Nonlinear data assimilation in geosciences: an extremely efficient particle filter

Almost all research fields in geosciences use numerical models and observations and combine these using data-assimilation techniques. With ever-increasing resolution and complexity, the numerical models tend to be highly nonlinear and also observations become more complicated and their relation to the models more nonlinear. Standard data-assimilation techniques like (ensemble) Kalman filters and variational methods like 4D-Var rely on linearizations and are likely to fail in one way or another. Nonlinear data-assimilation techniques are available, but are only efficient for small-dimensional problems, hampered by the so-called ‘curse of dimensionality’. Here we present a fully nonlinear particle filter that can be applied to higher dimensional problems by exploiting the freedom of the proposal density inherent in particle filtering. The method is illustrated for the three-dimensional Lorenz model using three particles and the much more complex 40-dimensional Lorenz model using 20 particles. By also applying the method to the 1000-dimensional Lorenz model, again using only 20 particles, we demonstrate the strong scale-invariance of the method, leading to the optimistic conjecture that the method is applicable to realistic geophysical problems. Copyright c 2010 Royal Meteorological Society

Bifurcation Analysis of Eigenstructure Assignment Control in a Simple Nonlinear Aircraft Model

Aircraft systems are highly nonlinear and time varying. High-performance aircraft at high angles of incidence experience undesired coupling of the lateral and longitudinal variables, resulting in departure from normal controlled � ight. The construction of a robust closed-loop control that extends the stable and decoupled � ight envelope as far as possible is pursued. For the study of these systems, nonlinear analysis methods are needed. Previously, bifurcation techniques have been used mainly to analyze open-loop nonlinear aircraft models and to investigate control effects on dynamic behavior. Linear feedback control designs constructed by eigenstructure assignment methods at a � xed � ight condition are investigated for a simple nonlinear aircraft model. Bifurcation analysis, in conjunction with linear control design methods, is shown to aid control law design for the nonlinear system.

Closed loop design for a simple nonlinear aircraft model using eigenstructure assignment

Aircraft systems are highly nonlinear and time varying. High-performance aircraft at high angles of incidence experience undesired coupling of the lateral and longitudinal variables, resulting in departure from normal controlled flight. The aim of this work is to construct a robust closed-loop control that optimally extends the stable and decoupled flight envelope. For the study of these systems nonlinear analysis methods are needed. Previously, bifurcation techniques have been used mainly to analyze open-loop nonlinear aircraft models and investigate control effects on dynamic behavior. In this work linear feedback control designs calculated by eigenstructure assignment methods are investigated for a simple aircraft model at a fixed flight condition. Bifurcation analysis in conjunction with linear control design methods is shown to aid control law design for the nonlinear system.

Efficient fully nonlinear data assimilation for geophysical fluid dynamics

A potential problem with Ensemble Kalman Filter is the implicit Gaussian assumption at analysis times. Here we explore the performance of a recently proposed fully nonlinear particle filter on a high-dimensional but simplified ocean model, in which the Gaussian assumption is not made. The model simulates the evolution of the vorticity field in time, described by the barotropic vorticity equation, in a highly nonlinear flow regime. While common knowledge is that particle filters are inefficient and need large numbers of model runs to avoid degeneracy, the newly developed particle filter needs only of the order of 10-100 particles on large scale problems. The crucial new ingredient is that the proposal density cannot only be used to ensure all particles end up in high-probability regions of state space as defined by the observations, but also to ensure that most of the particles have similar weights. Using identical twin experiments we found that the ensemble mean follows the truth reliably, and the difference from the truth is captured by the ensemble spread. A rank histogram is used to show that the truth run is indistinguishable from any of the particles, showing statistical consistency of the method.

Efficient non-linear data assimilation in geophysical fluid dynamics

New ways of combining observations with numerical models are discussed in which the size of the state space can be very large, and the model can be highly nonlinear. Also the observations of the system can be related to the model variables in highly nonlinear ways, making this data-assimilation (or inverse) problem highly nonlinear. First we discuss the connection between data assimilation and inverse problems, including regularization. We explore the choice of proposal density in a Particle Filter and show how the ’curse of dimensionality’ might be beaten. In the standard Particle Filter ensembles of model runs are propagated forward in time until observations are encountered, rendering it a pure Monte-Carlo method. In large-dimensional systems this is very inefficient and very large numbers of model runs are needed to solve the data-assimilation problem realistically. In our approach we steer all model runs towards the observations resulting in a much more efficient method. By further ’ensuring almost equal weight’ we avoid performing model runs that are useless in the end. Results are shown for the 40 and 1000 dimensional Lorenz 1995 model.

Adaptive recursive control of a soil testing load frame

Recursive Learning Control (RLC) has the potential to significantly reduce the tracking error in many repetitive trajectory applications. This paper presents an application of RLC to a soil testing load frame where non-adaptive techniques struggle with the highly nonlinear nature of soil. The main purpose of the controller is to apply a sinusoidal force reference trajectory on a soil sample with a high degree of accuracy and repeatability. The controller uses a feedforward control structure, recursive least squares adaptation algorithm and RLC to compensate for periodic errors. Tracking error is reduced and stability is maintained across various soil sample responses.

