Ocean satellite data assimilation experiments in FIO-ESM using ensemble adjustment Kalman filter

Using Ensemble Adjustment Kalman Filter (EAKF), two types of ocean satellite datasets were assimilated into the First Institute of Oceanography Earth System Model (FIO-ESM), v1.0. One control experiment without data assimilation and four assimilation experiments were conducted. All the experiments were ensemble runs for 1-year period and each ensemble started from different initial conditions. One assimilation experiment was designed to assimilate sea level anomaly (SLA); another, to assimilate sea surface temperature (SST); and the other two assimilation experiments were designed to assimilate both SLA and SST but in different orders. To examine the effects of data assimilation, all the results were compared with an objective analysis dataset of EN3. Different from the ocean model without coupling, the momentum and heat fluxes were calculated via air-sea coupling in FIO-ESM, which makes the relations among variables closer to the reality. The outputs after the assimilation of satellite data were improved on the whole, especially at depth shallower than 1000 m. The effects due to the assimilation of different kinds of satellite datasets were somewhat different. The improvement due to SST assimilation was greater near the surface, while the improvement due to SLA assimilation was relatively great in the subsurface. The results after the assimilation of both SLA and SST were much better than those only assimilated one kind of dataset, but the difference due to the assimilation order of the two kinds of datasets was not significant.     

Data assimilation in groundwater modelling: ensemble Kalman filter versus ensemble smoothers

Groundwater modelling calls for an effective and robust data integrating method to fill the gap between the model and observation data. The ensemble Kalman filter (EnKF), a real‐time data assimilation method, has been increasingly applied in multiple disciplines such as petroleum engineering and hydrogeology. In this approach, a groundwater model is updated sequentially with measured data such as hydraulic head and concentration. As an alternative to the EnKF, the ensemble smoother (ES) has been proposed for updating groundwater models using all the data together, with much less computational cost. To further improve the performance of the ES, an iterative ES has been proposed for continuously updating the model by assimilating measurements together. In this work, we compare the performance of the EnKF, the ES, and the iterative ES using a synthetic example in groundwater modelling. Hydraulic head data modelled on the basis of the reference conductivity field are used to inversely estimate conductivities at unsampled locations. Results are evaluated in terms of the characterization of conductivity and groundwater flow predictions. It is concluded that (a) the iterative ES works better than the standard ES because of its continuous updating and (b) the iterative ES could achieve results comparable with those of the EnKF, with less computational cost. These findings show that the iterative ES should be paid much more attention for data assimilation in groundwater modelling.     

Data assimilation for distributed hydrological catchment modeling via ensemble Kalman filter

Catchment scale hydrological models are critical decision support tools for water resources management and environment remediation. However, the reliability of hydrological models is inevitably affected by limited measurements and imperfect models. Data assimilation techniques combine complementary information from measurements and models to enhance the model reliability and reduce predictive uncertainties. As a sequential data assimilation technique, the ensemble Kalman filter (EnKF) has been extensively studied in the earth sciences for assimilating in-situ measurements and remote sensing data. Although the EnKF has been demonstrated in land surface data assimilations, there are no systematic studies to investigate its performance in distributed modeling with high dimensional states and parameters. In this paper, we present an assessment on the EnKF with state augmentation for combined state-parameter estimation on the basis of a physical-based hydrological model, Soil and Water Assessment Tool (SWAT). Through synthetic simulation experiments, the capability of the EnKF is demonstrated by assimilating the runoff and other measurements, and its sensitivities are analyzed with respect to the error specification, the initial realization and the ensemble size. It is found that the EnKF provides an efficient approach for obtaining a set of acceptable model parameters and satisfactory runoff, soil water content and evapotranspiration estimations. The EnKF performance could be improved after augmenting with other complementary data, such as soil water content and evapotranspiration from remote sensing retrieval. Sensitivity studies demonstrate the importance of consistent error specification and the potential with small ensemble size in the data assimilation system.     

