A fast, single-iteration ensemble Kalman smoother for sequential data assimilation

Abstract

Listen

Translate article

Abstract. Ensemble variational methods form the basis of the state of the art for nonlinear, scalable data assimilation, yet current designs may not be cost-effective for real-time, short-range forecast systems. We propose a novel estimator in this formalism that is designed for applications in which forecast error dynamics is weakly nonlinear, such as synoptic-scale meteorology. Our method combines the 3D sequential filter analysis and retrospective reanalysis of the classic ensemble Kalman smoother with an iterative ensemble simulation of 4D smoothers. To rigorously derive and contextualize our method, we review related ensemble smoothers in a Bayesian maximum a posteriori narrative. We then develop and intercompare these schemes in the open-source Julia package DataAssimilationBenchmarks.jl, with pseudo-code provided for their implementations. This numerical framework, supporting our mathematical results, produces extensive benchmarks demonstrating the significant performance advantages of our proposed technique. Particularly, our single-iteration ensemble Kalman smoother (SIEnKS) is shown to improve prediction/analysis accuracy and to simultaneously reduce the leading-order computational cost of iterative smoothing in a variety of test cases relevant for short-range forecasting. This long work presents our novel SIEnKS and provides a theoretical and computational framework for the further development of ensemble variational Kalman filters and smoothers.