共查询到16条相似文献，搜索用时 171 毫秒
1.
EnKF和SIR-PF在贝叶斯滤波框架下的比较和结合 总被引：3，自引：0，他引：3
贝叶斯估计理论为非线性、非高斯系统的数据同化提供了一个统一的框架。在本文中,我们利用著名的洛伦茨吸引子(Lorenz'63)模式对两种基于贝叶斯滤波理论的数据同化方法——集合卡尔曼滤波器(EnKF)和重取样粒子滤波器(SIR-PF)——进行了较为全面的比较。比较的结果揭示了两种方法的优缺点:即当集合成员数目较多时,SIR-PF的同化效果优于EnKF;反之,则EnKF的表现较好。进一步地,我们使用统计方法分析了两者表现的差异和原因。最近提出的一种集合卡尔曼粒子滤波器(EnKPF)通过使用一个可控的参数整合EnKF和SIR-PF的分析格式,可以结合两者的优点。本文在充分比较两种方法的前提下,重新阐释并改进了原有的EnKPF算法,使之适用于非线性的观测算子。通过使用相同的洛伦茨模式实验,我们揭示了EnKPF实质上提供了关于EnKF和SIR-PF的连续插值,使得后两者可以视为其特殊情况。并且,在集合成员数目有限的前提下,EnKPF可以在一定程度上避免滤波退化的发生,取得优于EnKF和SIR-PF的同化效果。 相似文献
2.
集合资料同化方法的理论框架及其在海洋资料同化的研究展望 总被引：3，自引：1，他引：2
在海洋动力系统的数值模拟中,海洋资料同化是一种能够有效融合多源海洋观测资料和数值模式的方法。它不仅可以显著地提高数值模拟的效果,构造海洋再分析资料场,还能有效减少海洋和气候预报时模式初始条件的不确定性。因此,海洋资料同化对于海洋研究和业务化应用具有非常重要的意义。资料同化方法的研究一直是大气、海洋科学的热门课题之一。其中,集合卡尔曼滤波器(EnKF)是一种有效的资料同化方法,自提出以来经过了20多年的发展和改进,已经在海洋资料同化中得到了广泛的研究和应用。近年来,随着动力模式的不断发展和计算能力的提高,粒子滤波器由于不受模型线性和误差高斯分布假设的约束,也逐渐成为了当前资料同化方法研究的热点。本文分析和总结了目前关于集合卡尔曼滤波器和粒子滤波器的一些最新理论研究结果,在贝叶斯滤波理论的框架下讨论了这两类算法的关联和区别,以及各自在资料同化实践中的优势和不足。在此基础上,我们探讨了粒子滤波器应用于海洋模式资料同化的主要困难和目前可行的一些解决方法,展望了集合资料同化方法研究的新趋势,为集合资料同化方法的进一步发展和应用提供理论基础。 相似文献
3.
在集合数据同化中,协方差局地化（covariance localization,CL）方法的使用存在限制。集合转换卡尔曼滤波（ensemble transform Kalman filter,ETKF）作为集合平方根滤波的变种方法,是一种应用较广、计算高效的数据同化方法。本文分析了CL方法应用于ETKF方法的困难,从而改进CL方法使其可以适用于ETKF方法。另外,结合浅水方程,利用Askey函数作为多元局地化函数,提出了一种适用于多元数值模型的CL方法。通过具体实验验证,得到了较好的分析结果。 相似文献
4.
气候模式是我们理解、模拟和预报气候演变的重要工具。然而即使是目前最先进的耦合模式,其模拟和预报与大气/海洋的真实状态相比,仍存在较大偏差,这是由于在模式的倾向方程中不可避免地存在系统性的误差(倾向误差)。因此,减小模式倾向误差对改进模式的模拟和预报效果具有重要意义。该研究首先发展了一种新的计算模式倾向误差的估计算法——基于局地集合变换卡尔曼滤波器(local ensemble transform kalman filter, LETKF)同化技术的倾向误差估计算法。在此基础上,将新发展的算法应用到Zebiak-Cane (ZC)模式,通过同化海表面温度异常(sea surface temperature anomaly, SSTA)数据,估计随时空变化的倾向误差,并使用计算得到的倾向误差订正模式,进行积分模拟。结果表明: (1)倾向误差和ZC模式的模拟偏差具有高度相关性; (2)订正后的模式改善了对厄尔尼诺-南方涛动(El Niño-Southern Oscillation, ENSO)的一些重要特征的模拟。这说明新发展的模式倾向误差估计算法十分有效且在ENSO模拟中具有较好的应用价值,此外,这种新的模式倾向误差估计算法,计算高效简便,可便捷地应用于各模式中,利于推广。 相似文献
5.
