Benefits and Cautions in Data Assimilation Strategies: An Example of Modeling Groundwater Recharge

Assimilating recent observations improves model outcomes for real-time assessments of groundwater processes. This is demonstrated in estimating time-varying recharge to a shallow fractured-rock aquifer in response to precipitation. Results from estimating the time-varying water-table altitude (h) and recharge, and their error covariances, are compared for forecasting, filtering, and fixed-lag smoothing (FLS), which are implemented using the Kalman Filter as applied to a data-driven, mechanistic model of recharge. Forecasting uses past observations to predict future states and is the current paradigm in most groundwater modeling investigations; filtering assimilates observations up to the current time to estimate current states; and FLS estimates states following a time lag over which additional observations are collected. Results for forecasting yield a large error covariance relative to the magnitude of the expected recharge. With assimilating recent observations of h, filtering and FLS produce estimates of recharge that better represent time-varying observations of h and reduce uncertainty in comparison to forecasting. Although model outcomes from applying data assimilation through filtering or FLS reduce model uncertainty, they are not necessarily mass conservative, whereas forecasting outcomes are mass conservative. Mass conservative outcomes from forecasting are not necessarily more accurate, because process errors are inherent in any model. Improvements in estimating real-time groundwater conditions that better represent observations need to be weighed for the model application against outcomes with inherent process deficiencies. Results from data assimilation strategies discussed in this investigation are anticipated to be relevant to other groundwater processes models where system states are sensitive to system inputs.     

An effective method based on dynamic sampling for data assimilation in a global wave model

The ensemble Kalman filter (EnKF) performs well because that the covariance of background error is varying along time. It provides a dynamic estimate of background error and represents the reasonable statistic characters of background error. However, high computational cost due to model ensemble in EnKF is employed. In this study, two methods referred as static and dynamic sampling methods are proposed to obtain a good performance and reduce the computation cost. Ensemble adjustment Kalman filter (EAKF) method is used in a global surface wave model to examine the performance of EnKF. The 24-h interval difference of simulated significant wave height (SWH) within 1 year is used to compose the static samples for ensemble errors, and these errors are used to construct the ensemble states at each time the observations are available. And then, the same method of updating the model states in the EAKF is applied for the ensemble states constructed by a static sampling method. The dynamic sampling method employs a similar method to construct the ensemble states, but the period of the simulated SWH is changing with time. Here, 7 days before and after the observation time is used as this period. To examine the performance of three schemes, EAKF, static, or dynamic sampling method, observations from satellite Jason-2 in 2014 are assimilated into a global wave model, and observations from satellite Saral are used for validation. The results indicate that the EAKF performs best, while the static sampling method is relatively worse. The dynamic sampling method improves an assimilation effect dramatically compared to the static sampling method, and its overall performance is closed to the EAKF. In low latitudes, the dynamic sampling method has a slight advantage over the EAKF. In the dynamic or static sampling methods, only one wave model is required to run and their computational cost is reduced sharply. According to the performance of these three methods, the dynamic sampling method can treated as an effective alternative of EnKF, which could reduce the computational cost and provide a good performance of data assimilation.     

Simultaneous estimation of surface soil moisture and soil properties with a dual ensemble Kalman smoother

In this paper, a new state-parameter estimation approach is presented based on the dual ensemble Kalman smoother(DEn KS) and simple biosphere model(Si B2) to sequentially estimate both the soil properties and soil moisture profile by assimilating surface soil moisture observations. The Arou observation station, located in the upper reaches of the Heihe River in northwestern China, was selected to test the proposed method. Three numeric experiments were designed and performed to analyze the influence of uncertainties in model parameters, atmospheric forcing, and the model's physical mechanics on soil moisture estimates. Several assimilation schemes based on the ensemble Kalman filter(En KF), ensemble Kalman smoother(En KS), and dual En KF(DEn KF) were also compared in this study. The results demonstrate that soil moisture and soil properties can be simultaneously estimated by state-parameter estimation methods, which can provide more accurate estimation of soil moisture than traditional filter methods such as En KF and En KS. The estimation accuracy of the model parameters decreased with increasing error sources. DEn KS outperformed DEn KF in estimating soil moisture in most cases, especially where few observations were available. This study demonstrates that the DEn KS approach is a useful and practical way to improve soil moisture estimation.     

