The effect of the equivalent-weights particle filter on dynamical balance in a primitive equation model

The disadvantage of the majority of data assimilation schemes is the assumption that the conditional probability density function of the state of the system given the observations [posterior probability density function (PDF)] is distributed either locally or globally as a Gaussian. The advantage, however, is that through various different mechanisms they ensure initial conditions that are predominantly in linear balance and therefore spurious gravity wave generation is suppressed. The equivalent-weights particle filter is a data assimilation scheme that allows for a representation of a potentially multimodal posterior PDF. It does this via proposal densities that lead to extra terms being added to the model equations and means the advantage of the traditional data assimilation schemes, in generating predominantly balanced initial conditions, is no longer guaranteed. This paper looks in detail at the impact the equivalent-weights particle filter has on dynamical balance and gravity wave generation in a primitive equation model. The primary conclusions are that (i) provided the model error covariance matrix imposes geostrophic balance, then each additional term required by the equivalent-weights particle filter is also geostrophically balanced; (ii) the relaxation term required to ensure the particles are in the locality of the observations has little effect on gravity waves and actually induces a reduction in gravity wave energy if sufficiently large; and (iii) the equivalent-weights term, which leads to the particles having equivalent significance in the posterior PDF, produces a change in gravity wave energy comparable to the stochastic model error. Thus, the scheme does not produce significant spurious gravity wave energy and so has potential for application in real high-dimensional geophysical applications.

Simple nonpolarizing high pass filter

Nonpolarizing edge filters have recently becmoe important to separate those IR gas bands used in atmospheric sensing into their P and R branches, namely, the v2 of C02 at a 15µm wavelength. Whereas Thelen has developed all necessary principles for the entire class of nonpolarizing filters it remains difficult to subsittute ither refractive indices (such as infrared) into a visible-region design or assess the effect on consequent performance.

Inner plasma structure of the low-latitude reconnection layer

We report a clear transition through a reconnection layer at the low-latitude magnetopause which shows a complete traversal across all reconnected field lines during northwestward interplanetary magnetic field (IMF) conditions. The associated plasma populations confirm details of the electron and ion mixing and the time history and acceleration through the current layer. This case has low magnetic shear with a strong guide field and the reconnection layer contains a single density depletion layer on the magnetosheath side which we suggest results from nearly field-aligned magnetosheath flows. Within the reconnection boundary layer, there are two plasma boundaries, close to the inferred separatrices on the magnetosphere and magnetosheath sides (Ssp and Ssh) and two boundaries associated with the Alfvén waves (or Rotational Discontinuities, RDsp and RDsh). The data are consistent with these being launched from the reconnection site and the plasma distributions are well ordered and suggestive of the time elapsed since reconnection of the field lines observed. In each sub-layer between the boundaries the plasma distribution is different and is centered around the current sheet, responsible for magnetosheath acceleration. We show evidence for a velocity dispersion effect in the electron anisotropy that is consistent with the time elapsed since reconnection. In addition, new evidence is presented for the occurrence of partial reflection of magnetosheath electrons at the magnetopause current layer.

The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test

This paper considers the effect of using a GARCH filter on the properties of the BDS test statistic as well as a number of other issues relating to the application of the test. It is found that, for certain values of the user-adjustable parameters, the finite sample distribution of the test is far-removed from asymptotic normality. In particular, when data generated from some completely different model class are filtered through a GARCH model, the frequency of rejection of iid falls, often substantially. The implication of this result is that it might be inappropriate to use non-rejection of iid of the standardised residuals of a GARCH model as evidence that the GARCH model ‘fits’ the data.

The equivalent-weights particle filter in a high-dimensional system

In general, particle filters need large numbers of model runs in order to avoid filter degeneracy in high-dimensional systems. The recently proposed, fully nonlinear equivalent-weights particle filter overcomes this requirement by replacing the standard model transition density with two different proposal transition densities. The first proposal density is used to relax all particles towards the high-probability regions of state space as defined by the observations. The crucial second proposal density is then used to ensure that the majority of particles have equivalent weights at observation time. Here, the performance of the scheme in a high, 65 500 dimensional, simplified ocean model is explored. The success of the equivalent-weights particle filter in matching the true model state is shown using the mean of just 32 particles in twin experiments. It is of particular significance that this remains true even as the number and spatial variability of the observations are changed. The results from rank histograms are less easy to interpret and can be influenced considerably by the parameter values used. This article also explores the sensitivity of the performance of the scheme to the chosen parameter values and the effect of using different model error parameters in the truth compared with the ensemble model runs.