 |
Palmer,1999b: Stochastic simulation of model uncertainty in the ECMWF ensemble prediction system
- Miller, N
(Show Context)
Citation Context ...esign an ensemble of initial conditions in the absence of model error. We presume then that model error will be (and should be) addressed as a further problem, be it through stochastic physics (e.g., =-=Buizza et al. 1999-=-), through modeling of errors in the data assimilation process (Mitchell and Houtekamer 2000), through the use of perturbations to model fixed fields and the land surface (Houtekamer and Derome 1995; ... |

20 |
New results in linear prediction and filtering theory
- Kalman, Bucy
- 1961
(Show Context)
Citation Context ...rvations plus distinct realizations of random noise, whose statistics are consistent with the assumed observational error covariances. The EnKF is related to the classic Kalman filter (KF, hereafter; =-=Kalman and Bucy 1961-=-), which provides the optimal analysis in the case that the forecast dynamics are linear and both background and observation errors have normal distributions. The primary difference is that the KF exp... |

19 | E.: Adaptive observations: Idealized sampling strategies for improving numerical weather prediction - Morss - 1999 |

17 |
Some Experiments with a Multivariate Statistical Objective Analysis Scheme
- Schlatter
- 1975
(Show Context)
Citation Context ...ations to background error statistics. Schemes that use such statistics include � 2000 American Meteorological Society2906 MONTHLY WEATHER REVIEW VOLUME 128 optimum interpolation (e.g., Gandin 1963; =-=Schlatter 1975-=-; Lorenc 1981) and three-dimensional variational data assimilation, or 3DVAR (Lorenc 1986; Parrish and Derber 1992, hereafter PD92). Such simplified error statistics are necessitated by the computatio... |

16 |
Variational solver for elliptic problems in atmospheric flows
- Smolarkiewicz, Margolin
- 1994
(Show Context)
Citation Context ... to x, setting the result equal to zero, and rearranging terms. At each assimilation time, our implementation of 3DVAR solves (2) for xa � xb using a conjugate residual descent algorithm (Morss 1999; =-=Smolarkiewicz and Margolin 1994-=-). The analysis xa is then used as the initial condition for a subsequent QG model forecast, and that forecast becomes the background xb at the next assimilation time. Following Morss (1999), the iter... |

16 |
The reliability of improvements in deterministic short-range forecasts in the presence of initial state and modelling deficiencies
- Tribbia, Baumhefner
- 1988
(Show Context)
Citation Context ...thus not a direct analog to real-world numerical weather prediction, where error growth due to model deficiencies may be significant or greater than chaotic effects due to initial state deficiencies (=-=Tribbia and Baumhefner 1988-=-). Perfect-model experiments, however, do indicate how best to design an ensemble of initial conditions in the absence of model error. We presume then that model error will be (and should be) addresse... |

12 | Dynamical predictability in a simple general circulation model: Average error growth - Schubert, Suarez - 1989 |

10 |
Interactions of dynamics and observations in a four-dimensional variational assimilation
- Thepaut, Hoffman, et al.
- 1993
(Show Context)
Citation Context ... intensive approaches to data assimilation. Many operational centers are using or experimenting with using four-dimensional variational data assimilation systems, or 4DVAR (Thompson 1969; Daley 1991; =-=Thépaut et al. 1993-=-; Courtier et al. 1994; Fisher and Courtier 1995; Talagrand 1997). This technique finds the trajectory that best fits past and present observations. Like the EnKF, 4DVAR is computationally intensive, ... |

8 | A system simulation approach to ensemble prediction - Lefaiver, Derome, et al. - 1996 |

5 |
Reduction of analysis error through constraints of dynamical consistency
- Thompson
- 1969
(Show Context)
Citation Context ...ticated and computationally intensive approaches to data assimilation. Many operational centers are using or experimenting with using four-dimensional variational data assimilation systems, or 4DVAR (=-=Thompson 1969-=-; Daley 1991; Thépaut et al. 1993; Courtier et al. 1994; Fisher and Courtier 1995; Talagrand 1997). This technique finds the trajectory that best fits past and present observations. Like the EnKF, 4DV... |

2 | Available from ECMWF, Shinfield Park - Memo - 1963 |

2 |
Toward a dynamical understanding of planetary scale flow regimes
- Marshall, Molteni
- 1993
(Show Context)
Citation Context ...forecast model. Houtekamer and Mitchell (1998, hereafter HM98) first demonstrated the EnKF in a meteorological context. They used a quasigeostrophic T21 spectral resolution, three-level global model (=-=Marshall and Molteni 1993-=-) under perfect-model assumptions. They demonstrated that analysis errors decreased significantly as ensemble size is increased. However, HM98 also noted problems with the EnKF; first, with small ense... |

2 | A five-year plan for research related to the assimilation of meteorological data. NCAR Technical Note NCAR/TN-443, 41pp. [Available from the National Center for Atmospheric Research - Schlatter, Carr, et al. - 1999 |

1 | 2000: Dynamics and statistics of analysis errors in a quasigeostrophic model. Part I: dynamics - Snyder, Hamill, et al. |

1 |
Adaptive observations: Idealized sampling strat- 2000 HAMILL AND SNYDER egies for improving numerical weather prediction
- Morss
- 1999
(Show Context)
Citation Context ...with respect to x, setting the result equal to zero, and rearranging terms. At each assimilation time, our implementation of 3DVAR solves (2) for xa � xb using a conjugate residual descent algorithm (=-=Morss 1999-=-; Smolarkiewicz and Margolin 1994). The analysis xa is then used as the initial condition for a subsequent QG model forecast, and that forecast becomes the background xb at the next assimilation time.... |

1 | NCAR Tech Note 443, 45 pp. [Available from UCAR Communications, P.O. Box 3000 - Schubert, Suarez - 1989 |

1 | Available from Atmospheric Environment Service, Forecast Research Division, 4905 - Canada - 1973 |