A Hybrid Particle–Ensemble Kalman Filter for Lagrangian Data Assimilation

Lagrangian measurements from passive ocean instruments provide a useful source of data for estimating and forecasting the ocean's state (velocity field, salinity field, etc.). However, trajectories from these instruments are often highly nonlinear, leading to difficulties with widely used data...

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Bibliographic Details
Published in:Monthly weather review 2015-01, Vol.143 (1), p.195-211
Main Authors: Slivinski, Laura, Spiller, Elaine, Apte, Amit, Sandstede, Bjorn
Format: Article
Language:English
Subjects:
Algorithms
Climatology
Data assimilation
Data collection
Kalman filters
Mathematical models
Meteorology
Nonlinearity
Oceans
Shallow water
Weather
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Summary:Lagrangian measurements from passive ocean instruments provide a useful source of data for estimating and forecasting the ocean's state (velocity field, salinity field, etc.). However, trajectories from these instruments are often highly nonlinear, leading to difficulties with widely used data assimilation algorithms such as the ensemble Kalman filter (EnKF). Additionally, the velocity field is often modeled as a high-dimensional variable, which precludes the use of more accurate methods such as the particle filter (PF). Here, a hybrid particle-ensemble Kalman filter is developed that applies the EnKF update to the potentially high-dimensional velocity variables, and the PF update to the relatively low-dimensional, highly nonlinear drifter position variable. This algorithm is tested with twin experiments on the linear shallow water equations. In experiments with infrequent observations, the hybrid filter consistently outperformed the EnKF, both by better capturing the Bayesian posterior and by better tracking the truth.
ISSN:0027-0644
1520-0493
DOI:10.1175/MWR-D-14-00051.1