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

20th century intraseasonal Asian monsoon dynamics viewed from Isomap

The Asian summer monsoon is a high dimensional and highly nonlinear phenomenon involving considerable moisture transport towards land from the ocean, and is critical for the whole region. We have used daily ECMWF reanalysis (ERA-40) sea-level pressure (SLP) anomalies to the seasonal cycle, over the region 50-145°E, 20°S-35°N to study the nonlinearity of the Asian monsoon using Isomap. We have focused on the two-dimensional embedding of the SLP anomalies for ease of interpretation. Unlike the unimodality obtained from tests performed in empirical orthogonal function space, the probability density function, within the two-dimensional Isomap space, turns out to be bimodal. But a clustering procedure applied to the SLP data reveals support for three clusters, which are identified using a three-component bivariate Gaussian mixture model. The modes are found to appear similar to active and break phases of the monsoon over South Asia in addition to a third phase, which shows active conditions over the Western North Pacific. Using the low-level wind field anomalies the active phase over South Asia is found to be characterised by a strengthening and an eastward extension of the Somali jet whereas during the break phase the Somali jet is weakened near southern India, while the monsoon trough in northern India also weakens. Interpretation is aided using the APHRODITE gridded land precipitation product for monsoon Asia. The effect of large-scale seasonal mean monsoon and lower boundary forcing, in the form of ENSO, is also investigated and discussed. The outcome here is that ENSO is shown to perturb the intraseasonal regimes, in agreement with conceptual ideas.

Foehn jets over the Larsen C ice shelf, Antarctica

Previously unknown foehn jets have been identified to the east of the Antarctic Peninsula (AP) above the Larsen C Ice Shelf. These jets have major implications for the east coast of the AP, a region of rapid climatic warming and where two large sections of ice shelf have collapsed in recent years. During three foehn events across the AP, leeside warming and drying is seen in new aircraft observations and simulated well by the Met Office Unified Model (MetUM) at ∼1.5 km grid spacing. In case A, weak southwesterly flow and an elevated upwind inversion characterise a highly nonlinear flow regime with upwind flow blocking. In case C strong northwesterly winds characterise a relatively linear case with little upwind flow blocking. Case B resides somewhere between the two in flow regime linearity. The foehn jets – apparent in aircraft observations where available and MetUM simulations of all three cases – are mesoscale features (up to 60 km in width) originating from the mouths of leeside inlets. Through back trajectory analysis they are identified as a type of gap flow. In cases A and B the jets are distinct, being strongly accelerated relative to the background flow, and confined to low levels above the Larsen C Ice Shelf. They resemble the ‘shallow foehn’ of the Alps. Case C resembles a case of ‘deep foehn’, with the jets less distinct. The foehn jets are considerably cooler and moister relative to adjacent regions of calmer foehn air. This is due to a dampened foehn effect in the jet regions: in case A the jets have lower upwind source regions, and in the more linear case C there is less diabatic warming and precipitation along jet trajectories due to the reduced orographic uplift across the mountain passes.

Ensemble downscaling in coupled solar wind-magnetosphere modeling for space weather forecasting

Advanced forecasting of space weather requires simulation of the whole Sun-to-Earth system, which necessitates driving magnetospheric models with the outputs from solar wind models. This presents a fundamental difficulty, as the magnetosphere is sensitive to both large-scale solar wind structures, which can be captured by solar wind models, and small-scale solar wind “noise,” which is far below typical solar wind model resolution and results primarily from stochastic processes. Following similar approaches in terrestrial climate modeling, we propose statistical “downscaling” of solar wind model results prior to their use as input to a magnetospheric model. As magnetospheric response can be highly nonlinear, this is preferable to downscaling the results of magnetospheric modeling. To demonstrate the benefit of this approach, we first approximate solar wind model output by smoothing solar wind observations with an 8 h filter, then add small-scale structure back in through the addition of random noise with the observed spectral characteristics. Here we use a very simple parameterization of noise based upon the observed probability distribution functions of solar wind parameters, but more sophisticated methods will be developed in the future. An ensemble of results from the simple downscaling scheme are tested using a model-independent method and shown to add value to the magnetospheric forecast, both improving the best estimate and quantifying the uncertainty. We suggest a number of features desirable in an operational solar wind downscaling scheme.

Gaussian processes autoencoder for dimensionality reduction

Learning low dimensional manifold from highly nonlinear data of high dimensionality has become increasingly important for discovering intrinsic representation that can be utilized for data visualization and preprocessing. The autoencoder is a powerful dimensionality reduction technique based on minimizing reconstruction error, and it has regained popularity because it has been efficiently used for greedy pretraining of deep neural networks. Compared to Neural Network (NN), the superiority of Gaussian Process (GP) has been shown in model inference, optimization and performance. GP has been successfully applied in nonlinear Dimensionality Reduction (DR) algorithms, such as Gaussian Process Latent Variable Model (GPLVM). In this paper we propose the Gaussian Processes Autoencoder Model (GPAM) for dimensionality reduction by extending the classic NN based autoencoder to GP based autoencoder. More interestingly, the novel model can also be viewed as back constrained GPLVM (BC-GPLVM) where the back constraint smooth function is represented by a GP. Experiments verify the performance of the newly proposed model.