A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKF

<p>A particle filter (PF) is an ensemble data assimilation method that does not assume Gaussian error distributions. Recent studies proposed local PFs (LPFs), which use localization, as in the ensemble Kalman filter, to apply the PF efficiently for high-dimensional dynamics. Among others, Penn...

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Main Authors: S. Kotsuki, T. Miyoshi, K. Kondo, R. Potthast
Format: Article
Language:English
Published: Copernicus Publications 2022-11-01
Series:Geoscientific Model Development
Online Access:https://gmd.copernicus.org/articles/15/8325/2022/gmd-15-8325-2022.pdf
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author S. Kotsuki
S. Kotsuki
S. Kotsuki
T. Miyoshi
T. Miyoshi
T. Miyoshi
T. Miyoshi
T. Miyoshi
K. Kondo
K. Kondo
R. Potthast
R. Potthast
author_facet S. Kotsuki
S. Kotsuki
S. Kotsuki
T. Miyoshi
T. Miyoshi
T. Miyoshi
T. Miyoshi
T. Miyoshi
K. Kondo
K. Kondo
R. Potthast
R. Potthast
author_sort S. Kotsuki
collection DOAJ
description <p>A particle filter (PF) is an ensemble data assimilation method that does not assume Gaussian error distributions. Recent studies proposed local PFs (LPFs), which use localization, as in the ensemble Kalman filter, to apply the PF efficiently for high-dimensional dynamics. Among others, Penny and Miyoshi (2016) developed an LPF in the form of the ensemble transform matrix of the local ensemble transform Kalman filter (LETKF). The LETKF has been widely accepted for various geophysical systems, including numerical weather prediction (NWP) models. Therefore, implementing the LPF consistently with an existing LETKF code is useful.</p> <p>This study develops a software platform for the LPF and its Gaussian mixture extension (LPFGM) by making slight modifications to the LETKF code with a simplified global climate model known as Simplified Parameterizations, Primitive Equation Dynamics (SPEEDY). A series of idealized twin experiments were accomplished under the ideal-model assumption. With large inflation by the relaxation to prior spread, the LPF showed stable filter performance with dense observations but became unstable with sparse observations. The LPFGM showed a more accurate and stable performance than the LPF with both dense and sparse observations. In addition to the relaxation parameter, regulating the resampling frequency and the amplitude of Gaussian kernels was important for the LPFGM. With a spatially inhomogeneous observing network, the LPFGM was superior to the LETKF in sparsely observed regions, where the background ensemble spread and non-Gaussianity were larger. The SPEEDY-based LETKF, LPF, and LPFGM systems are available as open-source software on GitHub (<span class="uri">https://github.com/skotsuki/speedy-lpf</span>, last access: 16 November 2022) and can be adapted to various models relatively easily, as in the case of the LETKF.</p>
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spelling doaj.art-2aa3cfe67930463a8f507a99809458fe2022-12-22T04:18:13ZengCopernicus PublicationsGeoscientific Model Development1991-959X1991-96032022-11-01158325834810.5194/gmd-15-8325-2022A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKFS. Kotsuki0S. Kotsuki1S. Kotsuki2T. Miyoshi3T. Miyoshi4T. Miyoshi5T. Miyoshi6T. Miyoshi7K. Kondo8K. Kondo9R. Potthast10R. Potthast11RIKEN Center for Computational Science, Kobe, JapanCenter for Environmental Remote Sensing, Chiba University, Chiba, JapanPRESTO, Japan Science and Technology Agency, Chiba, JapanRIKEN Center for Computational Science, Kobe, JapanRIKEN Interdisciplinary Theoretical and Mathematical Sciences Program, Kobe, JapanRIKEN Cluster for Pioneering Research, Kobe, JapanJapan Agency for Marine-Earth Science and Technology, Yokohama, JapanDepartment of Atmospheric and Oceanic Science, University of Maryland, College Park, Maryland, USARIKEN Center for Computational Science, Kobe, JapanMeteorological Research Institute, Japan Meteorological Agency, Tsukuba, JapanDeutscher Wetterdienst, Offenbach, GermanyApplied Mathematics, University of Reading, Reading, UK<p>A particle filter (PF) is an ensemble data assimilation method that does not assume Gaussian error distributions. Recent studies proposed local PFs (LPFs), which use localization, as in the ensemble Kalman filter, to apply the PF efficiently for high-dimensional dynamics. Among others, Penny and Miyoshi (2016) developed an LPF in the form of the ensemble transform matrix of the local ensemble transform Kalman filter (LETKF). The LETKF has been widely accepted for various geophysical systems, including numerical weather prediction (NWP) models. Therefore, implementing the LPF consistently with an existing LETKF code is useful.</p> <p>This study develops a software platform for the LPF and its Gaussian mixture extension (LPFGM) by making slight modifications to the LETKF code with a simplified global climate model known as Simplified Parameterizations, Primitive Equation Dynamics (SPEEDY). A series of idealized twin experiments were accomplished under the ideal-model assumption. With large inflation by the relaxation to prior spread, the LPF showed stable filter performance with dense observations but became unstable with sparse observations. The LPFGM showed a more accurate and stable performance than the LPF with both dense and sparse observations. In addition to the relaxation parameter, regulating the resampling frequency and the amplitude of Gaussian kernels was important for the LPFGM. With a spatially inhomogeneous observing network, the LPFGM was superior to the LETKF in sparsely observed regions, where the background ensemble spread and non-Gaussianity were larger. The SPEEDY-based LETKF, LPF, and LPFGM systems are available as open-source software on GitHub (<span class="uri">https://github.com/skotsuki/speedy-lpf</span>, last access: 16 November 2022) and can be adapted to various models relatively easily, as in the case of the LETKF.</p>https://gmd.copernicus.org/articles/15/8325/2022/gmd-15-8325-2022.pdf
spellingShingle S. Kotsuki
S. Kotsuki
S. Kotsuki
T. Miyoshi
T. Miyoshi
T. Miyoshi
T. Miyoshi
T. Miyoshi
K. Kondo
K. Kondo
R. Potthast
R. Potthast
A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKF
Geoscientific Model Development
title A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKF
title_full A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKF
title_fullStr A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKF
title_full_unstemmed A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKF
title_short A local particle filter and its Gaussian mixture extension implemented with minor modifications to the LETKF
title_sort local particle filter and its gaussian mixture extension implemented with minor modifications to the letkf
url https://gmd.copernicus.org/articles/15/8325/2022/gmd-15-8325-2022.pdf
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