Data assimilation for nonlinear systems with a hybrid nonlinear Kalman ensemble transform filter


Contact
Lars.Nerger [ at ] awi.de

Abstract

Ensemble Kalman filters are widely used for data assimilation applications in the geosciences. While they are remarkably stable even with nonlinear systems, it is known that they are not optimal in this case. The alternative particle filters are fully nonlinear, but difficult to apply with high-dimensional models. To combine the strengths of both filter types, a hybrid filter is introduced that combines the local ensemble transform Kalman filter (LETKF) with the nonlinear ensemble transform filter (NETF). Three variants of the hybrid filter are formulated. The hybridization is controlled by a hybrid weight. Different hybrid weights are examined and a new adaptive approach based on the ensemble skewness and kurtosis is introduced. The different hybrid filters and the schemes to compute the hybrid weight are assessed in numerical experiments with the nonlinear Lorenz-63 and Lorenz-96 models at different degrees of nonlinearity. A hybrid variant that first applies the NETF followed by the LETKF yields the best results. For the Lorenz-96 model, error reductions by up to 21.5% compared with the LETKF are obtained for the same ensemble size. Computing the hybrid weight based on skewness and kurtosis combined with the effective sample size yields the lowest estimation errors and the overall highest stability of the hybrid filter. The new hybrid filter applies localization and inflation and is hence also usable with high-dimensional models and can potentially provide a robust way to account for leading nonlinearity with small ensembles in nonlinear data assimilation applications.



Item Type
Article
Authors
Divisions
Primary Division
Programs
Primary Topic
Helmholtz Cross Cutting Activity (2021-2027)
Publication Status
Published
Eprint ID
55774
DOI 10.1002/qj.4221

Cite as
Nerger, L. (2022): Data assimilation for nonlinear systems with a hybrid nonlinear Kalman ensemble transform filter , Quarterly Journal of the Royal Meteorological Society, 148 , pp. 620-640 . doi: 10.1002/qj.4221


Download
[thumbnail of Nerger_QJRMS148_620_2022.pdf]
Preview
PDF
Nerger_QJRMS148_620_2022.pdf

Download (2MB) | Preview

Share
Add to AnyAdd to TwitterAdd to FacebookAdd to LinkedinAdd to PinterestAdd to Email


Citation

Geographical region
N/A

Research Platforms
N/A

Campaigns
N/A


Actions
Edit Item Edit Item