Abstract
<strong class="journal-contentHeaderColor">Abstract.</strong> 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.
Highlights
Ensemble-variational methods form the basis of the state-of-the-art for nonlinear, scalable data assimilation (DA) (Asch et al, 2016; Bannister, 2017)
The single-iteration ensemble Kalman smoother (SIEnKS) demonstrates significantly improved smoother accuracy over the Lin-iterative ensemble Kalman smoother (IEnKS) while remaining at a lower leading order cost. This suggests that the sequential multiple data assimilation (MDA) scheme of the SIEnKS is better equipped to handle highly nonlinear observation operators than the 4D-maxiumum a posteriori (MAP) formalism, which appears to suffer from a greater number of local minima
We provide a detailed review of the state-of-the-art for sequential, ensemble-variational Kalman filters and smoothers in perfect models within the Bayesian MAP formalism of the IEnKS
Summary
Ensemble-variational methods form the basis of the state-of-the-art for nonlinear, scalable data assimilation (DA) (Asch et al, 2016; Bannister, 2017). When 40 the linear-Gaussian approximation for the forecast error dynamics is adequate, nonlinearity in the DA cycle may instead by dominated by nonlinearity in the observation operator, nonlinearity in hyper-parameter optimization, and / or nonlinearity in temporally interpolating a re-analyzed, smoothed solution over the DAW In this setting, our novel formulation of iterative, ensemble-variational smoothing has substantial advantages in balancing the computational cost / prediction accuracy trade off for these estimators
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