Home > Research > Publications & Outputs > Evaluating the utility of the ensemble transfor...

Links

Text available via DOI:

View graph of relations

Evaluating the utility of the ensemble transform Kalman filter for adaptive sampling when updating a hydrodynamic model

Research output: Contribution to journalJournal articlepeer-review

Published

Standard

Evaluating the utility of the ensemble transform Kalman filter for adaptive sampling when updating a hydrodynamic model. / Neal, Jeffrey C.; Atkinson, Peter M.; Hutton, Craig W.

In: Journal of Hydrology, Vol. 375, No. 3-4, 2009, p. 589-600.

Research output: Contribution to journalJournal articlepeer-review

Harvard

APA

Vancouver

Author

Neal, Jeffrey C. ; Atkinson, Peter M. ; Hutton, Craig W. / Evaluating the utility of the ensemble transform Kalman filter for adaptive sampling when updating a hydrodynamic model. In: Journal of Hydrology. 2009 ; Vol. 375, No. 3-4. pp. 589-600.

Bibtex

@article{2e7d6f43eaf64acb969f648fd101c0df,
title = "Evaluating the utility of the ensemble transform Kalman filter for adaptive sampling when updating a hydrodynamic model",
abstract = "This paper compares two Monte Carlo sequential data assimilation methods based on the Kalman filter, for estimating the effect of measurements on simulations of state error variance made by a one-dimensional hydrodynamic model. The first method used an ensemble Kalman filter (EnKF) to update state estimates, which were then used as initial conditions for further simulations. The second method used an ensemble transform Kalman filter (ETKF) to quickly estimate the effect of measurement error covariance on forecast error covariance without the need to re-run the simulation model. The ETKF gave an unbiased estimate of EnKF analysed error variance, although differences in the treatment of measurement errors meant the results were not identical. Estimates of forecast error variance could also be made, but their accuracy deteriorated as the time from measurements increased due in part to model non-linearity and the decreasing signal variance. The motivation behind the study was to assess the ability of the ETKF to target possible measurements, as part of an adaptive sampling framework, before they are assimilated by an EnKF-based forecasting model on the River Crouch, Essex, UK. The ETKF was found to be a useful tool for quickly estimating the error covariance expected after assimilating measurements into the hydrodynamic model. It, thus, provided a means of quantifying the {\textquoteleft}usefulness{\textquoteright} (in terms of error variance) of possible sampling schemes.",
keywords = "Flooding, Data assimilation, Sampling design, EnKF, ETKF",
author = "Neal, {Jeffrey C.} and Atkinson, {Peter M.} and Hutton, {Craig W.}",
note = "M1 - 3-4",
year = "2009",
doi = "10.1016/j.jhydrol.2009.07.008",
language = "English",
volume = "375",
pages = "589--600",
journal = "Journal of Hydrology",
issn = "0022-1694",
publisher = "Elsevier Science B.V.",
number = "3-4",

}

RIS

TY - JOUR

T1 - Evaluating the utility of the ensemble transform Kalman filter for adaptive sampling when updating a hydrodynamic model

AU - Neal, Jeffrey C.

AU - Atkinson, Peter M.

AU - Hutton, Craig W.

N1 - M1 - 3-4

PY - 2009

Y1 - 2009

N2 - This paper compares two Monte Carlo sequential data assimilation methods based on the Kalman filter, for estimating the effect of measurements on simulations of state error variance made by a one-dimensional hydrodynamic model. The first method used an ensemble Kalman filter (EnKF) to update state estimates, which were then used as initial conditions for further simulations. The second method used an ensemble transform Kalman filter (ETKF) to quickly estimate the effect of measurement error covariance on forecast error covariance without the need to re-run the simulation model. The ETKF gave an unbiased estimate of EnKF analysed error variance, although differences in the treatment of measurement errors meant the results were not identical. Estimates of forecast error variance could also be made, but their accuracy deteriorated as the time from measurements increased due in part to model non-linearity and the decreasing signal variance. The motivation behind the study was to assess the ability of the ETKF to target possible measurements, as part of an adaptive sampling framework, before they are assimilated by an EnKF-based forecasting model on the River Crouch, Essex, UK. The ETKF was found to be a useful tool for quickly estimating the error covariance expected after assimilating measurements into the hydrodynamic model. It, thus, provided a means of quantifying the ‘usefulness’ (in terms of error variance) of possible sampling schemes.

AB - This paper compares two Monte Carlo sequential data assimilation methods based on the Kalman filter, for estimating the effect of measurements on simulations of state error variance made by a one-dimensional hydrodynamic model. The first method used an ensemble Kalman filter (EnKF) to update state estimates, which were then used as initial conditions for further simulations. The second method used an ensemble transform Kalman filter (ETKF) to quickly estimate the effect of measurement error covariance on forecast error covariance without the need to re-run the simulation model. The ETKF gave an unbiased estimate of EnKF analysed error variance, although differences in the treatment of measurement errors meant the results were not identical. Estimates of forecast error variance could also be made, but their accuracy deteriorated as the time from measurements increased due in part to model non-linearity and the decreasing signal variance. The motivation behind the study was to assess the ability of the ETKF to target possible measurements, as part of an adaptive sampling framework, before they are assimilated by an EnKF-based forecasting model on the River Crouch, Essex, UK. The ETKF was found to be a useful tool for quickly estimating the error covariance expected after assimilating measurements into the hydrodynamic model. It, thus, provided a means of quantifying the ‘usefulness’ (in terms of error variance) of possible sampling schemes.

KW - Flooding

KW - Data assimilation

KW - Sampling design

KW - EnKF

KW - ETKF

U2 - 10.1016/j.jhydrol.2009.07.008

DO - 10.1016/j.jhydrol.2009.07.008

M3 - Journal article

VL - 375

SP - 589

EP - 600

JO - Journal of Hydrology

JF - Journal of Hydrology

SN - 0022-1694

IS - 3-4

ER -