Review of the Ensemble Kalman Filter for Atmospheric Data Assimilation

Abstract

This paper reviews the development of the ensemble Kalman filter (EnKF) for atmospheric data assimilation. Particular attention is devoted to recent advances and current challenges. The distinguishing properties of three well-established variations of the EnKF algorithm are first discussed. Given the limited size of the ensemble and the unavoidable existence of errors whose origin is unknown (i.e., system error), various approaches to localizing the impact of observations and to accounting for these errors have been proposed. However, challenges remain; for example, with regard to localization of multiscale phenomena (both in time and space). For the EnKF in general, but higher-resolution applications in particular, it is desirable to use a short assimilation window. This motivates a focus on approaches for maintaining balance during the EnKF update. Also discussed are limited-area EnKF systems, in particular with regard to the assimilation of radar data and applications to tracking severe storms and tropical cyclones. It seems that relatively less attention has been paid to optimizing EnKF assimilation of satellite radiance observations, the growing volume of which has been instrumental in improving global weather predictions. There is also a tendency at various centers to investigate and implement hybrid systems that take advantage of both the ensemble and the variational data assimilation approaches; this poses additional challenges and it is not clear how it will evolve. It is concluded that, despite more than 10 years of operational experience, there are still many unresolved issues that could benefit from further research. Contents Introduction...4490 Popular flavors of the EnKF algorithm...4491 General description...4491 Stochastic and deterministic filters...4492 The stochastic filter...4492 The deterministic filter...4492 Sequential or local filters...4493 Sequential ensemble Kalman filters...4493 The local ensemble transform Kalman filter...4494 Extended state vector...4494 Issues for the development of algorithms...4495 Use of small ensembles...4495 Monte Carlo methods...4495 Validation of reliability...4497 Use of group filters with no inbreeding...4498 Sampling error due to limited ensemble size: The rank problem...4498 Covariance localization...4499 Localization in the sequential filter...4499 Localization in the LETKF...4499 Issues with localization...4500 Summary...4501 Methods to increase ensemble spread...4501 Covariance inflation...4501 Additive inflation...4501 Multiplicative inflation...4502 Relaxation to prior ensemble information...4502 Issues with inflation...4503 Diffusion and truncation...4503 Error in physical parameterizations...4504 Physical tendency perturbations...4504 Multimodel, multiphysics, and multiparameter approaches...4505 Future directions...4505 Realism of error sources...4506 Balance and length of the assimilation window...4506 The need for balancing methods...4506 Time-filtering methods...4506 Toward shorter assimilation windows...4507 Reduction of sources of imbalance...4507 Regional data assimilation...4508 Boundary conditions and consistency across multiple domains...4509 Initialization of the starting ensemble...4510 Preprocessing steps for radar observations...4510 Use of radar observations for convective-scale analyses...4511 Use of radar observations for tropical cyclone analyses...4511 Other issues with respect to LAM data assimilation...4511 The assimilation of satellite observations...4512 Covariance localization...4512 Data density...4513 Bias-correction procedures...4513 Impact of covariance cycling...4514 Assumptions regarding observational error...4514 Recommendations regarding satellite observations...4515 Computational aspects...4515 Parameters with an impact on quality...4515 Overview of current parallel algorithms...4516 Evolution of computer architecture...4516 Practical issues...4517 Approaching the gray zone...4518 Summary...4518 Hybrids with variational and EnKF components...4519 Hybrid background error covariances...4519 E4DVar with the α control variable...4519 Not using linearized models with 4DEnVar...4520 The hybrid gain algorithm...4521 Open issues and recommendations...4521 Summary and discussion...4521 Stochastic or deterministic filters...4522 The nature of system error...4522 Going beyond the synoptic scales...4522 Satellite observations...4523 Hybrid systems...4523 Future of the EnKF...4523 APPENDIX A...4524 Types of Filter Divergence...4524 Classical filter divergence...4524 Catastrophic filter divergence...4524 APPENDIX B...4524 Systems Available for Download...4524 References...4525