Growth of Forecast Errors from Covariances Modeled by 4DVAR and ETKF Methods

Abstract

Numerical weather forecasting errors grow with time. Error growth results from the amplification of small perturbations due to atmospheric instability or from model deficiencies during model integration. In current NWP systems, the dimension of the forecast error covariance matrices is far too large for these matrices to be represented explicitly. They must be approximated. This paper focuses on comparing the growth of forecast error from covariances modeled by the Met Office operational four-dimensional variational data assimilation (4DVAR) and ensemble transform Kalman filter (ETKF) methods over a period of 24 h. The growth of forecast errors implied by 4DVAR is estimated by drawing a random sample of initial conditions from a Gaussian distribution with the standard deviations given by the background error covariance matrix and then evolving the sample forward in time using linearized dynamics. The growth of the forecast error modeled by the ETKF is estimated by propagating the full nonlinear model in time starting from initial conditions generated by an ETKF. This method includes model errors in two ways: by using an inflation factor and by adding model perturbations through a stochastic physics scheme. Finally, these results are compared with a benchmark of the climatological error. The forecast error predicted by the implicit evolution of 4DVAR does not grow, regardless of the dataset used to generate the static background error covariance statistics. The forecast error predicted by the ETKF grows more rapidly because the ETKF selects balanced initial perturbations, which project onto rapidly growing modes. Finally, in both cases it is not possible to disentangle the contribution of the initial condition error from the model error.