Document Type

Article

Publication Date

2-1-2013

Department

Marine Science

Abstract

Improving the performance of ensemble filters applied to models with many state variables requires regularization of the covariance estimates by localizing the impact of observations on state variables. A covariance localization technique based on modeling of the sample covariance with polynomial functions of the diffusion operator (DL method) is presented. Performance of the technique is compared with the non-adaptive (NAL) and adaptive (AL) ensemble localization schemes in the framework of numerical experiments with synthetic covariance matrices in a realistically inhomogeneous setting. It is shown that the DL approach is comparable in accuracy with the AL method when the ensemble size is less than 100. With larger ensembles, the accuracy of the DL approach is limited by the local homogeneity assumption underlying the technique. Computationally, the DL method is comparable with the NAL technique if the ratio of the local decorrelation scale to the grid step is not too large.

Comments

© Copyright 2013 American Meteorological Society (AMS). Permission to use figures, tables, and brief excerpts from this work in scientific and educational works is hereby granted provided that the source is acknowledged. Any use of material in this work that is determined to be “fair use” under Section 107 of the U.S. Copyright Act or that satisfies the conditions specified in Section 108 of the U.S. Copyright Act (17 USC §108) does not require the AMS’s permission. Republication, systematic reproduction, posting in electronic form, such as on a website or in a searchable database, or other uses of this material, except as exempted by the above statement, requires written permission or a license from the AMS. All AMS journals and monograph publications are registered with the Copyright Clearance Center (http://www.copyright.com). Questions about permission to use materials for which AMS holds the copyright can also be directed to the AMS Permissions Officer at permissions@ametsoc.org. Additional details are provided in the AMS Copyright Policy statement, available on the AMS website (http://www.ametsoc.org/CopyrightInformation).

Publisher Verson

Publication Title

Monthly Weather Review

Volume

141

Issue

2

First Page

848

Last Page

860

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