44 research outputs found
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Ensemble clustering in deterministic ensemble Kalman filters
Ensemble clustering (EC) can arise in data assimilation with ensemble square root filters (EnSRFs) using non-linear models: an M-member ensemble splits into a single outlier and a cluster of M−1 members. The stochastic Ensemble Kalman Filter does not present this problem. Modifications to the EnSRFs by a periodic resampling of the ensemble through random rotations have been proposed to address it. We introduce a metric to quantify the presence of EC and present evidence to dispel the notion that EC leads to filter failure. Starting from a univariate model, we show that EC is not a permanent but transient phenomenon; it occurs intermittently in non-linear models. We perform a series of data assimilation experiments using a standard EnSRF and a modified EnSRF by a resampling though random rotations. The modified EnSRF thus alleviates issues associated with EC at the cost of traceability of individual ensemble trajectories and cannot use some of algorithms that enhance performance of standard EnSRF. In the non-linear regimes of low-dimensional models, the analysis root mean square error of the standard EnSRF slowly grows with ensemble size if the size is larger than the dimension of the model state. However, we do not observe this problem in a more complex model that uses an ensemble size much smaller than the dimension of the model state, along with inflation and localisation. Overall, we find that transient EC does not handicap the performance of the standard EnSRF
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Balance conditions in variational data assimilation for a high-resolution forecast model
This paper explores the role of balance relationships for background error covariance modelling as the model's grid box decreases to convective-scales. Data assimilation (DA) analyses are examined from a simplified convective-scale model and DA system (called ABC-DA) with a grid box size of 1.5km in a 2D 540km (longitude), 15km (height) domain. The DA experiments are performed with background error covariance matrices B modelled and calibrated by switching on/off linear balance (LB) and hydrostatic balance (HB), and by observing a subset of the ABC variables, namely v, meridional wind, r', scaled density (a pressure-like variable), and b', buoyancy (a temperature-like variable). Calibration data are sourced from two methods of generating proxies of forecast errors. One uses forecasts from different latitude slices of a 3D parent model (here called the `latitude slice method'), and the other uses sets of differences between forecasts of different lengths but valid at the same time (the National Meteorological Center method).
Root-mean-squared errors computed over the domain from identical twin DA experiments suggest that there is no combination of LB/HB switches that give the best analysis for all model quantities. It is frequently found though that the B-matrices modelled with both LB and HB do perform the best. A clearer picture emerges when the errors are examined at different spatial scales. In particular it is shown that switching on HB in B mostly has a neutral/positive effect on the DA accuracy at `large' scales, and switching off the HB has a neutral/positive effect at `small' scales. The division between `large' and `small' scales is between 10 and 100km. Furthermore, one hour forecast error correlations computed between control parameters find that correlations are small at large scales when balances are enforced, and at small scales when balances are not enforced (ideal control parameters have zero cross correlations). This points the way to modelling B with scale-dependent balances
Fast Pyrolysis of Jatropha curcas and Moringa olifiera seed cakes: Part I. Characterisation, oil content determination and thermal degradation study
http://www.aiaa.org/agenda.cfm?lumeetingid=1998&viewcon=agenda&pageview=2&programSeeview=1&dateget=12-Aug-09&formatview=1This work addresses the problem of trajectory planning for UAV sensors taking measurements of a large nonlinear system to improve estimation and prediction of such a system. The lack of perfect knowledge of the global system state typically requires probabilistic state estimation. The goal is therefore to find trajectories such that the measurements along each trajectory minimize the expected error of
the predicted state of the system some time into the future. The considerable
nonlinearity of the dynamics governing these systems necessitates the use of com-
putationally costly Monte-Carlo estimation techniques to update the state distri-
bution over time. This computational burden renders planning infeasible, since the
search process must calculate the covariance of the posterior state estimate for each
candidate path. To resolve this challenge, this work proposes to replace the com-
putationally intensive numerical prediction process with an approximate model of
the covariance dynamics learned using nonlinear time-series regression. The use of
autoregressive (AR) time-series features with the regularized least squares (RLS)
algorithm enables the learning of accurate and efficient parametric models. The
learned covariance dynamics are demonstrated to outperform other approximation
strategies such as linearization and partial ensemble propagation when used for trajectory optimization, in both terms of accuracy and speed, with examples of simpli ed weather forecasting