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| Titel |
Accounting for spatial correlations of the observation errors with Ensemble Kalman filters |
| VerfasserIn |
Emmanuel Cosme, Jean-Michel Brankart, Clement Ubelmann, Jacques Verron, Pierre Brasseur |
| Konferenz |
EGU General Assembly 2013
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| Medientyp |
Artikel
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| Sprache |
Englisch
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| Digitales Dokument |
PDF |
| Erschienen |
In: GRA - Volume 15 (2013) |
| Datensatznummer |
250078231
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| Zusammenfassung |
| The standard Kalman filter observational update requires the inversion of the innovation error covariance matrix, what is often impractical. Most implementations of the Ensemble Kalman filter circumvent this difficulty assuming the diagonality of the observation error covariance matrix, what makes the analysis calculation numerically tractable. However, when observation errors are actually correlated spatially, such hypothesis leads to an inappropriate use of observations. Experiments show that the analysis state error variances yielded by the Ensemble Kalman filter can be severely underestimated.
In this presentation, we describe a parameterization of the observation error covariance matrix which preserves its diagonal shape, but represents a simple first order autoregressive correlation structure of the observation errors. This parameterization is based upon an augmentation of the observation vector with gradients of observations. Numerical applications to ocean altimetry show the detrimental effects of specifying a diagonal matrix when observations errors are correlated, and how the new parameterization not only removes the detrimental effects of correlations, but also makes use of these correlations to improve the data assimilation products. |
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