An Efficient Ensemble Data Assimilation Approach To Deal With Range Limited Observation

Similar documents
Ensemble Kalman Filter

A data-driven method for improving the correlation estimation in serial ensemble Kalman filter

Lagrangian Data Assimilation and Its Application to Geophysical Fluid Flows

Data Assimilation Research Testbed Tutorial

Data assimilation with and without a model

DART_LAB Tutorial Section 2: How should observations impact an unobserved state variable? Multivariate assimilation.

Hierarchical Bayes Ensemble Kalman Filter

A new Hierarchical Bayes approach to ensemble-variational data assimilation

(Extended) Kalman Filter

EnKF-based particle filters

Fundamentals of Data Assimila1on

Ergodicity in data assimilation methods

Ensemble forecasting and flow-dependent estimates of initial uncertainty. Martin Leutbecher

Smoothers: Types and Benchmarks

Ensemble Data Assimilation and Uncertainty Quantification

Improved analyses and forecasts with AIRS retrievals using the Local Ensemble Transform Kalman Filter

Data assimilation with and without a model

Correcting biased observation model error in data assimilation

Enhancing information transfer from observations to unobserved state variables for mesoscale radar data assimilation

The Ensemble Kalman Filter:

Convective-scale data assimilation in the Weather Research and Forecasting model using a nonlinear ensemble filter

Recap on Data Assimilation

Short tutorial on data assimilation

Challenges in Inverse Modeling and Data Assimilation of Atmospheric Constituents

Prospects for river discharge and depth estimation through assimilation of swath altimetry into a raster-based hydraulics model

Juli I. Rubin. NRC Postdoctoral Research Associate Naval Research Laboratory, Monterey, CA

Asynchronous data assimilation

Estimating Observation Impact in a Hybrid Data Assimilation System: Experiments with a Simple Model

Par$cle Filters Part I: Theory. Peter Jan van Leeuwen Data- Assimila$on Research Centre DARC University of Reading

Fundamentals of Data Assimila1on

Data assimilation in high dimensions

Radiance Data Assimilation with an EnKF

COMPARATIVE EVALUATION OF ENKF AND MLEF FOR ASSIMILATION OF STREAMFLOW DATA INTO NWS OPERATIONAL HYDROLOGIC MODELS

A Spectral Approach to Linear Bayesian Updating

A Note on the Particle Filter with Posterior Gaussian Resampling

State and Parameter Estimation in Stochastic Dynamical Models

UNDERSTANDING DATA ASSIMILATION APPLICATIONS TO HIGH-LATITUDE IONOSPHERIC ELECTRODYNAMICS

Multimodel Ensemble forecasts

Relationship between Singular Vectors, Bred Vectors, 4D-Var and EnKF

The Ensemble Kalman Filter:

Application of the Ensemble Kalman Filter to History Matching

An Ensemble based Reliable Storm Surge Forecasting for Gulf of Mexico

Gaussian Filtering Strategies for Nonlinear Systems

Parameter Estimation in Reservoir Engineering Models via Data Assimilation Techniques

Lecture 2: From Linear Regression to Kalman Filter and Beyond

Adaptive ensemble Kalman filtering of nonlinear systems

An Iterative EnKF for Strongly Nonlinear Systems

Cross-validation methods for quality control, cloud screening, etc.

DART Tutorial Section 18: Lost in Phase Space: The Challenge of Not Knowing the Truth.

Towards a probabilistic hydrological forecasting and data assimilation system. Henrik Madsen DHI, Denmark

A Stochastic Collocation based. for Data Assimilation

Bayesian Inverse problem, Data assimilation and Localization

Fundamentals of Data Assimilation

Finite-size ensemble Kalman filters (EnKF-N)

Stochastic Collocation Methods for Polynomial Chaos: Analysis and Applications

Application of Mean Recentering Scheme to Improve the Typhoon Track Forecast: A Case Study of Typhoon Nanmadol (2011) Chih-Chien Chang, Shu-Chih Yang

Forecasting and data assimilation

Lecture 2: From Linear Regression to Kalman Filter and Beyond

Analysis Scheme in the Ensemble Kalman Filter

Data assimilation in high dimensions

A Data-driven Approach for Remaining Useful Life Prediction of Critical Components

Advances and Challenges in Ensemblebased Data Assimilation in Meteorology. Takemasa Miyoshi

