Data assimilation

Thanaya Pradeep
FEN-2020-09-010
CONTENTS

▪ Basic idea of data assimilation (combining measurements and

models)
▪ Basic processes of assimilation (interpolation and filtering)
▪ Some common schemes (OI, 3D, 4D-Var)
▪ Assumptions, drawbacks of schemes
▪ Advantages and limitations of DA
Data assimilation

A more sophisticated kind of objective analysis where a

numerical prediction model is combined with observations to
give a four dimensional estimate of parameters consistent
with the contraints of the prediction model.
Some Uses of Data Assimilation

▪ Operational weather and ocean forecasting

▪ • Seasonal weather forecasting
▪ • Land-surface process
▪ • Global climate datasets
▪ • Planning satellite measurements
▪ • Evaluation of models and observation
▪ Approach: Combine information from past observations, brought
forward in time by a model, with information from new observations,
using
– statistical information on model and observation errors
– the physics captured in the model
▪ Observation errors
– Instrument, calibration, coding, telecommunication errors
▪ Model errors
– “representativeness”, numerical truncation, incorrect or missing
physical processes
Why do people do data assimilation?

1. To obtain an initial state for launching NWP forecasts

2. To make consistent estimates of the atmospheric state for diagnostic

studies.
• reanalyses (eg. ERA-15, ERA-40, NCEP, etc.)

3. For an increasingly wide range of applications (e.g. atmospheric

chemistry)

4. To challenge models with data and vice versa

• UKMO analyses during UARS (1991-5) period
Producing a Numerical Weather Forecast

1. Observation
• Collect, receive, format and process the data
• quality control the data

2. Analysis
• Use data to obtain a spatial representation of the atmosphere

3. Initialization
• Filter noise from analysis

4. Forecast
• Integrate initial state in time with full PE model and parameterized physical
processes
Types of Data Assimilation

▪ Sequential
▪ Non-sequential (4D-variational)
▪ Intermittent
▪ Continuous
Data Assimilation Cycles
The Global Observing System
Example –ozone hole
Methods of Data Assimilation

▪ Optimal interpolation (or approx. to it)

▪ 3D variational method (3DVar)
▪ 4D variational method (4DVar)
▪ Kalman filter (with approximations)
Optimal interpolation
3d variation method(3dVar)
Remarks on 3DVar

▪ Can add constraints to the cost function, e.g. to help maintain

“balance”
▪ • Can work with non-linear observation operator H.
▪ • Can assimilate radiances directly (simpler observational errors).
▪ • Can perform global analysis instead of OI approach of radius of
influence
4 dimensional variation method
▪ 4D-Var is actually a direct generalization of 3D-Var to handle
observations that are distributed in time.
▪ The cost function is the same, provided that the observation
operators are generalized to include a forecast model
▪ This will allow a comparison between the model state and the
observations at the appropriate time.
▪ 4D-Var seeks the initial condition such that the forecast best fits the
observations within the assimilation interval.
▪ • Advantages
▪ – consistent with the governing equations.
▪ – implicit links between variables
▪ • Disadvantages
▪ – very expensive
▪ – model is strong constrain
Kalman filter

▪ The Kalman filter produces an estimate of the state of the system as

an average of the system's predicted state and of the new
measurement using a weighted average. The purpose of the weights
is that values with better (i.e., smaller) estimated uncertainty are
"trusted" more.
Probability distribuition

▪ Prior = previous model state

▪ Likelihood= observation
▪ Posterior = updated model state
Extended kalman filter

▪ Assumes the model is non-linear and imperfect.

▪ The tangent linear model depends on the state and on time.
▪ Could be a “gold standard” for data assimilation, but very expensive
to implement because of the very large dimension of the state space
(~ 106 – 107 for NWP models)
Ensembel kalman filter

▪ Carry forecast error covariance matrix forward in time by using

ensembles of forecasts:
▪ Only ~ 10 + forecasts needed.
▪ Does not require computation of tangent linear model and its
adjoint.
▪ Does not require linearization of evolution of forecast errors.
▪ Fits in neatly into ensemble forecasting
The fundamental issues in atmospheric
data assimilation

▪ Problem is under-determined: not enough observations to define the

state
▪ Forecast error covariances cannot be determined from observations.
They must be stat. modelled using only a few parameters.
▪ Forecast error covariances cannot be known exactly yet analysis
increments are composed of linear combination of columns of this
matrix
▪ Very large scale problem. State ~ O(108)
▪ Nonlinear chaotic dynamics
Thank you