A regulated localization scheme for ensemble-based Kalman filters


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Lars.Nerger [ at ] awi.de

Abstract

Localization is an essential element of ensemble-based Kalman filters in large-scale systems. Two localization methods are commonly used: Covariance localization and domain localization. The former applies a localizing weight to the forecast covariance matrix while the latter splits the assimilation into local regions in which independent assimilation updates are performed.The domain localization is usually combined with a weighting of the observation error covariance matrix, resulting in a similar localization effect to that of covariance localized filters. In order to improve the performance of domain localization with weighting of the observation errors, a regulated localization scheme is introduced. Twin experiments with the Lorenz-96 model demonstrate that the regulated localization can lead to a significant reduction of the estimation errors as well as increased stability of the assimilation process. In addition, the numerical experiments point out that the combination of covariance localization with a serial processing of observations during the analysis step can destabilize the assimilation process.



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Published
Eprint ID
23187
DOI 10.1002/qj.945

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Nerger, L. , Janjic Pfander, T. , Schröter, J. and Hiller, W. (2012): A regulated localization scheme for ensemble-based Kalman filters , Quarterly Journal of the Royal Meteorological Society, 138 , pp. 802-812 . doi: 10.1002/qj.945


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