Lagrangian Data Assimilation and its Applications to Geophysical Fluid Flows

Estimating Observation Impact in a Hybrid Data Assimilation System: Experiments with a Simple Model

DART Tutorial Part IV: Other Updates for an Observed Variable

Practical Aspects of Ensemble-based Kalman Filters

Relative Merits of 4D-Var and Ensemble Kalman Filter

Convergence of Square Root Ensemble Kalman Filters in the Large Ensemble Limit

Error (E) Covariance Diagnostics. in Ensemble Data Assimilation. Kayo Ide, Daryl Kleist, Adam Kubaryk University of Maryland

An ETKF approach for initial state and parameter estimation in ice sheet modelling

State Space Models for Wind Forecast Correction

Bayesian Statistics and Data Assimilation. Jonathan Stroud. Department of Statistics The George Washington University

Methods of Data Assimilation and Comparisons for Lagrangian Data

Jidong Gao and David Stensrud. NOAA/National Severe Storm Laboratory Norman, Oklahoma

Model error and parameter estimation

6 Sequential Data Assimilation for Nonlinear Dynamics: The Ensemble Kalman Filter

CIS 390 Fall 2016 Robotics: Planning and Perception Final Review Questions

Toward improved initial conditions for NCAR s real-time convection-allowing ensemble. Ryan Sobash, Glen Romine, Craig Schwartz, and Kate Fossell

4. DATA ASSIMILATION FUNDAMENTALS

A data assimilation approach for reconstructing sea ice volume in the Southern Hemisphere

EnKF Review. P.L. Houtekamer 7th EnKF workshop Introduction to the EnKF. Challenges. The ultimate global EnKF algorithm

Data Assimilation in Geosciences: A highly multidisciplinary enterprise

Relationship between Singular Vectors, Bred Vectors, 4D-Var and EnKF

Gaussian Process Approximations of Stochastic Differential Equations

Aspects of the practical application of ensemble-based Kalman filters

Data assimilation; comparison of 4D-Var and LETKF smoothers

Ensemble Data Assimila.on and Uncertainty Quan.fica.on

Adaptive Inflation for Ensemble Assimilation

Systematic strategies for real time filtering of turbulent signals in complex systems

Robust Ensemble Filtering With Improved Storm Surge Forecasting

Organization. I MCMC discussion. I project talks. I Lecture.

DRAGON ADVANCED TRAINING COURSE IN ATMOSPHERE REMOTE SENSING. Inversion basics. Erkki Kyrölä Finnish Meteorological Institute

New Fast Kalman filter method

Variational ensemble DA at Météo-France Cliquez pour modifier le style des sous-titres du masque

DART_LAB Tutorial Section 5: Adaptive Inflation

Estimation of positive sum-to-one constrained parameters with ensemble-based Kalman filters: application to an ocean ecosystem model

Using Observations at Different Spatial. Scales in Data Assimilation for. Environmental Prediction. Joanne A. Waller

Review of Covariance Localization in Ensemble Filters

P 1.86 A COMPARISON OF THE HYBRID ENSEMBLE TRANSFORM KALMAN FILTER (ETKF)- 3DVAR AND THE PURE ENSEMBLE SQUARE ROOT FILTER (EnSRF) ANALYSIS SCHEMES

4DEnVar. Four-Dimensional Ensemble-Variational Data Assimilation. Colloque National sur l'assimilation de données

Transcription:

An Efficient Ensemble Data Assimilation Approach To Deal With Range Limited Observation A. Shah 1,2, M. E. Gharamti 1, L. Bertino 1 1 Nansen Environmental and Remote Sensing Center 2 University of Bergen 11 th International EnKF Workshop June 2, 216 1

Outline Motivation Range Limited Observations (RLO): Methodology and Algorithm Numerical Experiments Conclusion 2

Motivation Many available measurement in environmental systems are defined within certain interval. To use the qualitative information available from the range limited observations. Very few studies carried out dealing this issue Borup et. al., (215) 3

Range limited Observations Photo : Earth Imaging Journal 4

Methodology and Algorithm Bayesian Rule p( x y) = p ( x )p( y x) p( y) Borup et. al., (215): Ensemble Partial Updating (EnPU) for RLO EnPU will allow us to use qualitative information about data i.e., the posterior will be p( x k y quant, y ) qual where y quant and y qual are quantitative and qualitative observation respectively 5