A particle batch smoother for soil moisture estimation using soil temperature observations

In this study, we present a particle batch smoother (PBS) to determine soil moisture profiles by assimilating soil temperatures at two depths (4 and 8 cm). The PBS can be considered as an extension of the standard particle filter (PF) in which soil moisture is updated within a window of fixed length using all observed soil temperatures in that window. This approach was developed with a view to assimilating temperature observations from distributed temperature sensing (DTS) observations, a technique which can provide temperature observations every meter or less along cables up to kilometers in length. Here, the PBS approach is tested using soil moisture and temperature, and meteorological data from an experimental site in Citra, Florida. Results demonstrate that the PBS provides a statistically significant improvement in estimated soil moisture compared to the PF, with only a marginal increase in computational expense ( < 3% of CPU time). This confirms that assimilating a sequence of temperature observations yields a better soil moisture estimate compared to sequential assimilation of individual temperature observations. The impact of observation interval was investigated for both PF and PBS, and the optimal window length was determined for the PBS. While increasing the observation interval is essential to maintain the spread of particle values in the PF, the PBS performance is best when all available observations are assimilated.     

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.     

Identification of wind stress on shallow water surfaces by optimal smoothing

Using the state space approach, an on-line filter procedure for combined wind stress identification and tidal flow forecasting is developed. The stochastic dynamic approach is based on the linear twodimensional shallow water equations. Using a finite difference scheme, a system representation of the model is obtained. To account for uncertainties, the system is embedded into a stochastic environment. By employing a Kalman filter, the on-line measurements of the water-level available can be used to identify and predict the shallow water flow. Because it takes a certain time before a fluctuation in the wind stress can be noticed in the water-level measurements, an optimal fixed-lag smoother is used to identify the stress.     

On the effective inversion by imposing <Emphasis Type="Italic">a priori</Emphasis> information for retrieval of land surface parameters

The anisotropy of the land surface can be best described by the bidirectional reflectance distribution function (BRDF). As the field of multiangular remote sensing advances, it is increasingly probable that BRDF models can be inverted to estimate the important biological or climatological parameters of the earth surface such as leaf area index and albedo. The state-of-the-art of BRDF is the use of the linear kernel-driven models, mathematically described as the linear combination of the isotropic kernel, volume scattering kernel and geometric optics kernel. The computational stability is characterized by the algebraic operator spectrum of the kernel-matrix and the observation errors. Therefore, the retrieval of the model coefficients is of great importance for computation of the land surface albedos. We first consider the smoothing solution method of the kernel-driven BRDF models for retrieval of land surface albedos. This is known as an ill-posed inverse problem. The ill-posedness arises from that the linear kernel driven BRDF model is usually underdetermined if there are too few looks or poor directional ranges, or the observations are highly dependent. For example, a single angular observation may lead to an under-determined system whose solution is infinite (the null space of the kernel operator contains nonzero vectors) or no solution (the rank of the coefficient matrix is not equal to the augmented matrix). Therefore, some smoothing or regularization technique should be applied to suppress the ill-posedness. So far, least squares error methods with a priori knowledge, QR decomposition method for inversion of the BRDF model and regularization theories for ill-posed inversion were developed. In this paper, we emphasize on imposing a priori information in different spaces. We first propose a general a priori imposed regularization model problem, and then address two forms of regularization scheme. The first one is a regularized singular value decomposition method, and then we propose a retrieval method in I ¹ space. We show that the proposed method is suitable for solving land surface parameter retrieval problem if the sampling data are poor. Numerical experiments are also given to show the efficiency of the proposed methods. Supported by National Natural Science Foundation of China (Grant Nos. 10501051, 10871191), and Key Project of Chinese National Programs for Fundamental Research and Development (Grant Nos. 2007CB714400, 2005CB422104)     

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.     

