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Page 1
The Construction and Use of Linear Models in Large-scale Data Assimilation
Tim Payne
Large-Scale Inverse Problems and Applications in the Earth Sciences
October 24th 2011
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Part I.
The Construction of Linear Models in Data Assimilation
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Notation
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Update-Prediction Cycle
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First Strategy – exact evolution of covariances
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Second strategy – EKF using tangent-linear
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Third strategy – EKF using best linear approximation
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Explicit formula for best linear approximation
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Basic properties of best linear approximation
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Cloud function
T
Seek a rational basis on which to 'regularise' in 4D-Var the Smith cloud scheme of 1990,
where cloud fraction is expressed as a function of
( , )=
(1 ) ( , )
Cloud fraction and its de
sat LN
c sat L
C
q q T pQ
RH q T p
N
212
212
rivative w.r.t. Q are
0 1 0 1
(1 ) 1 0 (1 ) 1 0'
1 (1 ) 0 1 (1 ) 0 1
1 1 0 1
How should one regularise this function?
Met Office ha
N N
N N N N
N N N N
N N
for Q for Q
Q for Q Q for QC C
Q for Q Q for Q
for Q for Q
21N2d used regularisation [1 tanh(2 )] with derivativeC'=sech (2Q )NC Q
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Smith Cloud Scheme with ‘ad hoc’ Regularisation
212
212
0 1
(1 ) 1 0
1 (1 ) 0 1
1 1
N
N N
N N
N
for Q
Q for QC
Q for Q
for Q
0 1
(1 ) 1 0'
(1 ) 0 1
0 1
N
N N
N N
N
for Q
Q for QC
Q for Q
for Q
12Standard regularisation [1 tanh(2 )]NC Q 2' sech (2 )NC Q
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Smith Cloud Scheme with ‘Optimal’ Regularisation
1
. 1 Gaussian
~ (0, )
1 | |pdf ( ) exp
2
Eg p
Q N
xf x
| |
Opt reg LS:
E{C(Q+ )}
1( )exp( )
2x
Q
C Q x dx
2
| |3
E{C(Q+ ) Q}Opt reg PF:
1( ) exp( )
2x
Q
C Q x x dx
N N N N N
N N NN N N N N 2
N
Optimal regularisation: C(Q + Q ) F(Q )+T(Q ) Q
E[C(Q + Q ) Q ]If E( Q ) 0 then F(Q )=E[C(Q + Q )] and T(Q )=
E[ Q ]
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Incremental 4D-Var
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Options for linearisation step required for incremental 4D-Var
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Gain matrix implied by each option
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Advantage of BLA over TL in incremental 4D-Var
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Pseudo Chain-rule for best linear approximation
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Use of best linear approximation in EKF
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The prior covariance implied by different approximations
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Prior covariance using best linear estimate
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Prior covariance using the best linear estimate always underestimates the true prior
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The Duffing Map
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100,000 iterates of Duffing Map
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Reminder of EKF algorithm
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Prior covariance for Duffing Map
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Mean square analysis error in Duffing map: TL and best linear estimate compared
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Part II.
The Use of Linear Models in Data Assimilation
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Linearisation error in 4D-Var as used in real numerical weather prediction models
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Linear model for evolution of increments
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Linearisation error as a stochastic error
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Issues in forming EKF
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Signal model for system with time correlated linearisation error
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EKF with time correlated linearisation error
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Parameters for filter including linearistion error
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Example: L95, nearly perfect full model, persistence for linear model
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Example: L95, nearly perfect full model, persistence for linear model, results
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Variational version: weak constraint 4D-Var allowing for time correlated linearisation error
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Remarks on variational form
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Long window weak constraint 4D-Var allowing for linearisation error, same example
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Summary to Part I
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Summary to Part II
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The End