Eigenvector-spatial localisation
We present a new multiscale covariance localisation method for ensemble data assimilation that is based on the estimation of eigenvectors and subsequent projections, together with traditional spatial localisation applied with a range of localisation lengths. In short, we estimate the leading, large-...
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Taylor & Francis Group
2021
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oai:doaj.org-article:3ec824684f74427ea6acc3bcc9395ff42021-12-01T14:40:58ZEigenvector-spatial localisation1600-087010.1080/16000870.2021.1903692https://doaj.org/article/3ec824684f74427ea6acc3bcc9395ff42021-01-01T00:00:00Zhttp://dx.doi.org/10.1080/16000870.2021.1903692https://doaj.org/toc/1600-0870We present a new multiscale covariance localisation method for ensemble data assimilation that is based on the estimation of eigenvectors and subsequent projections, together with traditional spatial localisation applied with a range of localisation lengths. In short, we estimate the leading, large-scale eigenvectors from the sample covariance matrix obtained by spatially smoothing the ensemble (treating small scales as noise) and then localise the resulting sample covariances with a large length scale. After removing the projection of each ensemble member onto the leading eigenvectors, the process may be repeated using less smoothing and tighter localizations or, in a final step, using the resulting, residual ensemble and tight localisation to represent covariances in the remaining subspace. We illustrate the use of the new multiscale localisation method in simple numerical examples and in cycling data assimilation experiments with the Lorenz Model III. We also compare the proposed new method to existing multiscale localisation and to single-scale localisation.Travis HartyMatthias MorzfeldChris SnyderTaylor & Francis Grouparticlelocalisationmultiscaledata assimilationkalman filterensembleOceanographyGC1-1581Meteorology. ClimatologyQC851-999ENTellus: Series A, Dynamic Meteorology and Oceanography, Vol 73, Iss 1, Pp 1-18 (2021) |
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localisation multiscale data assimilation kalman filter ensemble Oceanography GC1-1581 Meteorology. Climatology QC851-999 |
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localisation multiscale data assimilation kalman filter ensemble Oceanography GC1-1581 Meteorology. Climatology QC851-999 Travis Harty Matthias Morzfeld Chris Snyder Eigenvector-spatial localisation |
description |
We present a new multiscale covariance localisation method for ensemble data assimilation that is based on the estimation of eigenvectors and subsequent projections, together with traditional spatial localisation applied with a range of localisation lengths. In short, we estimate the leading, large-scale eigenvectors from the sample covariance matrix obtained by spatially smoothing the ensemble (treating small scales as noise) and then localise the resulting sample covariances with a large length scale. After removing the projection of each ensemble member onto the leading eigenvectors, the process may be repeated using less smoothing and tighter localizations or, in a final step, using the resulting, residual ensemble and tight localisation to represent covariances in the remaining subspace. We illustrate the use of the new multiscale localisation method in simple numerical examples and in cycling data assimilation experiments with the Lorenz Model III. We also compare the proposed new method to existing multiscale localisation and to single-scale localisation. |
format |
article |
author |
Travis Harty Matthias Morzfeld Chris Snyder |
author_facet |
Travis Harty Matthias Morzfeld Chris Snyder |
author_sort |
Travis Harty |
title |
Eigenvector-spatial localisation |
title_short |
Eigenvector-spatial localisation |
title_full |
Eigenvector-spatial localisation |
title_fullStr |
Eigenvector-spatial localisation |
title_full_unstemmed |
Eigenvector-spatial localisation |
title_sort |
eigenvector-spatial localisation |
publisher |
Taylor & Francis Group |
publishDate |
2021 |
url |
https://doaj.org/article/3ec824684f74427ea6acc3bcc9395ff4 |
work_keys_str_mv |
AT travisharty eigenvectorspatiallocalisation AT matthiasmorzfeld eigenvectorspatiallocalisation AT chrissnyder eigenvectorspatiallocalisation |
_version_ |
1718404986482720768 |