Data assimilation by field alignment

Classical formulations of data assimilation, whether sequential, ensemble-based or variational, are amplitude adjustment methods. Such approaches can perform poorly when forecast locations of weather systems are displaced from their observations. Compensating position errors by adjusting amplitudes can produce unacceptably “distorted” states, adversely affecting analysis, verification and subsequent forecasts.

There are many sources of position error. It is non-trivial to decompose position error into constituent sources and yet correcting position errors during assimilation can be essential for operationally predicting strong, localized weather events such as tropical cyclones.

In this paper, we propose a method that accounts for both position and amplitude errors. The proposed method assimilates observations in two steps. The first step is field alignment, where the current model state is aligned with observations by adjusting a continuous field of local displacements, subject to certain constraints. The second step is amplitude adjustment, where contemporary assimilation approaches are used. We demonstrate with 1D and 2D examples how applying field alignment produces better analyses with sparse and uncertain observations.     

Impact of nonlinearities and model error on pseudo-inverse calculations

Pseudo-inverse calculations have been made within the operational and research meteorological communities to identify components of the error in the initial state that are responsible for a significant portion of the forecast error. These calculations are based on the assumptions of a perfect model and linear perturbation growth, conditions not realizable in operational forecasting. In this study, the impact of nonlinearities and model error on pseudo-inverse calculations is investigated within an idealized framework using a simple atmospheric model. Forecasts are run within the perfect and imperfect model frameworks, with initial errors of varying sizes. Model error is introduced by changing the model dissipation terms. It is found that for pseudo-inverses composed of a small subset of the leading singular vectors (SVs), the nonlinear forecast correction is often better than the expected theoretical correction, indicating the suppression of error growth both inside and outside the linear pseudo-inverse subspace. As the size of the pseudo-inverse is increased, the nonlinear forecast correction starts to degrade. This forecast degradation coincides with a degradation in the analysis correction. It is possible to improve the forecast by degrading the analysis in the presence of model error, especially when the initial error is very small. However, for initial errors of reasonable magnitude, this is unlikely to happen in instances when the nonlinear forecast correction is better than the theoretical correction. Just as improving the initial state may suppress errors outside of the linear SV subspace, degrading it may likewise increase errors outside the SV subspace. This suggests that the size of the nonlinear correction relative to the expected theoretical correction may be useful in determining when pseudo-inverse perturbations are likely to have improved the analyses.     

基于Lorenz模型的集合预报与单一预报的比较研究

根据非线性局部Lyapunov向量方法和增长模繁殖方法,选取Lorenz63模型和Lorenz96模型的不同状态为例,对集合预报与单一预报的预报技巧开展了对比研究.结果表明:与单一预报比较,集合预报的均方根误差和型异常相关有明显改善,随预报时间推移,改善效果越显著,且集合平均优于单一预报的实验个例数逐渐增多.就概率分布(f)而言,单一预报状态的f与真实状态基本一致,不随时间变化;而集合平均预报状态的f则随时间呈现出值域变窄、峰值变大的特点.表明随预报时间的延长,单一预报状态为混沌吸引子上的随机状态,而集合平均预报状态为吸引子子集上的随机状态,这可能是集合平均误差小于单一预报的原因.     

利用洛伦兹水车研究混沌现象

洛伦兹水车是描述混沌系统的模型.本文从理论上分析了洛伦兹水车的运动方程,并制作了一台洛伦兹水车系统.用手机拍摄视频,再用视频分析软件Tracker追踪水车的运动状态,快速便捷地画出相应的相图,既出现混沌吸引子,又具有初值敏感性.通过对多个实验图像的分析,证明本系统为混沌系统.     

Efficient data assimilation for spatiotemporal chaos: A local ensemble transform Kalman filter

Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system’s time evolution. Rather than solving the problem from scratch each time new observations become available, one uses the model to “forecast” the current state, using a prior state estimate (which incorporates information from past data) as the initial condition, then uses current data to correct the prior forecast to a current state estimate. This Bayesian approach is most effective when the uncertainty in both the observations and in the state estimate, as it evolves over time, are accurately quantified. In this article, we describe a practical method for data assimilation in large, spatiotemporally chaotic systems. The method is a type of “ensemble Kalman filter”, in which the state estimate and its approximate uncertainty are represented at any given time by an ensemble of system states. We discuss both the mathematical basis of this approach and its implementation; our primary emphasis is on ease of use and computational speed rather than improving accuracy over previously published approaches to ensemble Kalman filtering. We include some numerical results demonstrating the efficiency and accuracy of our implementation for assimilating real atmospheric data with the global forecast model used by the US National Weather Service.     

