Cohn, Stephen E. — Page 2

NASA NTRS1994

A fixed-lag Kalman smoother for retrospective data assimilation

Analyses incorporating future data, as well as current and past data, are termed retrospective analyses. In this paper, the fixed-lag Kalman smoother (FLKS) is proposed as a means of providing retrospective analysis capability in data assimilation. The FLKS is a direct generalization of the Kalman filter. It incorporates all data observed up to and including some fixed amount of time past each analysis time. A computationally efficient form of the FLKS is derived. A simple scalar examination of the FLKS demonstrates that incorporating future data improves analyses the most in the presence of dynamical instabilities, for accurate models and for accurate observations. An implementation of the FLKS for two-dimensional linear shallow-water model corroborates the scalar analysis. The numerical experiments also demonstrate the ability of the FLKS to propagate information upstream as well as downstream, thus improving analysis quality substantially in data voids.

Cohn, Stephen E.↗

NASA NTRS1994

Suboptimal schemes for atmospheric data assimilation based on the Kalman filter

This work is directed toward approximating the evolution of forecast error covariances for data assimilation. The performance of different algorithms based on simplification of the standard Kalman filter (KF) is studied. These are suboptimal schemes (SOSs) when compared to the KF, which is optimal for linear problems with known statistics. The SOSs considered here are several versions of optimal interpolation (OI), a scheme for height error variance advection, and a simplified KF in which the full height error covariance is advected. To employ a methodology for exact comparison among these schemes, a linear environment is maintained, in which a beta-plane shallow-water model linearized about a constant zonal flow is chosen for the test-bed dynamics. The results show that constructing dynamically balanced forecast error covariances rather than using conventional geostrophically balanced ones is essential for successful performance of any SOS. A posteriori initialization of SOSs to compensate for model - data imbalance sometimes results in poor performance. Instead, properly constructed dynamically balanced forecast error covariances eliminate the need for initialization. When the SOSs studied here make use of dynamically balanced forecast error covariances, the difference among their performances progresses naturally from conventional OI to the KF. In fact, the results suggest that even modest enhancements of OI, such as including an approximate dynamical equation for height error variances while leaving height error correlation structure homogeneous, go a long way toward achieving the performance of the KF, provided that dynamically balanced cross-covariances are constructed and that model errors are accounted for properly. The results indicate that such enhancements are necessary if unconventional data are to have a positive impact.

Todling, Ricardo↗

NASA NTRS1991

The behavior of forecast error covariances for a Kalman filter in two dimensions

The behavior of forecast error covariances in a fairly realistic setting is demonstrated via a Kalman filter algorithm. It is used to assimilate simulated data from the existing radiosonde network, from the demonstration network of 31 Doppler wind profilers in the central U.S., and from hypothetical radiometers located at five of the profiler sites. Some theoretical justification of the hypothesis advanced by Phillips (1982), and the hypothesis is used to formulate the model error covariance matrix required by the Kalman filter. The results show that assimilating the profiler wind data leads to a large reduction of forecast/analysis error in heights as well as in winds, over the profiler region and also downstream, when compared with the results of assimilating the radiosonde data alone. The forecast error covariance matrices that the Kalman filter calculates to obtain this error reduction differ considerably from those prescribed by the optimal interpolation schemes that are employed for data assimilation at operational centers.

Cohn, Stephen E.↗

NASA NTRS1989

An analysis of the vertical structure equation for arbitrary thermal profiles

The vertical structure equation is a singular Sturm-Liouville problem whose eigenfunctions describe the vertical dependence of the normal modes of the primitive equations linearized about a given thermal profile. The eigenvalues give the equivalent depths of the modes. The spectrum of the vertical structure equation and the appropriateness of various upper boundary conditions, both for arbitrary thermal profiles were studied. The results depend critically upon whether or not the thermal profile is such that the basic state atmosphere is bounded. In the case of a bounded atmosphere it is shown that the spectrum is always totally discrete, regardless of details of the thermal profile. For the barotropic equivalent depth, which corresponds to the lowest eigen value, upper and lower bounds which depend only on the surface temperature and the atmosphere height were obtained. All eigenfunctions are bounded, but always have unbounded first derivatives. It was proved that the commonly invoked upper boundary condition that vertical velocity must vanish as pressure tends to zero, as well as a number of alternative conditions, is well posed. It was concluded that the vertical structure equation always has a totally discrete spectrum under the assumptions implicit in the primitive equations.

Cohn, Stephen E.↗

NASA NTRS1988

Observability of discretized partial differential equations

It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.

Cohn, Stephen E.↗

NASA NTRS1987

An analysis of the vertical structure equation for arbitrary thermal profiles

The vertical structure equation is a singular Sturm-Liouville problem whose eigenfunctions describe the vertical dependence of the normal modes of the primitive equations linearized about a given thermal profile. The eigenvalues give the equivalent depths of the modes. The spectrum of the vertical structure equation and the appropriateness of various upper boundary conditions, both for arbitrary thermal profiles were studied. The results depend critically upon whether or not the thermal profile is such that the basic state atmosphere is bounded. In the case of a bounded atmosphere it is shown that the spectrum is always totally discrete, regardless of details of the thermal profile. For the barotropic equivalent depth, which corresponds to the lowest eigen value, upper and lower bounds which depend only on the surface temperature and the atmosphere height were obtained. All eigenfunctions are bounded, but always have unbounded first derivatives. It was proved that the commonly invoked upper boundary condition that vertical velocity must vanish as pressure tends to zero, as well as a number of alternative conditions, is well posed. It was concluded that the vertical structure equation always has a totally discrete spectrum under the assumptions implicit in the primitive equations.

Cohn, Stephen E.↗