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Parameter sensitivity of three Kalman filter schemes for assimilation of water levels in shelf sea models
Authors:JVT Srensen  H Madsen  H Madsen
Institution:aDHI Water & Environment, Agern Allé 5, DK-2970 Hørsholm, Denmark;bInformatics and Mathematical Modelling, Technical University of Denmark, Richard Petersens Plads—Building 321, DK-2800 Kongens Lyngby, Denmark
Abstract: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.
Keywords:Kalman filters  Tide gauges  Parameter sensitivity
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