Application of a data assimilation method via an ensemble Kalman filter to reactive urea hydrolysis transport modeling

With growing importance of water resources in the world, remediations of anthropogenic contaminations due to reactive solute transport become even more important. A good understanding of reactive rate parameters such as kinetic parameters is the key to accurately predicting reactive solute transport processes and designing corresponding remediation schemes. For modeling reactive solute transport, it is very difficult to estimate chemical reaction rate parameters due to complex processes of chemical reactions and limited available data. To find a method to get the reactive rate parameters for the reactive urea hydrolysis transport modeling and obtain more accurate prediction for the chemical concentrations, we developed a data assimilation method based on an ensemble Kalman filter (EnKF) method to calibrate reactive rate parameters for modeling urea hydrolysis transport in a synthetic one-dimensional column at laboratory scale and to update modeling prediction. We applied a constrained EnKF method to pose constraints to the updated reactive rate parameters and the predicted solute concentrations based on their physical meanings after the data assimilation calibration. From the study results we concluded that we could efficiently improve the chemical reactive rate parameters with the data assimilation method via the EnKF, and at the same time we could improve solute concentration prediction. The more data we assimilated, the more accurate the reactive rate parameters and concentration prediction. The filter divergence problem was also solved in this study.     

The role of prior model calibration on predictions with ensemble Kalman filter

This paper, based on a real world case study (Limmat aquifer, Switzerland), compares inverse groundwater flow models calibrated with specified numbers of monitoring head locations. These models are updated in real time with the ensemble Kalman filter (EnKF) and the prediction improvement is assessed in relation to the amount of monitoring locations used for calibration and updating. The prediction errors of the models calibrated in transient state are smaller if the amount of monitoring locations used for the calibration is larger. For highly dynamic groundwater flow systems a transient calibration is recommended as a model calibrated in steady state can lead to worse results than a noncalibrated model with a well-chosen uniform conductivity. The model predictions can be improved further with the assimilation of new measurement data from on-line sensors with the EnKF. Within all the studied models the reduction of 1-day hydraulic head prediction error (in terms of mean absolute error [MAE]) with EnKF lies between 31% (assimilation of head data from 5 locations) and 72% (assimilation of head data from 85 locations). The largest prediction improvements are expected for models that were calibrated with only a limited amount of historical information. It is worthwhile to update the model even with few monitoring locations as it seems that the error reduction with EnKF decreases exponentially with the amount of monitoring locations used. These results prove the feasibility of data assimilation with EnKF also for a real world case and show that improved predictions of groundwater levels can be obtained.     

Data assimilation methods for estimating a heterogeneous conductivity field by assimilating transient solute transport data via ensemble Kalman filter

An ensemble Kalman filter (EnKF) is developed to identify a hydraulic conductivity distribution in a heterogeneous medium by assimilating solute concentration measurements of solute transport in the field with a steady‐state flow. A synthetic case with the mixed Neumann/Dirichlet boundary conditions is designed to investigate the capacity of the data assimilation methods to identify a conductivity distribution. The developed method is demonstrated in 2‐D transient solute transport with two different initial instant solute injection areas. The influences of the observation error and model error on the updated results are considered in this study. The study results indicate that the EnKF method will significantly improve the estimation of the hydraulic conductivity field by assimilating solute concentration measurements. The larger area of the initial distribution and the more observed data obtained, the better the calculation results. When the standard deviation of the observation error varies from 1% to 30% of the solute concentration measurements, the simulated results by the data assimilation method do not change much, which indicates that assimilation results are not very sensitive to the standard deviation of the observation error in this study. When the inflation factor is more than 1.0 to enlarge the model error by increasing the forecast error covariance matrix, the updated results of the hydraulic conductivity by the data assimilation method are not good at all. Copyright © 2012 John Wiley & Sons, Ltd.     

Data assimilation with the ensemble Kalman filter in a numerical model of the North Sea

Coastal management and maritime safety strongly rely on accurate representations of the sea state. Both dynamical models and observations provide abundant pieces of information. However, none of them provides the complete picture. The assimilation of observations into models is one way to improve our knowledge of the ocean state. Its application in coastal models remains challenging because of the wide range of temporal and spatial variabilities of the processes involved. This study investigates the assimilation of temperature profiles with the ensemble Kalman filter in 3-D North Sea simulations. The model error is represented by the standard deviation of an ensemble of model states. Parameters’ values for the ensemble generation are first computed from the misfit between the data and the model results without assimilation. Then, two square root algorithms are applied to assimilate the data. The impact of data assimilation on the simulated temperature is assessed. Results show that the ensemble Kalman filter is adequate for improving temperature forecasts in coastal areas, under adequate model error specification.     

