A Variance-Minimizing Filter for Large-Scale Applications

A truly variance-minimizing filter is introduced and its per for mance is demonstrated with the Korteweg– DeV ries (KdV) equation and with a multilayer quasigeostrophic model of the ocean area around South Africa. It is recalled that Kalman-like filters are not variance minimizing for nonlinear model dynamics and that four - dimensional variational data assimilation (4DV AR)-like methods relying on per fect model dynamics have dif- ficulty with providing error estimates. The new method does not have these drawbacks. In fact, it combines advantages from both methods in that it does provide error estimates while automatically having balanced states after analysis, without extra computations. It is based on ensemble or Monte Carlo integrations to simulate the probability density of the model evolution. When obser vations are available, the so-called importance resampling algorithm is applied. From Bayes’ s theorem it follows that each ensemble member receives a new weight dependent on its ‘ ‘distance’ ’ t o the obser vations. Because the weights are strongly var ying, a resampling of the ensemble is necessar y. This resampling is done such that members with high weights are duplicated according to their weights, while low-weight members are largely ignored. In passing, it is noted that data assimilation is not an inverse problem by nature, although it can be for mulated that way . Also, it is shown that the posterior variance can be larger than the prior if the usual Gaussian framework is set aside. However , i n the examples presented here, the entropy of the probability densities is decreasing. The application to the ocean area around South Africa, gover ned by strongly nonlinear dynamics, shows that the method is working satisfactorily . The strong and weak points of the method are discussed and possible improvements are proposed.

A sodar for profiling in a spatially inhomogeneous urban environment

The urban boundary layer, above the canopy, is still poorly understood. One of the challenges is obtaining data by sampling more than a few meters above the rooftops, given the spatial and temporal inhomogeneities in both horizontal and vertical. Sodars are generally useful tools for ground-based remote sensing of winds and turbulence, but rely on horizontal homogeneity (as do lidars) in building up 3-component wind vectors from sampling three or more spatially separated volumes. The time taken for sound to travel to a typical range of 200 m and back is also a limitation. A sodar of radically different design is investigated, aimed at addressing these problems. It has a single vertical transmitted sound pulse. Doppler shifted signals are received from a number of volumes around the periphery of the transmitted beam with microphones which each having tight angular sensitivity at zenith angles slightly off-vertical. The spatial spread of sampled volumes is therefore smaller. By having more receiver microphones than a conventional sodar, the effect of smaller zenith angle is offset. More rapid profiling is also possible with a single vertical transmitted beam, instead of the usual multiple beams.A prototype design is described, together with initial field measurements. It is found that the beam forming using a single dish antenna and the drift of the sound pulse downwind both give rise to reduced performance compared with expectations. It is concluded that, while the new sodar works in principle, the compromises arising in the design mean that the expected advantages have not been realized

On mathematical and physical principles of transformations of the coherent radar backscatter matrix

The congruential rule advanced by Graves for polarization basis transformation of the radar backscatter matrix is now often misinterpreted as an example of consimilarity transformation. However, consimilarity transformations imply a physically unrealistic antilinear time-reversal operation. This is just one of the approaches found in literature to the description of transformations where the role of conjugation has been misunderstood. In this paper, the different approaches are examined in particular in respect to the role of conjugation. In order to justify and correctly derive the congruential rule for polarization basis transformation and properly place the role of conjugation, the origin of the problem is traced back to the derivation of the antenna height from the transmitted field. In fact, careful consideration of the role played by the Green’s dyadic operator relating the antenna height to the transmitted field shows that, under general unitary basis transformation, it is not justified to assume a scalar relationship between them. Invariance of the voltage equation shows that antenna states and wave states must in fact lie in dual spaces, a distinction not captured in conventional Jones vector formalism. Introducing spinor formalism, and with the use of an alternate spin frame for the transmitted field a mathematically consistent implementation of the directional wave formalism is obtained. Examples are given comparing the wider generality of the congruential rule in both active and passive transformations with the consimilarity rule.