Obstacles and benefits of the implementation of a reduced-rank smoother with a high resolution model of the tropical Atlantic Ocean

Abstract. Most of oceanographic operational centers use three-dimensional data assimilation schemes to produce reanalyses. We investigate here the benefits of a smoother, i.e. a four-dimensional formulation of statistical assimilation. A square-root sequential smoother is implemented with a tropical Atlantic Ocean circulation model. A simple twin experiment is performed to investigate its benefits, compared to its corresponding filter. Despite model's non-linearities and the various approximations used for its implementation, the smoother leads to a better estimation of the ocean state, both on statistical (i.e. mean error level) and dynamical points of view, as expected from linear theory. Smoothed states are more in phase with the dynamics of the reference state, an aspect that is nicely illustrated with the chaotic dynamics of the North Brazil Current rings. We also show that the smoother efficiency is strongly related to the filter configuration. One of the main obstacles to implement the smoother is then to accurately estimate the error covariances of the filter. Considering this, benefits of the smoother are also investigated with a configuration close to situations that can be managed by operational center systems, where covariances matrices are fixed (optimal interpolation). We define here a simplified smoother scheme, called half-fixed basis smoother, that could be implemented with current reanalysis schemes. Its main assumption is to neglect the propagation of the error covariances matrix, what leads to strongly reduce the cost of assimilation. Results illustrate the ability of this smoother to provide a solution more consistent with the dynamics, compared to the filter. The smoother is also able to produce analyses independently of the observation frequency, so the smoothed solution appears more continuous in time, especially in case of a low frenquency observation network.

[1]  G. Evensen,et al.  Data assimilation and inverse methods in terms of a probabilistic formulation , 1996 .

[2]  Ricardo Todling,et al.  A fixed-lag Kalman smoother for retrospective data assimilation , 1994 .

[3]  Jean-Michel Brankart,et al.  Efficient Parameterization of the Observation Error Covariance Matrix for Square Root or Ensemble Kalman Filters: Application to Ocean Altimetry , 2009 .

[4]  Peter Jan van Leeuwen,et al.  An Ensemble Smoother with Error Estimates , 2001 .

[5]  Pierre Brasseur,et al.  The SEEK filter method for data assimilation in oceanography: a synthesis , 2006 .

[6]  Nicolas Ferry,et al.  Mercator Global Eddy Permitting Ocean Reanalysis GLORYS1V1: Description and Results , 2010 .

[7]  Ichiro Fukumori,et al.  A Partitioned Kalman Filter and Smoother , 2002 .

[8]  Pierre F. J. Lermusiaux,et al.  Estimation and study of mesoscale variability in the strait of Sicily , 1999 .

[9]  T. Başar,et al.  A New Approach to Linear Filtering and Prediction Problems , 2001 .

[10]  Ricardo Todling,et al.  Suboptimal Schemes for Retrospective Data Assimilation Based on the Fixed-Lag Kalman Smoother , 1998 .

[11]  Jean-Michel Brankart,et al.  On the role of the GRACE mission in the joint assimilation of altimetric and TAO data in a tropical Pacific Ocean model , 2006 .

[12]  Pierre FJ Lermusiaux Data Assimilation via Error Subspace Statistical Estimation. , 1999 .

[13]  Philip L. Richardson,et al.  Mapping climatological seasonal variations of surface currents in the tropical Atlantic using ship drifts , 1986 .

[14]  G. Evensen Sequential data assimilation with a nonlinear quasi‐geostrophic model using Monte Carlo methods to forecast error statistics , 1994 .

[15]  Jean-Michel Brankart,et al.  Impact of data from upcoming altimetric missions on the prediction of the three-dimensional circulation in the tropical Atlantic Ocean , 2009 .

[16]  Stephen E. Cohn,et al.  A Kalman filter for a two-dimensional shallow-water model, formulation and preliminary experiments , 1985 .

[17]  Jean-Michel Brankart,et al.  Efficient Adaptive Error Parameterizations for Square Root or Ensemble Kalman Filters: Application to the Control of Ocean Mesoscale Signals , 2010 .

[18]  Geir Evensen,et al.  The Ensemble Kalman Filter: theoretical formulation and practical implementation , 2003 .

[19]  J. Yorke,et al.  Four-dimensional ensemble Kalman filtering , 2004 .

[20]  Jacques Verron,et al.  A singular evolutive extended Kalman filter for data assimilation in oceanography , 1998 .

[21]  Jacques Verron,et al.  An extended Kalman filter to assimilate satellite altimeter data into a nonlinear numerical model of the tropical Pacific Ocean: Method and validation , 1999 .

[22]  Thierry Penduff,et al.  An ERA40-based atmospheric forcing for global ocean circulation models , 2010 .