一类Lorenz系统的同伦映射解法

研究了一个Lorenz方程的求解问题. 首先构造一组同伦映射,其次决定系统的初始近似,最后通过同伦映射得到了对应模型的各次近似解. 同伦映射方法是一个解析方法,得到的解还能够继续进行解析运算. 关键词： 洛伦兹方程 同伦映射 近似解 厄尔尼诺和拉尼娜现象     

Using chaos to generate variations on movement sequences

We describe a method for introducing variations into predefined motion sequences using a chaotic symbol-sequence reordering technique. A progression of symbols representing the body positions in a dance piece, martial arts form, or other motion sequence is mapped onto a chaotic trajectory, establishing a symbolic dynamics that links the movement sequence and the attractor structure. A variation on the original piece is created by generating a trajectory with slightly different initial conditions, inverting the mapping, and using special corpus-based graph-theoretic interpolation schemes to smooth any abrupt transitions. Sensitive dependence guarantees that the variation is different from the original; the attractor structure and the symbolic dynamics guarantee that the two resemble one another in both aesthetic and mathematical senses. (c) 1998 American Institute of Physics.     

SC混沌比例投影同步方法在保密通信中的应用

利用基于线性稳定性准则的SC混沌比例投影同步方法,提出一种应用于保密通信的混沌掩盖方案.适当分离出混沌系统的线性项与非线性项,构造一个非线性驱动向量函数,混沌状态变量包含用于投影同步的比例因子,把所需传递的有用信息掩盖入其中一个分量上,得到混沌载波信号,提高加密信息的复杂度和解码的困难度.以Lorenz吸引子和超混沌Rössler吸引子为例进行数值仿真,详细分析传输的正弦信息加密解密全过程,给出简单、最优的混沌掩盖方案,数值分析证明比例投影同步方法应用于保密通信领域的有效性.     

New data assimilation system DNDAS for high-dimensional models

The tangent linear(TL) models and adjoint(AD) models have brought great difficulties for the development of variational data assimilation system. It might be impossible to develop them perfectly without great efforts, either by hand, or by automatic differentiation tools. In order to break these limitations, a new data assimilation system, dual-number data assimilation system(DNDAS), is designed based on the dual-number automatic differentiation principles. We investigate the performance of DNDAS with two different optimization schemes and subsequently give a discussion on whether DNDAS is appropriate for high-dimensional forecast models. The new data assimilation system can avoid the complicated reverse integration of the adjoint model, and it only needs the forward integration in the dual-number space to obtain the cost function and its gradient vector concurrently. To verify the correctness and effectiveness of DNDAS, we implemented DNDAS on a simple ordinary differential model and the Lorenz-63 model with different optimization methods. We then concentrate on the adaptability of DNDAS to the Lorenz-96 model with high-dimensional state variables. The results indicate that whether the system is simple or nonlinear, DNDAS can accurately reconstruct the initial condition for the forecast model and has a strong anti-noise characteristic. Given adequate computing resource, the quasi-Newton optimization method performs better than the conjugate gradient method in DNDAS.     

Limit Cycles near Stationary Points in the Lorenz System

The limit cycles in the Lorenz system near the stationary points are analysed numerically. A plane in phase space of the linear Lorenz system is used to locate suitable initial points of trajectories near the limit cycles. The numerical results show a stable and an unstable limit cycle near the stationary point. The stable limit cycle is smaller than the unstable one and has not been previously reported in the literature. In addition, all the limit cycles in the Lorenz system are theoreticallv Proven not to be planar.     

Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters

The filtering skill for turbulent signals from nature is often limited by errors due to utilizing an imperfect forecast model. In particular, real-time filtering and prediction when very limited or no a posteriori analysis is possible (e.g. spread of pollutants, storm surges, tsunami detection, etc.) introduces a number of additional challenges to the problem. Here, a suite of filters implementing stochastic parameter estimation for mitigating model error through additive and multiplicative bias correction is examined on a nonlinear, exactly solvable, stochastic test model mimicking turbulent signals in regimes ranging from configurations with strongly intermittent, transient instabilities associated with positive finite-time Lyapunov exponents to laminar behavior. Stochastic Parameterization Extended Kalman Filter (SPEKF), used as a benchmark here, involves exact formulas for propagating the mean and covariance of the augmented forecast model including the unresolved parameters. The remaining filters use the same nonlinear forecast model but they introduce model error through different moment closure approximations and/or linear tangent approximation used for computing the second-order statistics of the augmented stochastic forecast model. A comprehensive study of filter performance is carried out in the presence of various moment closure errors which are enhanced by additional model errors due to incorrect parameters inducing additive and multiplicative stochastic biases. The estimation skill of the unresolved stochastic parameters is also discussed and it is shown that the linear tangent filter, despite its popularity, is completely unreliable in many turbulent regimes for both parameter estimation and filtering; moreover, regimes of filter divergence for the linear tangent filter are identified. The results presented here provide useful guidelines for filtering turbulent, high-dimensional, spatially extended systems with more general model errors, as well as for designing more skillful methods for superparameterization of unresolved intermittent processes in complex multi-scale models. They also provide unambiguous benchmarks for the capabilities of linear and nonlinear extended Kalman filters using incorrect statistics on an exactly solvable test bed with rich and realistic dynamics.     

