Cristin-resultat-ID: 929754
Sist endret: 1. oktober 2012 15:39
NVI-rapporteringsår: 2012
Vitenskapelig artikkel

An Iterative EnKF for Strongly Nonlinear Systems

  • Pavel Sakov
  • Dean Oliver og
  • Laurent Bertino


Monthly Weather Review
ISSN 0027-0644
e-ISSN 1520-0493
NVI-nivå 1

Om resultatet

Vitenskapelig artikkel
Publiseringsår: 2012
Volum: 140
Hefte: 6
Sider: 1988 - 2004


Isi-ID: 000304840900017

Beskrivelse Beskrivelse


An Iterative EnKF for Strongly Nonlinear Systems


The study considers an iterative formulation of the ensemble Kalman filter (EnKF) for strongly nonlinear systems in the perfect-model framework. In the first part, a scheme is introduced that is similar to the en- semble randomized maximal likelihood (EnRML) filter by Gu and Oliver. The two new elements in the scheme are the use of the ensemble square root filter instead of the traditional (perturbed observations) EnKF and rescaling of the ensemble anomalies with the ensemble transform matrix from the previous iteration instead of estimating sensitivities between the ensemble observations and ensemble anomalies at the start of the assimilation cycle by linear regression. A simple modification turns the scheme into an ensemble for- mulation of the iterative extended Kalman filter. The two versions of the algorithm are referred to as the iterative EnKF (IEnKF) and the iterative extended Kalman filter (IEKF). In the second part, the performance of the IEnKF and IEKF is tested in five numerical experiments: two with the 3-element Lorenz model and three with the 40-element Lorenz model. Both the IEnKF and IEKF show a considerable advantage over the EnKF in strongly nonlinear systems when the quality or density of observations are sufficient to constrain the model to the regime of mainly linear propagation of the ensemble anomalies as well as constraining the fast-growing modes, with a much smaller advantage otherwise. The IEnKF and IEKF can potentially be used with large-scale models, and can represent a robust and scalable alternative to particle filter (PF) and hybrid PF–EnKF schemes in strongly nonlinear systems.


Pavel Sakov

  • Tilknyttet:
    ved Nansen Senter for Miljø og Fjernmåling

Dean Oliver

  • Tilknyttet:
    ved NORCE Energi ved NORCE Norwegian Research Centre AS

Laurent Bertino

  • Tilknyttet:
    ved Nansen Senter for Miljø og Fjernmåling
1 - 3 av 3