Comparison of extended and ensemble based Kalman filters with low and high resolution primitive equation ocean models

Kalman filters are widely used for data assimilation into ocean models. The aim of this study is to discuss the relevance of these filters with high resolution ocean models. This was investigated through the comparison of two advanced Kalman filters: the singular evolutive extended Kalman (SEEK) filter and its ensemble-based variant, called SEIK filter. The two filters were implemented with the Princeton Ocean model (POM) considering a low spatial resolution configuration (Mediterranean sea model) and a very high one (Pagasitikos Gulf coastal model). It is shown that the two filters perform reasonably well when applied with the low resolution model. However, when the high resolution model is considered, the behavior of the SEEK filter seriously degrades because of strong model nonlinearities while the SEIK filter remains remarkably more stable. Based on the assumption of prior Gaussian distributions, the linear analysis step of the latter can still be improved though.

[1]  J. Hansen,et al.  Implications of Stochastic and Deterministic Filters as Ensemble-Based Data Assimilation Methods in Varying Regimes of Error Growth , 2004 .

[2]  M. Ghil,et al.  Data assimilation in meteorology and oceanography , 1991 .

[3]  H. Madsen,et al.  Comparison of extended and ensemble Kalman filters for data assimilation in coastal area modelling , 1999 .

[4]  Dinh-Tuan Pham,et al.  Evolution of the reduced state space and data assimilation schemes based on the Kalman filter , 2003 .

[5]  G. Korres,et al.  A one-way nested eddy resolving model of the Aegean and Levantine basins: implementation and climatological runs , 2003 .

[6]  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 .

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

[8]  D. Pham Stochastic Methods for Sequential Data Assimilation in Strongly Nonlinear Systems , 2001 .

[9]  J. Smagorinsky,et al.  GENERAL CIRCULATION EXPERIMENTS WITH THE PRIMITIVE EQUATIONS , 1963 .

[10]  Jens Schröter,et al.  A comparison of error subspace Kalman filters , 2005 .

[11]  A. Jazwinski Stochastic Processes and Filtering Theory , 1970 .

[12]  J. Whitaker,et al.  Ensemble Square Root Filters , 2003, Statistical Methods for Climate Scientists.

[13]  G. Evensen Using the Extended Kalman Filter with a Multilayer Quasi-Geostrophic Ocean Model , 1992 .

[14]  Armin Köhl,et al.  An adjoint method for the assimilation of statistical characteristics into eddy-resolving ocean models , 2002 .

[15]  Paola Malanotte-Rizzoli,et al.  A comparison of assimilation results from the ensemble Kalman Filter and a reduced-rank extended Kalman Filter , 2003 .

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

[17]  Michael Ghil,et al.  Advanced data assimilation in strongly nonlinear dynamical systems , 1994 .

[18]  P. Courtier,et al.  Assimilation of Simulated Wind Lidar Data with a Kalman Filter , 1993 .

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

[20]  P. L. Traon,et al.  AN IMPROVED MAPPING METHOD OF MULTISATELLITE ALTIMETER DATA , 1998 .

[21]  Alexey Kaplan,et al.  Mapping tropical Pacific sea level : Data assimilation via a reduced state space Kalman filter , 1996 .

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

[23]  A. Lascaratos,et al.  Modelling the Mediterranean Sea: climatological forcing , 1999 .

[24]  R. Flather,et al.  Results from a storm surge prediction model of the north-west European continental shelf for April, November and December, 1973 , 1976 .

[25]  Caskey,et al.  GENERAL CIRCULATION EXPERIMENTS WITH THE PRIMITIVE EQUATIONS I . THE BASIC EXPERIMENT , 1962 .