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Ensemble clustering in deterministic ensemble Kalman filters

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Amezcua, J., Ide, K., Bishop, C. H. and Kalnay, E. (2012) Ensemble clustering in deterministic ensemble Kalman filters. Tellus A, 64. 18039. ISSN 1600-0870

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To link to this article DOI: 10.3402/tellusa.v64i0.18039

Abstract/Summary

Ensemble clustering (EC) can arise in data assimilation with ensemble square root filters (EnSRFs) using non-linear models: an M-member ensemble splits into a single outlier and a cluster of M−1 members. The stochastic Ensemble Kalman Filter does not present this problem. Modifications to the EnSRFs by a periodic resampling of the ensemble through random rotations have been proposed to address it. We introduce a metric to quantify the presence of EC and present evidence to dispel the notion that EC leads to filter failure. Starting from a univariate model, we show that EC is not a permanent but transient phenomenon; it occurs intermittently in non-linear models. We perform a series of data assimilation experiments using a standard EnSRF and a modified EnSRF by a resampling though random rotations. The modified EnSRF thus alleviates issues associated with EC at the cost of traceability of individual ensemble trajectories and cannot use some of algorithms that enhance performance of standard EnSRF. In the non-linear regimes of low-dimensional models, the analysis root mean square error of the standard EnSRF slowly grows with ensemble size if the size is larger than the dimension of the model state. However, we do not observe this problem in a more complex model that uses an ensemble size much smaller than the dimension of the model state, along with inflation and localisation. Overall, we find that transient EC does not handicap the performance of the standard EnSRF.

Item Type:Article
Refereed:Yes
Divisions:Faculty of Science > School of Mathematical and Physical Sciences > Department of Meteorology
ID Code:28880
Uncontrolled Keywords:non-linear models, ensemble square root filters, non-Gaussianity
Publisher:International Meteorological Institute in Stockholm

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