Persistent Link:
http://hdl.handle.net/10150/339055
Title:
Data Assimilation In Systems With Strong Signal Features
Author:
Rosenthal, William Steven
Issue Date:
2014
Publisher:
The University of Arizona.
Rights:
Copyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author.
Abstract:
Filtering problems in high dimensional geophysical applications often require spatially continuous models to interpolate spatially and temporally sparse data. Many applications in numerical weather and ocean state prediction are concerned with tracking and assessing the uncertainty in the position of large scale vorticity features, such as storm fronts, jets streams, and hurricanes. Quantifying the amplitude variance in these features is complicated by the fact that both height and lateral perturbations in the feature geometry are represented in the same covariance estimate. However, when there are sufficient observations to detect feature information like spatial gradients, the positions of these features can be used to further constrain the filter, as long as the statistical model (cost function) has provisions for both height perturbations and lateral displacements. Several authors since the 1990s have proposed various formalisms for the simultaneous modeling of position and amplitude errors, and the typical approaches to computing the generalized solutions in these applications are variational or direct optimization. The ensemble Kalman filter is often employed in large scale nonlinear filtering problems, but its predication on Gaussian statistics causes its estimators suffer from analysis deflation or collapse, as well as the usual curse of dimensionality in high dimensional Monte Carlo simulations. Moreover, there is no theoretical guarantee of the performance of the ensemble Kalman filter with nonlinear models. Particle filters which employ importance sampling to focus attention on the important regions of the likelihood have shown promise in recent studies on the control of particle size. Consider an ensemble forecast of a system with prominent feature information. The correction of displacements in these features, by pushing them into better agreement with observations, is an application of importance sampling, and Monte Carlo methods, including particle filters, and possibly the ensemble Kalman filter as well, are well suited to applications of feature displacement correction. In the present work, we show that the ensemble Kalman filter performs well in problems where large features are displaced both in amplitude and position, as long as it is used on a statistical model which includes both function height and local position displacement in the model state. In a toy model, we characterize the performance-degrading effect that untracked displacements have on filters when large features are present. We then employ tools from classical physics and fluid dynamics to statistically model displacements by area-preserving coordinate transformations. These maps preserve the area of contours in the displaced function, and using strain measures from continuum mechanics, we regularize the statistics on these maps to ensure they model smooth, feature-preserving displacements. The position correction techniques are incorporated into the statistical model, and this modified ensemble Kalman filter is tested on a system of vortices driven by a stochastically forced barotropic vorticity equation. We find that when the position correction term is included in the statistical model, the modified filter provides estimates which exhibit substantial reduction in analysis error variance, using a much smaller ensemble than what is required when the position correction term is removed from the model.
Type:
text; Electronic Dissertation
Keywords:
Data Assimilation; Displacement Assimilation; Ensemble Kalman Filter; Hurricane Tracking; Barotropic Vorticity; Applied Mathematics
Degree Name:
Ph.D.
Degree Level:
doctoral
Degree Program:
Graduate College; Applied Mathematics
Degree Grantor:
University of Arizona
Advisor:
Restrepo, Juan M.; Venkataramani, Shankar

Full metadata record

DC FieldValue Language
dc.language.isoen_USen
dc.titleData Assimilation In Systems With Strong Signal Featuresen_US
dc.creatorRosenthal, William Stevenen_US
dc.contributor.authorRosenthal, William Stevenen_US
dc.date.issued2014-
dc.publisherThe University of Arizona.en_US
dc.rightsCopyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author.en_US
dc.description.abstractFiltering problems in high dimensional geophysical applications often require spatially continuous models to interpolate spatially and temporally sparse data. Many applications in numerical weather and ocean state prediction are concerned with tracking and assessing the uncertainty in the position of large scale vorticity features, such as storm fronts, jets streams, and hurricanes. Quantifying the amplitude variance in these features is complicated by the fact that both height and lateral perturbations in the feature geometry are represented in the same covariance estimate. However, when there are sufficient observations to detect feature information like spatial gradients, the positions of these features can be used to further constrain the filter, as long as the statistical model (cost function) has provisions for both height perturbations and lateral displacements. Several authors since the 1990s have proposed various formalisms for the simultaneous modeling of position and amplitude errors, and the typical approaches to computing the generalized solutions in these applications are variational or direct optimization. The ensemble Kalman filter is often employed in large scale nonlinear filtering problems, but its predication on Gaussian statistics causes its estimators suffer from analysis deflation or collapse, as well as the usual curse of dimensionality in high dimensional Monte Carlo simulations. Moreover, there is no theoretical guarantee of the performance of the ensemble Kalman filter with nonlinear models. Particle filters which employ importance sampling to focus attention on the important regions of the likelihood have shown promise in recent studies on the control of particle size. Consider an ensemble forecast of a system with prominent feature information. The correction of displacements in these features, by pushing them into better agreement with observations, is an application of importance sampling, and Monte Carlo methods, including particle filters, and possibly the ensemble Kalman filter as well, are well suited to applications of feature displacement correction. In the present work, we show that the ensemble Kalman filter performs well in problems where large features are displaced both in amplitude and position, as long as it is used on a statistical model which includes both function height and local position displacement in the model state. In a toy model, we characterize the performance-degrading effect that untracked displacements have on filters when large features are present. We then employ tools from classical physics and fluid dynamics to statistically model displacements by area-preserving coordinate transformations. These maps preserve the area of contours in the displaced function, and using strain measures from continuum mechanics, we regularize the statistics on these maps to ensure they model smooth, feature-preserving displacements. The position correction techniques are incorporated into the statistical model, and this modified ensemble Kalman filter is tested on a system of vortices driven by a stochastically forced barotropic vorticity equation. We find that when the position correction term is included in the statistical model, the modified filter provides estimates which exhibit substantial reduction in analysis error variance, using a much smaller ensemble than what is required when the position correction term is removed from the model.en_US
dc.typetexten
dc.typeElectronic Dissertationen
dc.subjectData Assimilationen_US
dc.subjectDisplacement Assimilationen_US
dc.subjectEnsemble Kalman Filteren_US
dc.subjectHurricane Trackingen_US
dc.subjectBarotropic Vorticityen_US
dc.subjectApplied Mathematicsen_US
thesis.degree.namePh.D.en_US
thesis.degree.leveldoctoralen_US
thesis.degree.disciplineGraduate Collegeen_US
thesis.degree.disciplineApplied Mathematicsen_US
thesis.degree.grantorUniversity of Arizonaen_US
dc.contributor.advisorRestrepo, Juan M.en_US
dc.contributor.advisorVenkataramani, Shankaren_US
dc.contributor.committeememberRestrepo, Juan M.en_US
dc.contributor.committeememberVenkataramani, Shankaren_US
dc.contributor.committeememberArellano, Avelinoen_US
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