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Estimating correlated observation error statistics using an ensemble transform Kalman filter Cover

Estimating correlated observation error statistics using an ensemble transform Kalman filter

Open Access
|Dec 2014

Figures & Tables

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Table 1. Details of experiments executed using the Lorenz '96 (L) and Kuramoto-Sivashinsky (K) models to investigate the assimilation performance of the ETKFR compared to the ETKF

Exp. no.Assimilation methodObs Freq. (time steps)E1E2 (1Nan=0Naxnt2)C1 C2 (1Naen=0Naecnt2)
1LETKF (R=R t )50.682.3% (29.53)––2LETKF (R=diagR t )50.732.5% (29.53)––3LETKFR (R0=R D )50.702.4% (29.53)0.029.1% (0.22)4LETKF (R=R t )302.317.8% (29.46)––5LETKF (R=diagR t )302.839.6% (29.46)––6LETKFR (R0=R D )302.438.3% (29.46)0.0418.2% (0.22)7LETKF (R=R t )50.662.2% (29.53)––8LETKFR (R0=R D )50.672.3% (29.53)0.028.7% (0.23)1KETKF (R=R t )404.0019.0% (20.98)––2KETKF (R=diagR t )404.4121.0% (20.98)––3KETKFR (R0=R D )404.1219.6% (20.98)0.0517.2% (0.29)4KETKF (R=R t )1005.6526.8% (21.05)––5KETKF (R=diagR t )1006.0028.5% (21.05)––6KETKFR (R0=R D )1005.9528.3% (21.05)0.1448.2% (0.29)7KETKF (R=R t )403.8918.6% (20.98)––8KETKFR (R0=R D )404.0719.4% (20.98)0.0929.0% (0.31)

[i] The experiments are run with R t =R C +R D and σb2=σD2=σC2=0.1. For experiments 1L to 6L the correlation length scale parameter is b=3.6 and for 1K to 6K is b=3.8. For 7L and 8L α=−3×10−4 and β=3.6 and for 7K and 8K α=3×10−4 and β=3.7. Note that for different runs of these experiments, the results are unchanged to two decimal places.

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Table 2. Details of experiments executed using the Lorenz '96 (L) and Kuramoto-Sivashinsky (K) models to investigate the robustness of the ETKFR

Exp. no.True Rσb2, σD2, σC2E1E2 (1Nan=0Naxnt2)C1C2 (1Naen=0Naecnt2)
9Lα=0, β=5.00.10.742.5% (29.53)0.029.1% (0.22)10Lα=3×10−4, β=3.30.10.682.3% (29.53)0.029.1% (0.22)11Lα=−1×10−3, β=3.60.10.682.3% (29.53)0.0313.0% (0.23)12Lα=−3×10−4, β=3.60.010.210.7% (29.53)0.000.0% (0.02)13Lα=−3×10−4, β=3.61.02.438.2% (29.53)0.2611.6% (2.25)14Lα=−3×10−4, β=3.60.1, 1.0, 1.02.628.9% (29.53)0.2611.6% (2.25)15Lα=−3×10−4, β=3.61.0, 0.1, 0.10.682.3% (29.53)0.028.7% (0.23)9Kα=0, β=3.50.14.9723.7% (20.98)0.0725.0% (0.28)10Kα=−3×10−4, β=4.00.14.0319.2% (20.98)0.1034.5% (0.29)11Kα=4×10−4, β=3.70.14.0319.2% (20.98)0.1031.3% (0.32)12Kα=3×10−4, β=3.70.010.954.5% (20.98)0.000.0% (0.03)13Kα=3×10−4, β=3.71.011.2753.7% (20.98)0.8527.6% (3.08)14Kα=3×10−4, β=3.70.1, 1.0, 1.011.2553.6% (20.98)0.8828.6% (3.08)15Kα=3×10−4, β=3.71.0, 0.1, 0.14.1819.9% (20.98)0.1032.3% (0.31)

[i] The initial matrix used in the assimilation is always equal to R0=RD=σD2I. Observations are available every five time steps for the Lorenz '96 model and 40 time steps for the KS model. Note that for different runs of these experiments, the results are unchanged to two decimal places.

Fig. 1

Rows of the true and estimated covariance matrices. (a) Experiment 3L. Rows of the true (solid) and estimated covariance matrices. Covariance calculated using the first 100 background and analysis innovations (dashed). Covariance calculated using the last 100 background and analysis innovations (dot–dashed). (b) Experiment 3K. Rows of the true (solid) and estimated covariance matrices. Covariance calculated using the first 250 background and analysis innovations (dashed). Covariance calculated using the last 250 background and analysis innovations (dot–dashed).

Fig. 2

Rows of the true (solid) and estimated (dashed) covariance matrices (covariance function plotted against observation point) every 100 assimilation steps from 300 to 1000 for Experiment 8K with a time-dependent R, where b varies from 3.7 to 4.0, frequent observations and initial forecast, diagonal and correlated error variances set to 0.1.

Language: English
Page range: 23294 - 23294
Submitted on: Nov 7, 2013
Accepted on: Jul 15, 2014
Published on: Dec 1, 2014
Published by: Stockholm University Press
In partnership with: Paradigm Publishing Services

© 2014 Joanne A. Waller, Sarah L. Dance, Amos S. Lawless, Nancy K. Nichols, published by Stockholm University Press
This work is licensed under the Creative Commons Attribution 4.0 License.