Turbulent viscosity optimized by data assimilation

As an alternative approach to classical turbulence modelling using a first or second order closure, the data assimilation method of optimal control is applied to estimate a time and space-dependent turbulent viscosity in a three-dimensional oceanic circulation model. The optimal control method, described for a 3-D primitive equation model, involves the minimization of a cost function that quantifies the discrepancies between the simulations and the observations. An iterative algorithm is obtained via the adjoint model resolution. In a first experiment, a k ± L model is used to simulate the one-dimensional development of inertial oscillations resulting from a wind stress at the sea surface and with the presence of a halocline. These results are used as synthetic observations to be assimilated. The turbulent viscosity is then recovered without the k + L closure, even with sparse and noisy observations. The problems of controllability and of the dimensions of the control are then discussed. A second experiment consists of a two-dimensional schematic simulation. A 2-D turbulent viscosity field is estimated from data on the initial and final states of a coastal upwelling event.     

地震层析成像LSQR算法的并行化

讨论了地震层析成像的LSQR算法(最小二乘QR分解). 在建立偏导数矩阵方程组时,对区内地震在方程中保留震源项,引入正交投影算子进行参数分离,对区外远震采用传统的平滑处理方式,用LSQR法求解联立的方程组. 由于区内地震的正交分解处理和区外远震的平滑处理,使得偏导数矩阵中的非零元素成倍增加,对于大型反演问题,这些非零元素常常达到几十GB到几百GB的数量级,巨量的内存占用成为LSQR算法的瓶颈. 针对这一问题,本文研究了偏导数矩阵中非零元素的分布规律,设计出合理的存储结构,采用分布式存储进行矩阵计算,提出了LSQR算法的并行化方案,并在联想深腾6800超级计算机上实现. 导出了LSQR算法的并行效率估算公式. 对两个地区的实际地震层析成像数据进行了效率测试.     

A note on autoregressive spectral estimates for frequency-wavenumber analysis of strong-motion array data

Frequency-wavenumber (f-k) spectra of seismic strong-motion array data are useful in estimating back-azimuth and apparent propagation velocity of seismic waves arriving at the array. Such estimates are required to model wave passage effects while studying spatial variability of strong ground motion. Although periodogram-based spectral estimates are commonly used, practical applications based on them encounter limitations, such as, lack of objective criteria for selecting a proper smoothing window and its associated bandwidth, and relatively large variance of the estimated spectral quantities. We present an alternative spectral estimate based on parametric time series modelling approach. The well-known autoregressive (AR) time series model is used in a system-based approach to estimate the spectral matrix of auto- and cross-spectral densities. Such spectral estimates are found to be smoother than the windowed periodogram estimates, and can directly be used in f-k spectral analysis. We present an example application of the proposed technique using strong-motion data recorded by the SMART-1 array in Taiwan during the January 29 1981 $M_{L}$ 6.3 earthquake. Our results, in terms of back azimuth and apparent propagation velocity, are found to be in excellent agreement with those reported in the literature.     

Refraction traveltime and amplitude corrections for very near- surface inhomogeneities

The performance of refraction inversion methods that employ the principle of refraction migration, whereby traveltimes are laterally migrated by the offset distance (which is the horizontal separation between the point of refraction and the point of detection on the surface), can be adversely affected by very near‐surface inhomogeneities. Even inhomogeneities at single receivers can limit the lateral resolution of detailed seismic velocities in the refractor. The generalized reciprocal method ‘statics’ smoothing method (GRM SSM) is a smoothing rather than a deterministic method for correcting very near‐surface inhomogeneities of limited lateral extent. It is based on the observation that there are only relatively minor differences in the time‐depths to the target refractor computed for a range of XY distances, which is the separation between the reverse and forward traveltimes used to compute the time‐depth. However, any traveltime anomalies, which originate in the near‐surface, migrate laterally with increasing XY distance. Therefore, an average of the time‐depths over a range of XY values preserves the architecture of the refractor, but significantly minimizes the traveltime anomalies originating in the near‐surface. The GRM statics smoothing corrections are obtained by subtracting the average time‐depth values from those computed with a zero XY value. In turn, the corrections are subtracted from the traveltimes, and the GRM algorithms are then re‐applied to the corrected data. Although a single application is generally adequate for most sets of field data, model studies have indicated that several applications of the GRM SSM can be required with severe topographic features, such as escarpments. In addition, very near‐surface inhomogeneities produce anomalous head‐wave amplitudes. An analogous process, using geometric means, can largely correct amplitude anomalies. Furthermore, the coincidence of traveltime and amplitude anomalies indicates that variations in the near‐surface geology, rather than variations in the coupling of the receivers, are a more likely source of the anomalies. The application of the GRM SSM, together with the averaging of the refractor velocity analysis function over a range of XY values, significantly minimizes the generation of artefacts, and facilitates the computation of detailed seismic velocities in the refractor at each receiver. These detailed seismic velocities, together with the GRM SSM‐corrected amplitude products, can facilitate the computation of the ratio of the density in the bedrock to that in the weathered layer. The accuracy of the computed density ratio improves where lateral variations in the seismic velocities in the weathered layer are known.     

