Progress toward the Application of a Localized Particle Filter for Numerical Weather Prediction

• Published in: Monthly weather review 2019-04, Vol.147 (4), p.1107-1126
• Main Authors: Poterjoy, Jonathan, Wicker, Louis, Buehner, Mark
• Format: Article
• Language: English
• Subjects: Computer simulation; Data assimilation; Data collection; Dynamical systems; Earth science; Experiments; General circulation models; Kalman filters; Localization; Mapping; Monte Carlo simulation; Nonlinear filters; Numerical experiments; Numerical weather forecasting; Prediction models; Probability theory; Severe storms; Stability; State variable; Statistical methods; Storms; System effectiveness; Variables; Weather forecasting
• ISSN: 0027-0644; 1520-0493
• DOI: 10.1175/MWR-D-17-0344.1

A series of papers published recently by the first author introduce a nonlinear filter that operates effectively as a data assimilation method for large-scale geophysical applications. The method uses sequential Monte Carlo techniques adopted by particle filters, which make no parametric assumptions for the underlying prior and posterior error distributions. The filter also treats the underlying dynamical system as a set of loosely coupled systems to effectively localize the effect observations have on posterior state estimates. This property greatly reduces the number of particles—or ensemble members—required for its implementation. For these reasons, the method is called the local particle filter. The current manuscript summarizes algorithmic advances made to the local particle filter following recent tests performed over a hierarchy of dynamical systems. The revised filter uses modified vector weight calculations and probability mapping techniques from earlier studies, and new strategies for improving filter stability in situations where state variables are observed infrequently with very accurate measurements. Numerical experiments performed on low-dimensional data assimilation problems provide evidence that supports the theoretical benefits of the new improvements. As a proof of concept, the revised particle filter is also tested on a high-dimensional application from a real-time weather forecasting system at the NOAA/National Severe Storms Laboratory (NSSL). The proposed changes have large implications for researchers applying the local particle filter for real applications, such as data assimilation in numerical weather prediction models.