Figure : (Borup et. al., 215) With and without partial updating when the measurement gauge has lower observation limit 6

Partial Ensemble Kalman Filter (PEnKF) OR-observation Create virtual observation at threshold limit Data likelihood for perturbing observations Two Piece Gaussian distribution (Fechner s Kollektivmasslehre, 1897) One of the observation variance in 2-piece Gaussian s or = p* ( Hx f ) where p is positive real number 7

Probability Probability Cont.. Posterior when the prior is in-range ï ( ) µ p(x k)p(y quant x k ) í p x k y quant, y qualit ì îï p(x k )p(y qualit x k ).4.6.35.5.3.4.25.2.3.15.2.1.1.5 Bayesian Representation Prior Obs. Likelihood Prior Obs. Prior Likelihood Posterior Threshold -5 5 1 5 15 1 2 25 15 3 2 35 State value 8

Check if y isout of range No Update x i f as it isdoneinenkf Yes Check if Hx i f is within range No Updatethe X i f settinginnovationtozero Yes UpdateX i f with perturb observation generated from 2-piece Gaussian Repeat from the step 2 for all all the members Repeat from the step 2 for all the members 9

Numerical Experiments EnKF, PEnKF and EnKF-ignored DA methods are tested under the framework of twin experiment. Model Lorenz 96 with configuration as below Number of Ensemble 1 dt -.5 (~6 hours) Total time of integration is 5 Years Model error introduced by using wrong forcing - 7.5 s obs =1 1

Cont.. Experiments for Sensitivity to Number of observation Observation frequency Threshold limit Model error Diagnostics tools: Root Mean Square Error Average Ensemble Spread Observation Influence Rank Histograms 11

RMSE RMSE and Avg. Ensemble Spread RMSE-Analysis for EnKF, PEnKF and EnKF-Ignored with full obs. network 4 3.5 EnKF PEnKF EnKF-ignored 3 2.5 2 1.5 1.5 1 2 3 4 5 6 7 8 75% of observations are out of range on an average for total time of integration12

RMSE Avg. RMSE for EnKF, PEnKF and EnKF-Ignored for different observation frequency 2.5 EnKF PEnKF EnKF-Ignored 2 1.5 1.5 1 2 3 4 5 6 7 8 9 1 Observation frequency (Time step) 13

RMS and AESP AESP 1.8 2.4 1.6 2.2 Average Ensemble Spread Analysis for PEnKF and EnKF-(Ignored) Snap-shot of time series of RMSE and AESP of Analysis AESP-PEnKF AESP-EnKF(Ign) RMSE-PEnKF AESP-PEnKF RMSE-EnKF(Ign) AESP-EnKF(Ign) 1.4 2 1.8 1.2 1.6 1.4 1 1.2 1.8.8.6.6 2 4 6 8 1 12 14 16 18 5 1 15 2 25 3 35 4 Time Time 14

tr(kh) T /No.of obs Observation Influence.45.4 Average Observation influence in PEnkF All Observation OR-Observation.35.3.25.2.15.1.5 2 4 6 8 1 12 14 16 18 Time 15

P(rank) P(rank) P(rank) P(rank) P(rank) P(rank) Rank Histogram(Reliability).6 PEnKF-all observation.1 PEnKF- Half observation.6 PEnKF- 13 observations.9.5.8.5.4.7.4.6.3.5.3.4.2.3.2.1.2.1.1 2 4 6 8 1 Rank 2 4 6 8 1 Rank 2 4 6 8 1 Rank.6 EnKF(Ignored) all observation.1 EnKF(Ignored) - Half observation.6 EnKF(Ign)-13 observations.9.5.8.5.4.7.4.6.3.5.3.4.2.3.2.1.2.1.1 2 4 6 8 1 Rank 2 4 6 8 1 Rank 2 4 6 8 1 Rank 16

RMSE Sensitivity-Model Error 3.5 RMSE Analysis for strong model error PEnKF EnKF-Ignored 3 2.5 2 1.5 1.5 2 4 6 8 1 12 Time 17

Conclusion and future work Adding qualitative information with PEnKF Improve quality of forecast Reduce uncertainty Improves reliability of forecast Adding strong model error deteriorates the performance of the proposed DA scheme Implementation with some real world model and data set To investigate further for some possible improvement if possible 18

19