Assessment of a Nonlinear Ensemble Transform Filter for High-Dimensional Data Assimilation


Contact
Lars.Nerger [ at ] awi.de

Abstract

This work assesses the large-scale applicability of the recently proposed nonlinear ensemble transform filter (NETF) in data assimilation experiments with the NEMO ocean general circulation model. The new filter constitutes a second-order exact approximation to fully nonlinear particle filtering. Thus, it relaxes the Gaussian assumption contained in ensemble Kalman filters. The NETF applies an update step similar to the local ensemble transform Kalman filter (LETKF), which allows for efficient and simple implementation. Here, simulated observations are assimilated into a simplified ocean configuration that exhibits globally highdimensional dynamics with a chaotic mesoscale flow. The model climatology is used to initialize an ensemble of 120 members. The number of observations in each local filter update is of the same order resulting from the use of a realistic oceanic observation scenario. Here, an importance sampling particle filter (PF) would require at least 106 members. Despite the relatively small ensemble size, the NETF remains stable and converges to the truth. In this setup, the NETF achieves at least the performance of the LETKF. However, it requires a longer spinup period because the algorithm only relies on the particle weights at the analysis time. These findings show that the NETF can successfully deal with a large-scale assimilation problem in which the local observation dimension is of the same order as the ensemble size. Thus, the second-order exact NETF does not suffer from the PF’s curse of dimensionality, even in a deterministic system.



Item Type
Article
Authors
Divisions
Primary Division
Programs
Primary Topic
Publication Status
Published
Eprint ID
39564
DOI 10.1175/MWR-D-15-0073.1

Cite as
Tödter, J. , Kirchgessner, P. , Nerger, L. and Ahrens, B. (2016): Assessment of a Nonlinear Ensemble Transform Filter for High-Dimensional Data Assimilation , Monthly Weather Review, 144 , pp. 409-427 . doi: 10.1175/MWR-D-15-0073.1


Download
[thumbnail of Toedter_etal_MWR144_409_2016.pdf]
Preview
PDF
Toedter_etal_MWR144_409_2016.pdf

Download (2MB) | Preview
Cite this document as:

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

Funded by
info:eu-repo/grantAgreement/EC/FP7/283580


Actions
Edit Item Edit Item