[23]  Robert H. Weisberg,et al.  Long waves in the equatorial Pacific Ocean , 1985 .

[24]  Eli Joel Katz,et al.  The Forced Annual Reversal of the Atlantic North Equatorial Countercurrent , 1983 .

[25]  Jean-Michel Brankart,et al.  Efficient Local Error Parameterizations for Square Root or Ensemble Kalman Filters: Application to a Basin-Scale Ocean Turbulent Flow , 2011 .

[26]  Cambridge Ma Advanced Interdisciplinary Data Assimilation: Filtering and Smoothing via Error Subspace Statistical Estimation , 2002 .

[27]  E. Kalnay,et al.  Four-dimensional ensemble Kalman filtering , 2004 .

[28]  Gurvan Madec,et al.  Definition of the interannual experiment ORCA025-B83, 1958-2007 , 2009 .

[29]  Jean-Michel Brankart,et al.  A Reduced-Order Kalman Filter for Data Assimilation in Physical Oceanography , 2007, SIAM Rev..

[30]  G. Evensen Ensemble Kalman Filtering , 2007 .

[31]  Peter Jan van Leeuwen,et al.  The time‐mean circulation in the Agulhas region determined with the ensemble smoother , 1999 .

[32]  S. Ravela,et al.  Fast ensemble smoothing , 2007 .

[33]  Florence Rabier,et al.  The interaction between model resolution, observation resolution and observation density in data assimilation: A one‐dimensional study , 2002 .

[34]  R. E. Kalman,et al.  A New Approach to Linear Filtering and Prediction Problems , 2002 .

[35]  Peter R. Oke,et al.  The Bluelink ocean data assimilation system (BODAS) , 2008 .

[36]  Jean-Michel Brankart,et al.  Assimilation of sea-surface temperature and altimetric observations during 1992–1993 into an eddy permitting primitive equation model of the North Atlantic Ocean , 2003 .

[37]  Adrian Hines,et al.  Data assimilation in the FOAM operational short‐range ocean forecasting system: a description of the scheme and its impact , 2007 .

[38]  X. Deng,et al.  Model Error Representation in an Operational Ensemble Kalman Filter , 2009 .

[39]  M. Verlaan,et al.  Tidal flow forecasting using reduced rank square root filters , 1997 .

[40]  Jens Schröter,et al.  Data assimilation for marine monitoring and prediction: The MERCATOR operational assimilation systems and the MERSEA developments , 2005 .

[41]  Didier Auroux,et al.  Smoothing Problems in a Bayesian Framework and Their Linear Gaussian Solutions , 2012 .

[42]  Myles R. Allen,et al.  Control of tropical instability waves in the Pacific , 1995 .

[43]  Dan Simon,et al.  Optimal State Estimation: Kalman, H∞, and Nonlinear Approaches , 2006 .

[44]  G. Evensen,et al.  An ensemble Kalman smoother for nonlinear dynamics , 2000 .

[45]  F. Rabier,et al.  The Interaction Between Model Resolution and Observation Resolution and Density In Data Assimilation , 2002 .

[46]  A. Robinson,et al.  Data Assimilation via Error Subspace Statistical Estimation.Part I: Theory and Schemes , 1999, Monthly Weather Review.

[47]  E. Kalnay,et al.  Simultaneous estimation of covariance inflation and observation errors within an ensemble Kalman filter , 2009 .

[48]  R. Todling,et al.  Suboptimal Schemes for Atmospheric Data Assimilation Based on the Kalman Filter , 1994 .

[49]  Florence Rabier,et al.  Importance of Data: A Meteorological Perspective , 2006 .

[50]  Jean-Michel Brankart,et al.  Implementation of a multivariate data assimilation scheme for isopycnic coordinate ocean models: Application to a 1993–1996 hindcast of the North Atlantic Ocean circulation , 2003 .

[51]  Nori,et al.  “ An Approximate Kalman Filter for Ocean Data Assimilation ; An Example with an Idealized Gulf Stream Modelt , 1995 .

[52]  P. Houtekamer,et al.  Data Assimilation Using an Ensemble Kalman Filter Technique , 1998 .

[53]  Jean-Michel Brankart,et al.  Implementation of a reduced rank square-root smoother for high resolution ocean data assimilation , 2010 .

[54]  G. Evensen Data Assimilation: The Ensemble Kalman Filter , 2006 .

[55]  Jeffrey L. Anderson,et al.  An investigation into the application of an ensemble Kalman smoother to high-dimensional geophysical systems , 2008 .

[56]  C. Striebel,et al.  On the maximum likelihood estimates for linear dynamic systems , 1965 .