Assimilating Doppler radar observations with an ensemble Kalman filter for convection-permitting prediction of convective development in a heavy rainfall event during the pre-summer rainy season of South China

This study examines the effectiveness of an ensemble Kalman filter based on the weather research and forecasting model to assimilate Doppler-radar radial-velocity observations for convection-permitting prediction of convection evolution in a high-impact heavy-rainfall event over coastal areas of South China during the pre-summer rainy season. An ensemble of 40 deterministic forecast experiments(40 DADF) with data assimilation(DA) is conducted, in which the DA starts at the same time but lasts for different time spans(up to 2 h) and with different time intervals of 6, 12, 24, and 30 min. The reference experiment is conducted without DA(NODA).To show more clearly the impact of radar DA on mesoscale convective system(MCS)forecasts, two sets of 60-member ensemble experiments(NODA EF and exp37 EF) are performed using the same 60-member perturbed-ensemble initial fields but with the radar DA being conducted every 6 min in the exp37 EF experiments from 0200 to0400 BST. It is found that the DA experiments generally improve the convection prediction. The 40 DADF experiments can forecast a heavy-rain-producing MCS over land and an MCS over the ocean with high probability, despite slight displacement errors. The exp37 EF improves the probability forecast of inland and offshore MCSs more than does NODA EF. Compared with the experiments using the longer DA time intervals, assimilating the radial-velocity observations at 6-min intervals tends to produce better forecasts. The experiment with the longest DA time span and shortest time interval shows the best performance.However, a shorter DA time interval(e.g., 12 min) or a longer DA time span does not always help. The experiment with the shortest DA time interval and maximum DA window shows the best performance, as it corrects errors in the simulated convection evolution over both the inland and offshore areas. An improved representation of the initial state leads to dynamic and thermodynamic conditions that are more conducive to earlier initiation of the inland MCS and longer maintenance of the offshore MCS.     

Evaluating Lower Computational Burden Approaches for Calibration of Large Environmental Models

Realistic environmental models used for decision making typically require a highly parameterized approach. Calibration of such models is computationally intensive because widely used parameter estimation approaches require individual forward runs for each parameter adjusted. These runs construct a parameter-to-observation sensitivity, or Jacobian, matrix used to develop candidate parameter upgrades. Parameter estimation algorithms are also commonly adversely affected by numerical noise in the calculated sensitivities within the Jacobian matrix, which can result in unnecessary parameter estimation iterations and less model-to-measurement fit. Ideally, approaches to reduce the computational burden of parameter estimation will also increase the signal-to-noise ratio related to observations influential to the parameter estimation even as the number of forward runs decrease. In this work a simultaneous increments, an iterative ensemble smoother (IES), and a randomized Jacobian approach were compared to a traditional approach that uses a full Jacobian matrix. All approaches were applied to the same model developed for decision making in the Mississippi Alluvial Plain, USA. Both the IES and randomized Jacobian approach achieved a desirable fit and similar parameter fields in many fewer forward runs than the traditional approach; in both cases the fit was obtained in fewer runs than the number of adjustable parameters. The simultaneous increments approach did not perform as well as the other methods due to inability to overcome suboptimal dropping of parameter sensitivities. This work indicates that use of highly efficient algorithms can greatly speed parameter estimation, which in turn increases calibration vetting and utility of realistic models used for decision making.     