《中国海洋大学学报(自然科学版)》2016,(10)
四维变分同化可利用同化窗口内所有可能的观测信息优化大气、海洋模式的初始场,从而极大地提高大气、海洋模式模拟性能,而作为4DVar标准算法的伴随方法始终无法避免繁琐与复杂的预报模式伴随方程的编程、维护以及更新。为避免伴随模式的使用,集合四维变分方法,4DEnVar方法被逐渐开发,为4DVar的求解提供了一种便捷的途径。4DEnVar一般通过局地化过程消除样本不足所造成的虚假相关,而局地化方案的不同也必然会影响到其最终的同化效果。本文将一种集合样本扩展的局地化方案引入到基于Gaussian-Newton迭代算法的非线性集合四维变分同化方法NLS-4DVar中,从而避免了原算法中为进行局地化过程而额外需要的线性化假设,使得算法收敛更稳定。另外,通过将原Gaussian-Newton迭代序列进行变形、避免了矩阵的直接求逆,极大地提高了同化算法的计算效率。利用非线性动力模型Lorenz-96所开展的观测系统模拟试验表明:采用新的样本扩展型局地化方案的NLS-4DVar算法,其同化精度略优于NLS-4DVar原始算法,由于避免了矩阵的直接求逆,其计算效率反而有所提高,同化所需时间有所降低,对于大气与海洋数据同化领域的应用具有极大的潜力。 相似文献
6.
集合数据同化方法的发展与应用概述 总被引：2，自引：0，他引：2
集合数据同化方法具有简洁概念化的公式和应用起来相对容易等优点,因此,它们获得了普及性的应用;近10年来集合数据同化方法已经得到了快速的发展。综述了包括集合卡尔曼滤波(EnKF,Ensemble Kalman Filter)、集合卡尔曼平滑(EnKS,Ensemble Kalman Smoother)、集合方均根滤波(EnSRF,Ensemble Square-Root Filter)和减秩卡尔曼滤波(SEEK,Singular Evolutive Extended Kalman Filter)等集合数据同化方法的研究进展状况。通过与其它数据同化方法的对比,总结出了这些方法的特点,探讨了我国在集合数据同化方法研究中存在的问题并展望了该方法的研究和应用前景。 相似文献
7.
集合卡尔曼滤波(Ensemble Kalman filter, EnKF)是一种国内外广泛使用的海洋资料同化方案, 用集合成员的状态集合表征模式的背景误差协方差, 结合观测误差协方差, 计算卡尔曼增益矩阵, 有效地将观测信息添加到模式初始场中。由于季节、年际预测很大程度上受到初始场的影响, 因此资料同化可以提高模式的预测性能。本文在NUIST-CFS1.0预测系统逐日SST nudging的初始化方案上, 利用EnKF在每个月末将全场(full field)海表温度(sea surface temperature, SST)、温盐廓线(in-situ temperature and salinity profiles, T-S profiles)以及卫星观测海平面高度异常(sea level anomalies, SLA)观测资料同化到模式初始场中, 对比分析了无海洋资料同化以及加入同化后初始场的区别、加入海洋资料同化后模式提前1~24个月预测性能的差异以及对于厄尔尼诺-南方涛动(El Niño-southern oscillation, ENSO)预测技巧的影响。结果表明, 加入海洋资料同化能有效地改进初始场, 并且呈现随深度增加初始场改进越显著的特征。加入同化后, 对全球SST、次表层海水温度的平均预测技巧均有一定的提高, 也表现出随深度增加预测技巧改进越明显的特征。但加入海洋资料同化后, 模式对ENSO的预测技巧有所下降, 可能是由于模式误差的存在, 使得同化后的预测初始场从接近观测的状态又逐渐恢复到与模式动力相匹配的状态, 加剧了赤道太平洋冷舌偏西、中东部偏暖的气候平均态漂移。 相似文献
8.
本文基于粒子滤波和三维变分设计了一种新的混合数据同化方法。新方法通过粒子滤波的最优估计生成具有背景误差信息的集合扰动,从而为三维变分提供流依赖的背景误差协方差。粒子退化一直是粒子滤波应用于数据同化领域的主要阻碍。为了让混合方法更好地发挥作用,针对粒子退化问题,本文提出了一种改进的残差重采样方法,通过在正态分布中采样粒子,解决了退化导致的粒子缺乏多样性。在理想lorenz-63模型上进行数据同化实验,结果表明,新方法在模型误差较大的情况下效果优于集合变换三维变分方法(ensemble transform Kalman filter-three-dimensional variational method,ETKF-3Dvar),并且随着模型误差不断增大,新方法也同样优于传统数据同化方法。改进的残差重采样在与分层重采样和一般残差重采样的对比实验中,在给定时间窗口内可以保证同化结果稳定,而其他两种方法的同化结果都出现了较大偏差。 相似文献
9.
