Comparison of deterministic ensemble Kalman filters for assimilating hydrogeological data

Abstract

Groundwater models are critical decision support tools for water resources management and environmental remediation. However, limitations in site characterization data and conceptual models can adversely affect the reliability of groundwater models. Therefore, there is a strong need for continuous model uncertainty reduction. Ensemble filters have recently emerged as promising high-dimensional data assimilation techniques. Two general categories of ensemble filters exist in the literature: perturbation-based and deterministic. Deterministic ensemble filters have been extensively studied for their better performance and robustness in assimilating oceanographic and atmospheric data. In hydrogeology, while a number of previous studies demonstrated the usefulness of the perturbation-based ensemble Kalman filter (EnKF) for joint parameter and state estimation, there have been few systematic studies investigating the performance of deterministic ensemble filters. This paper presents a comparative study of four commonly used deterministic ensemble filters for sequentially estimating the hydraulic conductivity parameter in low- and moderately high-dimensional groundwater models. The performance of the filters is assessed on the basis of twin experiments in which the true hydraulic conductivity field is assumed known. The test results indicate that the deterministic ensemble Kalman filter (DEnKF) is the most robust filter and achieves the best performance at relatively small ensemble sizes. Deterministic ensemble filters often make use of covariance inflation and localization to stabilize filter performance. Sensitivity studies demonstrate the effects of covariance inflation, localization, observation density, and conditioning on filter performance.