9.6 Quadratic Polynomial Regression using Serial Observation Processing: Implementation within DART

Wednesday, 10 January 2018: 2:45 PM
Room 14 (ACC) (Austin, Texas)
Daniel Hodyss, NRL, Monterey, CA; and J. Anderson, N. Collins, W. F. Campbell, and P. A. Reinecke

Many Ensemble-Based Kalman ltering (EBKF) algorithms process the observations serially. Serial observation processing views the data assimilation process as an iterative sequence of scalar update equations. What is useful about this data assimilation algorithm is that it has very low memory requirements and does not need complex methods to perform the typical high-dimensional inverse calculation of many other algorithms. Recently, the push has been towards the prediction, and therefore the assimilation of observations, for regions and phenomena for which high-resolution is required and/or highly nonlinear physical processes are operating. For these situations, a basic hypothesis is that the use of the EBKF is sub-optimal and performance gains could be achieved by accounting for aspects of the non-Gaussianty. To this end, we develop here a new component of the Data Assimilation Research Testbed [DART] to allow for a wide-variety of users to test this hypothesis. This new version of DART allows one to run several variants of the EBKF as well as several variants of the quadratic polynomial filter using the same forecast model and observations. Differences between the results of the two systems will then highlight the degree of non-Gaussianity in the system being examined. We will illustrate in this work the differences between the performance of linear versus quadratic polynomial regression in a hierarchy of models from Lorenz-63 to a simple general circulation model.
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