基于WRF(Weather Research and Forecasting)模式及其3Dvar(3-Dimentional Variational)资料同化系统,采用36、12、4 km嵌套网格进行快速更新循环同化和不同的微物理及积云对流参数化方案对比试验,对2011年5月8日鲁中一次局地大暴雨过程进行了研究。结果表明,快速更新循环同化地面观测资料是影响模式降水落区预报准确性的关键因素,不同的微物理和积云对流参数化方案主要影响降水强度预报。采用不同的微物理参数化方案和积云对流参数化方案进行降水预报对比试验表明,LIN方案和WSM6(WRF Single-Moment 6-class)微物理参数化方案对降水预报均较好,LIN方案降水预报较WSM6方案略强。4 km网格预报使用K-F (Kain-Fritsch)积云对流参数化方案或不使用积云对流参数化方案,预报的降水均较好。4 km网格使用旧的K-F积云对流参数化方案,预报的近地层大气风场偏弱,导致大气动力抬升作用偏弱,从而造成模式降水预报偏弱。 相似文献
10.
现代海洋/大气资料同化方法的统一性及其应用进展 总被引：9，自引：3，他引：9
海洋／大气资料同化的理论基础是用数值模式作为动力学强迫对观测信息进行提炼，或者说，从包含观测误差(噪声)的空间分布不均匀的实测资料中依据动力系统自身的演化规律(动力学方程或模式)来确定海洋／大气系统状态的最优估计。本文对主要的现代海洋／大气资料同化方法，包括最优插值(()ptimal Interpolation，简称()Ⅰ)、变分方法(3—Dimensional Variational和4—Dimensional Variational，分别简称3DVAR和4DVAR)和滤波方法(Filtering)的原理、算法设计和实际应用进行系统地回顾，并对这些资料同化方法的优缺点进行分析和讨论。在滤波框架下，所有的现代资料同化方法都被统一了：()Ⅰ和3DVAR是不随时间变化的滤波器，4DVAR和卡曼滤波是线性滤波器，即非线性滤波的退化情形；而集合滤波能构建非线性的滤波器，因为集合在某种程度上体现了系统的非高斯信息。一个非线性滤波器的主要优点是能计算和应用随时间变化的各阶误差统计距，如误差协方差矩阵。将非线性滤波器计算的随时间变化的误差协方差矩阵引入到（）Ⅰ或4DVAR中，也许能实质性地改进这些传统方法。在实际应用中，方法的优劣可能取决于所选用的数值模式和可获得的计算资源，因此需针对不同的问题选取不同的资料同化方法。由于各种资料同化方法具有统一性，因此可建立测试系统来评价这些方法，从而对各种方法获得更深入的理解，改进现有的资料同化技术，并提高人们对海洋／大气环境的预测能力。 相似文献
11.
The Localized Weighted Ensemble Kalman Filter(LWEnKF) is a new nonlinear/non-Gaussian data assimilation(DA) method that can effectively alleviate the filter degradation problem faced by particle filtering, and it has great prospects for applications in geophysical models. In terms of operational applications, along-track sea surface height(AT-SSH), swath sea surface temperature(S-SST) and in-situ temperature and salinity(T/S) profiles are assimilated using the LWEnKF in the northern South China ... 相似文献
12.
The statistical observation localized equivalent-weights particle filter in a simple nonlinear model
Yuxin Zhao Shuo Yang Renfeng Jia Di Zhou Xiong Deng Chang Liu Xinrong Wu 《海洋学报(英文版)》2022,41(2):80-90
This paper presents an improved approach based on the equivalent-weights particle filter(EWPF) that uses the proposal density to effectively improve the traditional particle filter. The proposed approach uses historical data to calculate statistical observations instead of the future observations used in the EWPF’s proposal density and draws on the localization scheme used in the localized PF(LPF) to construct the localized EWPF. The new approach is called the statistical observation localized E... 相似文献
13.
Asynchronous data assimilation with the EnKF 总被引：3，自引：0，他引：3
This study revisits the problem of assimilation of asynchronous observations, or four-dimensional data assimilation, with the ensemble Kalman filter (EnKF). We show that for a system with perfect model and linear dynamics the ensemble Kalman smoother (EnKS) provides a simple and efficient solution for the problem: one just needs to use the ensemble observations (that is, the forecast observations for each ensemble member) from the time of observation during the update, for each assimilated observation. This recipe can be used for assimilating both past and future data; in the context of assimilating generic asynchronous observations we refer to it as the asynchronous EnKF. The asynchronous EnKF is essentially equivalent to the four-dimensional variational data assimilation (4D-Var). It requires only one forward integration of the system to obtain and store the data necessary for the analysis, and therefore is feasible for large-scale applications. Unlike 4D-Var, the asynchronous EnKF requires no tangent linear or adjoint model. 相似文献
14.
