introduction to variational data assimilation...introduction to ensemble data assimilation steven j....

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Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

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Page 1: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

Introduction to Ensemble Data Assimilation

Steven J. Fletcher

Cooperative Institute for Research in the Atmosphere,

Colorado State University

Page 2: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

Plan of talk

• Kalman Filter• EnKF• Inflation and Localization• ETKF• LETKF• MLEF• En4DVAR• 4DEnVAR

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 2

Page 3: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 3

Page 4: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 4

Page 5: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 5

Page 6: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 6

Page 7: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 7

Page 8: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 8

Page 9: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 9

Page 10: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 10

Page 11: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 11

Page 12: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 12

Page 13: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 13

Page 14: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 14

Page 15: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 15

Page 16: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 16

Page 17: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 17

Page 18: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 18

Page 19: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 19

Page 20: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 20

Page 21: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 21

Page 22: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 22

Page 23: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 23

Page 24: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 24

Page 25: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 25

Page 26: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 26

Page 27: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 27

Page 28: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 28

Page 29: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 29

Page 30: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 30

Page 31: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 31

Page 32: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 32

Page 33: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

Localized Ensemble Transform Kalman FilterLETKF

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 33

Page 34: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

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Page 35: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

Maximum Likelihood Ensemble Filter (MLEF)

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 35

Page 36: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 36

Page 37: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 37

Page 38: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 38

Page 39: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

Hybrid 3D VAR

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 39

Page 40: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

Hybrid 4D Var or En4DVAR

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 40

Page 41: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 41

Page 42: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 42

Page 43: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 43

Page 44: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

NDEnVAR

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 44

Page 45: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 45

Page 46: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 46

Page 47: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 47

Page 48: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

4DEnVAR – Four Dimensional Ensemble VARThe approach presented here is similar to that of Ensemble 4D VAR (En4DVAR) but was

designed to AVOID the TLM and adjoints. 4DEnVAR extends to four dimensions for all the En4DVAR equations, but now applying them to the sequence of states in trajectories rather than at the single time at the beginning of the window. This implies that we can use an implicit localized ensemble covariance

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 48

Page 49: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 49

Page 50: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

7/16/2019 GOES-R & JPSS Summer Workshop on Theory and Use of Satellite Data 50

Page 51: Introduction to Variational Data Assimilation...Introduction to Ensemble Data Assimilation Steven J. Fletcher Cooperative Institute for Research in the Atmosphere, Colorado State University

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