A comparison of the equivalent weights particle filter and the local ensemble transform Kalman filter in application to the barotropic vorticity equation

Data assimilation methods that work in high-dimensional systems are crucial to many areas of the geosciences: meteorology, oceanography, climate science and so on. The equivalent weights particle filter (EWPF) has been designed for, and recently shown to scale to, problems that are of use to these c...

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Main Author: Philip A. Browne
Format: Article
Language:English
Published: Stockholm University Press 2016-12-01
Series:Tellus: Series A, Dynamic Meteorology and Oceanography
Subjects:
Online Access:http://www.tellusa.net/index.php/tellusa/article/view/30466/50318
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author Philip A. Browne
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description Data assimilation methods that work in high-dimensional systems are crucial to many areas of the geosciences: meteorology, oceanography, climate science and so on. The equivalent weights particle filter (EWPF) has been designed for, and recently shown to scale to, problems that are of use to these communities. This article performs a systematic comparison of the EWPF with the established and widely used local ensemble transform Kalman filter (LETKF). Both methods are applied to the barotropic vorticity equation for different networks of observations. In all cases, it was found that the LETKF produced lower root mean–squared errors than the EWPF. The performance of the EWPF is shown to depend strongly on the form of nudging used, and a nudging term based on the local ensemble transform Kalman smoother is shown to improve the performance of the filter. This indicates that the EWPF must be considered as a truly two-stage filter and not only by its final step which avoids weight collapse.
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spelling doaj.art-f6f479b9f80a45ef804993a16a9722a42022-12-22T03:01:51ZengStockholm University PressTellus: Series A, Dynamic Meteorology and Oceanography1600-08702016-12-0168011810.3402/tellusa.v68.3046630466A comparison of the equivalent weights particle filter and the local ensemble transform Kalman filter in application to the barotropic vorticity equationPhilip A. Browne0Department of Meteorology, University of Reading, RG6 6AY, Reading, UKData assimilation methods that work in high-dimensional systems are crucial to many areas of the geosciences: meteorology, oceanography, climate science and so on. The equivalent weights particle filter (EWPF) has been designed for, and recently shown to scale to, problems that are of use to these communities. This article performs a systematic comparison of the EWPF with the established and widely used local ensemble transform Kalman filter (LETKF). Both methods are applied to the barotropic vorticity equation for different networks of observations. In all cases, it was found that the LETKF produced lower root mean–squared errors than the EWPF. The performance of the EWPF is shown to depend strongly on the form of nudging used, and a nudging term based on the local ensemble transform Kalman smoother is shown to improve the performance of the filter. This indicates that the EWPF must be considered as a truly two-stage filter and not only by its final step which avoids weight collapse.http://www.tellusa.net/index.php/tellusa/article/view/30466/50318equivalent weights particle filternon-linear data assimilationEMPIRELETKFnudgingLETKS relaxation
spellingShingle Philip A. Browne
A comparison of the equivalent weights particle filter and the local ensemble transform Kalman filter in application to the barotropic vorticity equation
Tellus: Series A, Dynamic Meteorology and Oceanography
equivalent weights particle filter
non-linear data assimilation
EMPIRE
LETKF
nudging
LETKS relaxation
title A comparison of the equivalent weights particle filter and the local ensemble transform Kalman filter in application to the barotropic vorticity equation
title_full A comparison of the equivalent weights particle filter and the local ensemble transform Kalman filter in application to the barotropic vorticity equation
title_fullStr A comparison of the equivalent weights particle filter and the local ensemble transform Kalman filter in application to the barotropic vorticity equation
title_full_unstemmed A comparison of the equivalent weights particle filter and the local ensemble transform Kalman filter in application to the barotropic vorticity equation
title_short A comparison of the equivalent weights particle filter and the local ensemble transform Kalman filter in application to the barotropic vorticity equation
title_sort comparison of the equivalent weights particle filter and the local ensemble transform kalman filter in application to the barotropic vorticity equation
topic equivalent weights particle filter
non-linear data assimilation
EMPIRE
LETKF
nudging
LETKS relaxation
url http://www.tellusa.net/index.php/tellusa/article/view/30466/50318
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