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Derivation and characterization of a new filter for nonlinear high-dimensional data assimilation
(2015)
Data assimilation (DA) combines model forecasts with real-world observations to achieve an optimal estimate of the state of a dynamical system. The quality of predictions in nonlinear and chaotic systems such as atmospheric or oceanic circulation is strongly sensitive to the initial conditions. Therefore, beyond the consistent reconstruction of past states, a primary relevance of advanced DA methods concerns the proper model initialization. The ensemble Kalman filter (EnKF) and its deterministic variants, mostly square root filters such as the ensemble transform Kalman filter (ETKF), represent a popular alternative to variational DA schemes. They are applied in a wide range of research and operations. Their forecast step employs an ensemble integration that fully respects the nonlinear nature of the analyzed system. In the analysis step, they implicitly assume the prior state and observation errors to be Gaussian. Consequently, in nonlinear systems, the mean and covariance of the analysis ensemble are biased and these filters remain suboptimal. In contrast, the fully nonlinear, non-Gaussian particle filter (PF) relies on Bayes' theorem without further assumptions, which guarantees an exact asymptotic behavior. However, it is exposed to weight collapse, particularly in higher-dimensional settings, known as the curse of dimensionality.
This work presents a new method to obtain an analysis ensemble with mean and covariance that exactly match the corresponding Bayesian estimates. This is achieved by a deterministic matrix square root transformation of the forecast ensemble, and subsequently a suitable random rotation that significantly contributes to filter stability while preserving the required second-order statistics. The forecast step remains as in the ETKF. The algorithm, which is fairly easy to implement and computationally efficient, is referred to as the nonlinear ensemble transform filter (NETF). The limitation with respect to fully-nonlinear filtering is that the NETF only considers the mean and covariance of the Bayesian analysis density, neglecting higher-order moments.
The properties and performance of the proposed algorithm are investigated via a set of experiments. The results indicate that such a filter formulation can increase the analysis quality, even for relatively small ensemble sizes, compared to other ensemble filters in nonlinear, non-Gaussian scenarios. They also confirm that localization enhances the applicability of this PF-inspired scheme in larger-dimensional systems. Finally, the novel filter is coupled to a large-scale ocean general circulation model with a realistic observation scenario. The NETF remains stable with a small ensemble size and shows a consistent behavior. Additionally, its analyses exhibit low estimation errors, as revealed by a comparison with a free ensemble integration and the ETKF. The results confirm that, in principle, the filter can be applied successfully and as simple as the ETKF in high-dimensional problems. No further modifications are needed, even though the algorithm is only based on the particle weights. Thus, it is able to overcome the curse of dimensionality, even in deterministic systems. This proves that the NETF constitutes a promising and user-friendly method for nonlinear high-dimensional DA.
The accurate knowledge of the groundwater storage variation (ΔGWS) is essential for reliable water resource assessment, particularly in arid and semi-arid environments (e.g., Australia, the North China Plain (NCP)) where water storage is significantly affected by human activities and spatiotemporal climate variations. The large-scale ΔGWS can be simulated from a land surface model (LSM), but the high model uncertainty is a major drawback that reduces the reliability of the estimates. The evaluation of the model estimate is then very important to assess its accuracy. To improve the model performance, the terrestrial water storage variation derived from the Gravity Recovery And Climate Experiment (GRACE) satellite mission is commonly assimilated into LSMs to enhance the accuracy of the ΔGWS estimate. This study assimilates GRACE data into the PCRaster Global Water Balance (PCR-GLOBWB) model. The GRACE data assimilation (DA) is developed based on the three-dimensional ensemble Kalman smoother (EnKS 3D), which considers the statistical correlation of all extents (spatial, temporal, vertical) in the DA process. The ΔGWS estimates from GRACE DA and four LSM simulations (PCR-GLOBWB, the Community Atmosphere Biosphere Land Exchange (CABLE), the Water Global Assessment and Prognosis Global Hydrology Model (WGHM), and World-Wide Water (W3)) are validated against the in situ groundwater data. The evaluation is conducted in terms of temporal correlation, seasonality, long-term trend, and detection of groundwater depletion. The GRACE DA estimate shows a significant improvement in all measures, notably the correlation coefficients (respect to the in situ data) are always higher than the values obtained from model simulations alone (e.g., ~0.15 greater in Australia, and ~0.1 greater in the NCP). GRACE DA also improves the estimation of groundwater depletion that the models cannot accurately capture due to the incorrect information of the groundwater demand (in, e.g., PCR-GLOBWB, WGHM) or the unavailability of a groundwater consumption routine (in, e.g., CABLE, W3). In addition, this study conducts the inter-comparison between four model simulations and reveals that PCR-GLOBWB and CABLE provide a more accurate ΔGWS estimate in Australia (subject to the calibrated parameter) while PCR-GLOBWB and WGHM are more accurate in the NCP (subject to the inclusion of anthropogenic factors). The analysis can be used to declare the status of the ΔGWS estimate, as well as itemize the possible improvements of the future model development.
A realistic simulation of the atmospheric boundary layer (ABL) depends on an accurate representation of the land–atmosphere coupling. Land surface temperature (LST) plays an important role in this context and the assimilation of LST can lead to improved estimates of the boundary layer and its processes. We assimilated synthetic satellite LST retrievals derived from a nature run as truth into a fully coupled, state‐of‐the‐art land–atmosphere numeric weather prediction model. As assimilation system a local ensemble transform Kalman filter was used and the control vector was augmented by the soil temperature and humidity. To evaluate the concept of the augmented control vector, two‐day case‐studies with different control vector settings were conducted for clear‐sky periods in March and August 2017. These experiments with hourly LST assimilation were validated against the nature run and overall, the RMSE of atmospheric and soil temperature of the first‐guess (and analysis) were reduced. The temperature estimate of the ABL was particularly improved during daytime as was the estimate of the soil temperature during the whole diurnal cycle. The best impact of LST assimilation on the soil and the ABL was achieved with the augmented control vector. Through the coupling between the soil and the atmosphere, the assimilation of LST can have a positive impact on the temperature forecast of the ABL even after 15 hr because of the memory of the soil. These encouraging results motivate further work towards the assimilation of real satellite LST retrievals.