This paper compares contending advanced data assimilation algorithms using the same dynamical model and measurements. Assimilation experiments use the ensemble Kalman filter (EnKF), the ensemble Kalman smoother (EnKS) and the representer method involving a nonlinear model and synthetic measurements of a mesoscale eddy. Twin model experiments provide the “truth” and assimilated state. The difference between truth and assimilation state is a mispositioning of an eddy in the initial state affected by a temporal shift. The systems are constructed to represent the dynamics, error covariances and data density as similarly as possible, though because of the differing assumptions in the system derivations subtle differences do occur. The results reflect some of these differences in the tangent linear assumption made in the representer adjoint and the temporal covariance of the EnKF, which does not correct initial condition errors. These differences are assessed through the accuracy of each method as a function of measurement density. Results indicate that these methods are comparably accurate for sufficiently dense measurement networks; and each is able to correct the position of a purposefully misplaced mesoscale eddy. As measurement density is decreased, the EnKS and the representer method retain accuracy longer than the EnKF. While the representer method is more accurate than the sequential methods within the time period covered by the observations (particularly during the first part of the assimilation time), the representer method is less accurate during later times and during the forecast time period for sparse networks as the tangent linear assumption becomes less accurate. Furthermore, the representer method proves to be significantly more costly (2–4 times) than the EnKS and EnKF even with only a few outer iterations of the iterated indirect representer method. 相似文献
15.
Parameter sensitivity of three Kalman filter schemes for assimilation of water levels in shelf sea models 总被引：2，自引：0，他引：2
In applications of data assimilation algorithms, a number of poorly known assimilation parameters usually need to be specified. Hence, the documented success of data assimilation methodologies must rely on a moderate sensitivity to these parameters. This contribution presents a parameter sensitivity study of three well known Kalman filter approaches for the assimilation of water levels in a three dimensional hydrodynamic modelling system. The filters considered are the ensemble Kalman filter (EnKF), the reduced rank square root Kalman filter (RRSQRT) and the steady Kalman filter. A sensitivity analysis of key parameters in the schemes is undertaken for a setup in an idealised bay. The sensitivity of the resulting root mean square error (RMSE) is shown to be low to moderate. Hence the schemes are robust within an acceptable range and their application even with misspecified parameters is to be encouraged in this perspective. However, the predicted uncertainty of the assimilation results are sensitive to the parameters and hence must be applied with care. The sensitivity study further demonstrates the effectiveness of the steady Kalman filter in the given system as well as the great impact of assimilating even very few measurements. 相似文献
16.
Assimilation of sea surface temperature in the Northwest Pacific Ocean and its marginal seas using the ensemble Kalman filter 总被引：2，自引：0，他引：2
Gwang-Ho Seo Byoung-Ju Choi Yang-Ki Cho Young Ho Kim Sangil Kim 《Ocean Science Journal》2010,45(4):225-242
Satellite-borne sea surface temperature (SST) data were assimilated with the ensemble Kalman filter (EnKF) in a Northwest Pacific Ocean circulation model to examine the effect of data assimilation. The model domain included the northwestern part of the Pacific Ocean and its marginal seas, such as the Yellow Sea and East/Japan Sea. The performance of the data assimilation was evaluated by comparing the simulated ocean state with that observed. Spatially averaged root-mean-squared errors in the SST and sea surface height (SSH) decreased by 0.44 °C and 4 cm, respectively, by the assimilation. The results of the numerical experiments substantiated the effectiveness of the SST assimilation via the EnKF for all marginal seas, as well as the Kuroshio region. The benefit of the data assimilation depended on the characteristics of each marginal sea. The variation of the SST in the East/Japan Sea and the Kuroshio extension (KE) region were improved 34% and those in the Yellow Sea 12.5%. The variation of the SSH was improved approximately 36% in the KE region. This large improvement was achieved in the deep-water regions because assimilation of SST data corrected the separation point of the western boundary currents, such as the Kuroshio and the East Korea Warm Current, and the associated horizontal surface currents. The SST assimilation via the EnKF also improved the subsurface temperature profiles. The effectiveness of SST assimilation was seasonally dependent, with the improvement being relatively larger in winter than in summer, which was related to the seasonal variation of the vertical mixing and stratification in the ocean surface layer. 相似文献