Towards improved post‐processing of hydrologic forecast ensembles

Forecast ensembles of hydrological and hydrometeorologial variables are prone to various uncertainties arising from climatology, model structure and parameters, and initial conditions at the forecast date. Post‐processing methods are usually applied to adjust the mean and variance of the ensemble without any knowledge about the uncertainty sources. This study initially addresses the drawbacks of a commonly used statistical technique, quantile mapping (QM), in bias correction of hydrologic forecasts. Then, an auxiliary variable, the failure index (γ), is proposed to estimate the ineffectiveness of the post‐processing method based on the agreement of adjusted forecasts with corresponding observations during an analysis period prior to the forecast date. An alternative post‐processor based on copula functions is then introduced such that marginal distributions of observations and model simulations are combined to create a multivariate joint distribution. A set of 2500 hypothetical forecast ensembles with parametric marginal distributions of simulated and observed variables are post‐processed with both QM and the proposed multivariate post‐processor. Deterministic forecast skills show that the proposed copula‐based post‐processing is more effective than the QM method in improving the forecasts. It is found that the performance of QM is highly correlated with the failure index, unlike the multivariate post‐processor. In probabilistic metrics, the proposed multivariate post‐processor generally outperforms QM. Further evaluation of techniques is conducted for river flow forecast of Sprague River basin in southern Oregon. Results show that the multivariate post‐processor performs better than the QM technique; it reduces the ensemble spread and is a more reliable approach for improving the forecast. Copyright © 2012 John Wiley & Sons, Ltd.     

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.     

SOME FADS AND FALLACIES IN SEISMIC DATA ANALYSIS1

In many branches of science, techniques designed for use in one context are used in other contexts, often with the belief that results which hold in the former will also hold or be relevant in the latter. Practical limitations are frequently overlooked or ignored. Three techniques used in seismic data analysis are often misused or their limitations poorly understood: (1) maximum entropy spectral analysis; (2) the role of goodness-of-fit and the real meaning of a wavelet estimate; (3) the use of multiple confidence intervals. It is demonstrated that in practice maximum entropy spectral estimates depend on a data-dependent smoothing window with unpleasant properties, which can result in poor spectral estimates for seismic data. Secondly, it is pointed out that the level of smoothing needed to give least errors in a wavelet estimate will not give rise to the best goodness-of-fit between the seismic trace and the wavelet estimate convolved with the broadband synthetic. Even if the smoothing used corresponds to near-minimum errors in the wavelet, the actual noise realization on the seismic data can cause important perturbations in residual wavelets following wavelet deconvolution. Finally the computation of multiple confidence intervals (e.g. at several spatial positions) is considered. Suppose a nominal, say 90%, confidence interval is calculated at each location. The confidence attaching to the simultaneous use of the confidence intervals is not then 90%. Methods do exist for working out suitable confidence levels. This is illustrated using porosity maps computed using conditional simulation.     

太湖叶绿素a同化系统敏感性分析

太湖叶绿素a同化系统对于不同参数的敏感性将直接影响到该系统能否精确的估算太湖叶绿素a的浓度分布.利用2009年4月21日环境一号卫星(HJ-1B CCD2)影像数据反演太湖叶绿素a浓度场信息.以此作为背景场信息,结合基于集合均方根滤波的太湖叶绿素a同化系统,分析和评价了样本数目、同化时长、背景场误差、观测误差和模型误差对于同化系统性能的影响.结果表明:从计算成本、系统运行时间和同化效果等方面分析,当集合样本数目达到30~40左右时同化系统取得了较好的结果;同化系统对于背景场误差的估计变化不是很敏感,即初始场的估计是否准确对于同化系统的性能影响不是很大;同化系统对于模型误差和观测误差的变化较为敏感,不同的测试点位由于水体动力学性质不一,其敏感性的表现形式有所差异;利用数据同化方法可以有效地估算太湖叶绿素a浓度.     

Scale-recursive assimilation of precipitation data

This paper presents a new statistical method for assimilating precipitation data from different sensors operating over a range of scales. The technique is based on a scale-recursive estimation algorithm which is computationally efficient and able to account for the nested spatial structure of precipitation fields. The version of the algorithm described here relies on a static multiplicative cascade model which relates rainrates at different scales. Bayesian estimation techniques are used to condition rainrate estimates on measurements. The conditioning process is carried out recursively in two sweeps: first from fine to coarse scales and then from coarse to fine scales. The complete estimation algorithm is similar to a fixed interval smoother although it processes data over scale rather than time. We use this algorithm to assimilate radar and satellite microwave data collected during the tropical ocean–global atmosphere coupled ocean–atmosphere response experiment (TOGA-COARE). The resulting rainrate estimates reproduce withheld radar measurements to within the level of accuracy predicted by the assimilation algorithm.