A soil moisture assimilation scheme based on the ensemble Kalman filter using microwave brightness temperature

This study presents a soil moisture assimilation scheme, which could assimilate microwave brightness temperature directly, based on the ensemble Kalman filter and the shuffled complex evolution method (SCE-UA). It uses the soil water model of the land surface model CLM3.0 as the forecast operator, and a radiative transfer model (RTM) as the observation operator in the assimilation system. The assimilation scheme is implemented in two phases: the parameter calibration phase and the pure soil moisture assimilation phase. The vegetation optical thickness and surface roughness parameters in the RTM are calibrated by SCE-UA method and the optimal parameters are used as the final model parameters of the observation operator in the assimilation phase. The ideal experiments with synthetic data indicate that this scheme could significantly improve the simulation of soil moisture at the surface layer. Furthermore, the estimation of soil moisture in the deeper layers could also be improved to a certain extent. The real assimilation experiments with AMSR-E brightness temperature at 10.65 GHz (vertical polarization) show that the root mean square error (RMSE) of soil moisture in the top layer (0–10 cm) by assimilation is 0.03355 m³ · m⁻³, which is reduced by 33.6% compared with that by simulation (0.05052 m³ · m⁻³). The mean RMSE by assimilation for the deeper layers (10–50 cm) is also reduced by 20.9%. All these experiments demonstrate the reasonability of the assimilation scheme developed in this study.     

Hydrological data assimilation with the ensemble Kalman filter: Use of streamflow observations to update states in a distributed hydrological model

This paper describes an application of the ensemble Kalman filter (EnKF) in which streamflow observations are used to update states in a distributed hydrological model. We demonstrate that the standard implementation of the EnKF is inappropriate because of non-linear relationships between model states and observations. Transforming streamflow into log space before computing error covariances improves filter performance. We also demonstrate that model simulations improve when we use a variant of the EnKF that does not require perturbed observations. Our attempt to propagate information to neighbouring basins was unsuccessful, largely due to inadequacies in modelling the spatial variability of hydrological processes. New methods are needed to produce ensemble simulations that both reflect total model error and adequately simulate the spatial variability of hydrological states and fluxes.     

基于集合卡尔曼滤波的湖泊富营养化模型Delft3D-BLOOM数据同化

富营养化模型是进行湖泊水环境质量预测和管理的重要工具,然而模型客观存在的误差一直是应用者关心的重要问题.数据同化作为连接观测数据与数值模型的重要方法,可以有效提高模型的准确性.集合卡尔曼滤波(En KF)是众多数据同化算法中应用最为广泛的一种,可进行非线性系统的数据同化,并能有效降低数据同化的计算量.本研究以太湖作为具体实例,选择Delft3D-BLOOM作为富营养化模型,在数值实验确定En KF集合数为100、观测误差方差为1%、模拟误差方差为10%的基础上分别进行模型状态变量同化以及状态变量与关键参数同步同化.结果显示,仅同化状态变量时,模型预测精度有所增加;同时同化状态变量和关键参数时,可显著提升模型在湖泊水环境质量预测中的精度.该研究为应用集合卡尔曼滤波以提高复杂的湖库富营养化模型模拟精度提供了有效的方法.     

State estimation of tidal hydrodynamics using ensemble Kalman filter

This paper presents a coupling of an ensemble Kalman filter (EnKF) with a discontinuous Galerkin-based, two-dimensional circulation model (DG ADCIRC-2DDI) to improve the state estimation of tidal hydrodynamics including water surface elevations and depth-integrated velocities. The methodology in this paper using EnKF perturbs the modeled hydrodynamics and bottom friction parameterization in the model while assimilating data with inherent error, and demonstrates a capability to apply EnKF within DG ADCIRC-2DDI for data assimilation. Parallel code development presents a unique aspect of the approach taken and is briefly described in the paper, followed by an application to a real estuarine system, the lower St. Johns River in north Florida, for the state estimation of tidal hydrodynamics. To test the value of gauge observations for improving state estimation, a tide modeling case study is performed for the lower St. Johns River successively using one of the four available tide gauging stations in model-data comparison. The results are improved simulations of water surface elevations and depth-integrated velocities using DG ADCIRC-2DDI with EnKF, both locally where data are available and non-locally where data are not available. The methodology, in general, is extensible to other modeling and data applications, for example, the use of remote sensing data, and specifically, can be readily applied as is to study other tidal systems.     