Data assimilation using Ensemble Transform Kalman Filter (ETKF) in ROMS model for Indian Ocean

Study of Oceans dynamics and forecast is crucial as it influences the regional climate and other marine activities. Forecasting oceanographic states like sea surface currents, Sea surface temperature (SST) and mixed layer depth at different time scales is extremely important for these activities. These forecasts are generated by various ocean general circulation models (OGCM). One such model is the Regional Ocean Modelling System (ROMS). Though ROMS can simulate several features of ocean, it cannot reproduce the thermocline of the ocean properly. Solution to this problem is to incorporates data assimilation (DA) in the model. DA system using Ensemble Transform Kalman Filter (ETKF) has been developed for ROMS model to improve the accuracy of the model forecast. To assimilate data temperature and salinity from ARGO data has been used as observation. Assimilated temperature and salinity without localization shows oscillations compared to the model run without assimilation for India Ocean. Same was also found for u and v-velocity fields. With localization we found that the state variables are diverging within the localization scale.     

优化模式物理参数的扩展四维变分同化方法

数值模拟的一个重要误差来源是模式物理参数,为提高模拟准确率,如何改进模式物理参数是亟需解决的问题.本文对经典四维变分同化技术进行了改进,提出了一种新的利用观测资料来同时优化模式初始场和物理参数的扩展四维变分同化方法,并以Ekman边界层模式和Lorenz模式为例进行了数值试验.结果表明,利用本文提出的新方法,通过对观测资料的变分同化,可以在实现对模式初始场进行优化的同时,纠正了模式物理参数中的误差,从而有效提高了模式的模拟准确率.该方法对于改进数值模式物理参数有着重要的促进意义.     

基于多个参考态更新的动力相似预报方法及应用

为了更有效地利用历史资料中的相似性信息提高数值模式预报水平,提出了一种新的动力相似预报方法——多参考态更新(MRSU) 法.该方法基于“更新”观点,通过引入相似更新周期(PAU)的概念,将整个预报时段按PAU分成若干小的子时段,在预报进行到PAU时重新选取多个参考态,并采用超平面近似法将相似-动力模式产生的多个预报估计成最佳预报向量,这样就形成了“选取-估计”的循环,不断重复这一过程直到完成整个时段的预报.进一步将简化的MRSU方法应用于T63全球谱模式.月预报试验结果表明,与控制试验相比,MRSU法对逐 关键词： 相似-动力模式 参考态 相似更新周期 月预报     

一种混沌海杂波背景下的微弱信号检测方法

基于复杂非线性系统的相空间重构理论,提出了一种基于遗传算法的支持向量机预测方法.利用改进的自相关法和饱和关联维数法确定混沌信号的时间延迟和嵌入维,从而实现相空间重构.通过遗传算法优化支持向量机中的惩罚系数和核函数参数,并结合支持向量机建立混沌序列的单步预测模型,从预测误差中检测出淹没在混沌背景中的微弱信号(包括瞬态信号和周期信号).以Lorenz系统和加拿大McMaster大学利用IPIX雷达实测得到的海杂波数据作为混沌背景噪声进行仿真实验,结果表明该方法能够有效地从混沌背景噪声中检测出微弱目标信号,所得的均方根误差为0.00049521(信噪比为-89.7704 dB),这比传统支持向量机方法的均方根误差(0.049,信噪比为-54.60 dB)降低了两个数量级.     

TS fuzzy realization of chaotic Lü system

The Lü attractor is a new chaotic attractor, which connects the Lorenz attractor and the Chen attractor and represents the transition from one to the other. The Letter presents a hybrid TS fuzzy modeling approach for the newly coined chaotic Lü system. Then the abundant and fundamental dynamical behaviors of the chaotic Lü system are completely and comprehensive investigated based on this novel hybrid TS fuzzy model.     

On the symmetry-breaking bifurcation of chaotic attractors

A new type of crisis is shown to exist in a broad class of systems (including the Lorenz model) which leads to an anomalous band splitting or to a symmetry-breaking bifurcation of the strange attractor, depending on the actual values of the control parameters. A piecewise linear model is used to understand the mechanism of this crisis and to obtain exact results.