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

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      General Information:

      Citation:
      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
      Cite this page as:
      hdl:10013/epic.46727
      DOI:
      https://doi.org/10.1175/MWR-D-15-0073.1
      Contact Email:
      Lars.Nerger@awi.de
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      Cite this document as:
      hdl:10013/epic.46727.d001
      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.

      Further Details:

      Item Type:
      Article
      Authors:
      Tödter, Julian ; Kirchgessner, Paul ; Nerger, Lars ; Ahrens, Bodo
      Divisions:
      AWI Organizations > Infrastructure > Scientific Computing
      Primary Division:
      Organizations > AWI Organizations > Infrastructure > Scientific Computing
      Programs:
      Helmholtz Research Programs > PACES II (2014-2018) > TOPIC 4: Research in science-stakeholder interactions > WP 4.1: Operational analyses and forecasting
      Primary Topic:
      Helmholtz Programs > Helmholtz Research Programs > PACES II (2014-2018) > TOPIC 4: Research in science-stakeholder interactions > WP 4.1: Operational analyses and forecasting
      Eprint ID:
      39564
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