Dual state-parameter estimation of root zone soil moisture by optimal parameter estimation and extended Kalman filter data assimilation

With well-determined hydraulic parameters in a hydrologic model, a traditional data assimilation method (such as the Kalman filter and its extensions) can be used to retrieve root zone soil moisture under uncertain initial state variables (e.g., initial soil moisture content) and good simulated results can be achieved. However, when the key soil hydraulic parameters are incorrect, the error is non-Gaussian, as the Kalman filter will produce a persistent bias in its predictions. In this paper, we propose a method coupling optimal parameters and extended Kalman filter data assimilation (OP-EKF) by combining optimal parameter estimation, the extended Kalman filter (EKF) assimilation method, a particle swarm optimization (PSO) algorithm, and Richards’ equation. We examine the accuracy of estimating root zone soil moisture through the optimal parameters and extended Kalman filter data assimilation method by using observed in situ data at the Meiling experimental station, China. Results indicate that merely using EKF for assimilating surface soil moisture content to obtain soil moisture content in the root zone will produce a persistent bias between simulated and observed values. Using the OP-EKF assimilation method, estimates were clearly improved. If the soil profile is heterogeneous, soil moisture retrieval is accurate in the 0-50 cm soil profile and is inaccurate at 100 cm depth. Results indicate that the method is useful for retrieving root zone soil moisture over large areas and long timescales even when available soil moisture data are limited to the surface layer, and soil moisture content are uncertain and soil hydraulic parameters are incorrect.     

Subsurface characterization with localized ensemble Kalman filter employing adaptive thresholding

Ensemble Kalman filter, EnKF, as a Monte Carlo sequential data assimilation method has emerged promisingly for subsurface media characterization during past decade. Due to high computational cost of large ensemble size, EnKF is limited to small ensemble set in practice. This results in appearance of spurious correlation in covariance structure leading to incorrect or probable divergence of updated realizations. In this paper, a universal/adaptive thresholding method is presented to remove and/or mitigate spurious correlation problem in the forecast covariance matrix. This method is, then, extended to regularize Kalman gain directly. Four different thresholding functions have been considered to threshold forecast covariance and gain matrices. These include hard, soft, lasso and Smoothly Clipped Absolute Deviation (SCAD) functions. Three benchmarks are used to evaluate the performances of these methods. These benchmarks include a small 1D linear model and two 2D water flooding (in petroleum reservoirs) cases whose levels of heterogeneity/nonlinearity are different. It should be noted that beside the adaptive thresholding, the standard distance dependant localization and bootstrap Kalman gain are also implemented for comparison purposes. We assessed each setup with different ensemble sets to investigate the sensitivity of each method on ensemble size. The results indicate that thresholding of forecast covariance yields more reliable performance than Kalman gain. Among thresholding function, SCAD is more robust for both covariance and gain estimation. Our analyses emphasize that not all assimilation cycles do require thresholding and it should be performed wisely during the early assimilation cycles. The proposed scheme of adaptive thresholding outperforms other methods for subsurface characterization of underlying benchmarks.     

Assimilation of geodetic dynamic ocean topography using ensemble based Kalman filter

Estimation of ocean circulation is investigated via assimilation of satellite measurements of the dynamic ocean topography (DOT) into the global finite-element ocean model (FEOM). The DOT was obtained by means of a geodetic approach from carefully cross-calibrated multi-mission altimeter data and GRACE gravity fields. The spectral consistency was achieved by consistently filtering both, the sea surface and the geoid. The filter length is determined by the spatial resolution of the gravity field and corresponds to approximately 241 km half width for the GRACE-based gravity field model ITG-Grace03s.The assimilation of the geodetic DOT was performed by employing a local singular evolutive interpolated Kalman (SEIK) filter in combination with the method of weighting of observations. It is shown that this approach leads to a successful assimilation technique that reduced the RMS difference between the model and the data from 16 cm to 5 cm during one year of assimilation. The ocean model returns an optimized mean dynamic ocean topography. The effects of assimilation on transport estimates across several hydrographic World Ocean Circulation Experiment (WOCE) sections show improvements compared to the FEOM run without data assimilation. As a result of the assimilation, DOT estimates are available in the polar or coastal regions where the geodetic estimates from satellite data alone are not adequate. Furthermore, more realistic features of the ocean can be seen in these areas compared to those obtained using the filtered data fields.     

