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A localized adaptive particle filter within an operational NWP framework

Potthast, R. ORCID:, Walter, A. and Rhodin, A. (2019) A localized adaptive particle filter within an operational NWP framework. Monthly Weather Review, 147 (1). pp. 345-362. ISSN 0027-0644

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To link to this item DOI: 10.1175/MWR-D-18-0028.1


Particle filters are well known in statistics. They have a long tradition in the framework of ensemble data assimilation (EDA) as well as Markov chain Monte Carlo (MCMC) methods. A key challenge today is to employ such methods in a high-dimensional environment, since the naïve application of the classical particle filter usually leads to filter divergence or filter collapse when applied within the very high dimension of many practical assimilation problems (known as the curse of dimensionality). The goal of this work is to develop a localized adaptive particle filter (LAPF), which follows closely the idea of the classical MCMC or bootstrap-type particle filter, but overcomes the problems of collapse and divergence based on localization in the spirit of the local ensemble transform Kalman filter (LETKF) and adaptivity with an adaptive Gaussian resampling or rejuvenation scheme in ensemble space. The particle filter has been implemented in the data assimilation system for the global forecast model ICON at Deutscher Wetterdienst (DWD). We carry out simulations over a period of 1 month with a global horizontal resolution of 52 km and 90 layers. With four variables analyzed per grid point, this leads to 6.6 × 106 degrees of freedom. The LAPF can be run stably and shows a reasonable performance. We compare its scores to the operational setup of the ICON LETKF.

Item Type:Article
Divisions:Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:82272
Publisher:American Meteorological Society


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