Ensemble Kalman filtering with residual nudging: An extension to nonlinear to state estimation problems with nonlinear observation operators

by X. Luo, I. Hoteit
Year:2014

Bibliography

Ensemble Kalman filtering with residual nudging: An extension to nonlinear to state estimation problems with nonlinear observation operators
X. Luo and I. Hoteit
Monthly Weather Review, 142, 3696-3712, 2014

Abstract

​The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an observation-space-based strategy, called residual nudging, to improve the stability of the EnKF when dealing with linear observation operators. The main idea behind residual nudging is to monitor and, if necessary, adjust the distances (misfits) between the real observations and the simulated ones of the state estimates, in the hope that by doing so one may be able to obtain better estimation accuracy. In the present study, residual nudging is extended and modified in order to handle nonlinear observation operators. Such extension and modification result in an iterative filtering framework that, under suitable conditions, is able to achieve the objective of residual nudging for data assimilation problems with nonlinear observation operators. The 40-dimensional Lorenz-96 model is used to illustrate the performance of the iterative filter. Numerical results show that, while a normal EnKF may diverge with nonlinear observation operators, the proposed iterative filter remains stable and leads to reasonable estimation accuracy under various experimental settings.

DOI: 10.1175/MWR-D-13-00328.1

Keywords

Ensemble Kalman Filtering Estimation Problem Observation Operator
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