Open and coastal seas interactions south of Japan represented by an ensemble Kalman filter

We investigated the feasibility of the ensemble Kalman filter (EnKF) to reproduce oceanic conditions south of Japan. We have adopted the local ensemble transformation Kalman filter algorithm based on 20 members’ ensemble simulations of the parallelized Princeton Ocean Model (the Stony Brook Parallel Ocean Model) with horizontal resolution of 1/36°. By assimilating satellite sea surface height anomaly, satellite sea surface temperature, and in situ temperature and salinity profiles, we reproduced the Kuroshio variation south of Japan for the period from 8 to 28 February 2010. EnKF successfully reproduced the Kuroshio path positions and the water mass property of the Kuroshio waters as observed. It also detected the variation of the steep thermohaline front in the Kii Channel due to the intrusion of the Kuroshio water based on the observation, suggesting efficiency of EnKF for detection of open and coastal seas interactions with highly complicated spatiotemporal variability.     

Adaptive multi-fidelity probabilistic collocation-based Kalman filter for subsurface flow data assimilation: numerical modeling and real-world experiment

Stochastic Environmental Research and Risk Assessment - The ensemble Kalman filter (EnKF) has received substantial attention in hydrologic data assimilation due to its ease of implementation. In...     

Assimilating transient groundwater flow data via a localized ensemble Kalman filter to calibrate a heterogeneous conductivity field

A localized ensemble Kalman filter (EnKF) method is developed to assimilate transient flow data to calibrate a heterogeneous conductivity field. To update conductivity value at a point in a study domain, instead of assimilating all the measurements in the study domain, only limited measurement data in an area around the point are used for the conductivity updating in the localized EnKF method. The localized EnKF is proposed to solve the problems of the filter divergence usually existing in a data assimilation method without localization. The developed method is applied, in a synthetical two dimensional case, to calibrate a heterogeneous conductivity field by assimilating transient hydraulic head data. The simulations by the data assimilation with and without localized EnKF are compared. The study results indicate that the hydraulic conductivity field can be updated efficiently by the localized EnKF, while it cannot be by the EnKF. The covariance inflation and localization are found to solve the problem of the filter divergence efficiently. In comparison with the EnKF method without localization, the localized EnKF method needs smaller ensemble size to achieve stabilized results. The simulation results by the localized EnKF method are much more sensitive to conductivity correlation length than to the localization radius. The developed localized EnKF method provides an approach to improve EnKF method in conductivity calibration.     

Toward a global ocean data assimilation system based on ensemble optimum interpolation: altimetry data assimilation experiment

A global ocean data assimilation system based on the ensemble optimum interpolation (EnOI) has been under development as the Chinese contribution to the Global Ocean Data Assimilation Experiment. The system uses a global ocean general circulation model, which is eddy permitting, developed by the Institute of Atmospheric Physics of the Chinese Academy of Sciences. In this paper, the implementation of the system is described in detail. We describe the sampling strategy to generate the stationary ensembles for EnOI. In addition, technical methods are introduced to deal with the requirement of massive memory space to hold the stationary ensembles of the global ocean. The system can assimilate observations such as satellite altimetry, sea surface temperature (SST), in situ temperature and salinity from Argo, XBT, Tropical Atmosphere Ocean (TAO), and other sources in a straightforward way. As a first step, an assimilation experiment from 1997 to 2001 is carried out by assimilating the sea level anomaly (SLA) data from TOPEX/Poseidon. We evaluate the performance of the system by comparing the results with various types of observations. We find that SLA assimilation shows very positive impact on the modeled fields. The SST and sea surface height fields are clearly improved in terms of both the standard deviation and the root mean square difference. In addition, the assimilation produces some improvements in regions where mesoscale processes cannot be resolved with the horizontal resolution of this model. Comparisons with TAO profiles in the Pacific show that the temperature and salinity fields have been improved to varying degrees in the upper ocean. The biases with respect to the independent TAO profiles are reduced with a maximum magnitude of about 0.25°C and 0.1 psu for the time-averaged temperature and salinity. The improvements on temperature and salinity also lead to positive impact on the subsurface currents. The equatorial under current is enhanced in the Pacific although it is still underestimated after the assimilation.