Original Research Papers
Morphing ensemble Kalman filters
Abstract
Anewtype of ensemble filter is proposed, which combines an ensemble Kalman filter (EnKF) with the ideas of morphing and registration from image processing. This results in filters suitable for non-linear problems whose solutions exhibit moving coherent features, such as thin interfaces in wildfire modelling. The ensemble members are represented as the composition of one common state with a spatial transformation, called registration mapping, plus a residual. A fully automatic registration method is used that requires only gridded data, so the features in the model state do not need to be identified by the user. The morphing EnKF operates on a transformed state consisting of the registration mapping and the residual. Essentially, the morphing EnKF uses intermediate states obtained by morphing instead of linear combinations of the states.
References
-
Alexander , G. D. , Weinman , J. A. and Schols , J. L. 1998 . The use of digital warping of microwave integrated water vapor imagery to im-prove forecasts of marine extratropical cyclones . Mon. Wea. Rev . 126 , 1469 – 1496 .
-
Anderson , J. L. 2003 . A local least squares framework for ensemble filtering . Mon. Wea. Rev . 131 , 634 – 642 .
-
Arganda-Carreras , I., O. Sanchez Sorzano , C. , Marabini , R. , Carazo , J. M. , Ortiz-de Solorzano , C. and co-authors . 2006. Consistent and elastic registration of histological sections using vector-spline regu-larization. Computer Vision Approaches to Medical Image Analysis Springer Berlin/Heidelberg, volume 4241 of Lecture Notes in Com-puter Science 85 – 95 .
-
Brown , L. G. 1992 . A survey of image registration techniques . ACM Comput. Surveys 24 , 325 – 376 .
-
Burgers , G. , van Leeuwen , P. J. and Evensen , G. 1998 . Analysis scheme in the ensemble Kalman filter . Mon. Wea. Rev . 126 , 1719 – 1724 .
-
Chen , Y. and Snyder , C. 2007 . Assimilating vortex position with an ensemble Kalman filter . Mon. Wea. Rev . 135 , 1828 – 1845 .
-
Darema , F., 2004 . Dynamic data driven applications systems: A new paradigm for application simulations and measurements. In: Com-putational Science-ICCS 2004: 4th International Conference (eds M. Bubak , G. D. van Albada , P.M. A. Sloot , and J. J. Dongarra ), Springer, volume 3038 of Lecture Notes in Computer Science 662 – 669 .
-
Davis , C. , Brown , B. and Bullock , R. 2006 . Object-based verification of precipitation forecasts. Part I: methodology and application to mesoscale rain areas . Mon. Wea. Rev . 134 , 1772 – 1784 .
-
Evensen , G., 1994 . Sequential data assimilation with nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statis-tics . J. Geophys. Res . 99 ( C5 ), 143 – 162 .
-
Evensen , G. 2003 . The ensemble Kalman filter: Theoretical formulation and practical implementation . Ocean Dyn . 53 , 343 – 367 .
-
Evensen , G. 2007 . Data Assimilation: The Ensemble Kalman Filter . Springer , Berlin .
-
Frey , A. E. , Hall , C. A. and Porsching , T. A. 1978 . Some results on the global inversion of bilinear and quadratic isoparametric finite element transformations . Math. Comput . 32 , 725 – 749 .
-
Gao , P. and Sederberg , T. W. 1998 . A work minimization approach to image morphing . Visual Comput . 14 , 390 – 400 .
-
Hoffman , R. N. , Liu , Z. , Louis , J. -E and Grassoti , C. 1995. Distortion representation of forecast errors. Mon. Wea. Rev . 123 , 2758-277 0 .
-
Houtekamer , P. and Mitchell , H. L. 1998 . Data assimilation using an ensemble Kalman filter technique . Mon. Wea. Rev . 126 , 796 – 811 .
-
Johns , C. J. and Mandel , J. 2005 . A two-stage ensemble Kalman filter for smooth data assimilation. Environmental and Ecological Statis-tics, in print. CCM Report 221, http://www.math.cudenver.edu/ccm/reports/rep221.pdf, conference on New Developments of Statistical Analysis in Wildlife, Fisheries, and Ecological Research, Oct 13-16, 2004, Columbia, MI.
-
Kalman , R. E. 1960 . A new approach to linear filtering and prediction problems . Trans. ASME-J. Basic Eng., Ser D 82 , 35 – 45 .
-
Kalnay , E. 2003 . Atmospheric Modeling, Data Assimilation and Pre-dictability . Cambridge University Press, Cambridge , UK .
-
Lawson , W. G. and Hansen , J. A. 2005 . Alignment error models and ensemble-based data assimilation. Mon. Wea. Rev . 133 , 1687 - 1709 .
-
Mandel , J. , Beezley , J. D. , Bennethum , L. S. , Soham Chalcraborty , J. L. C. , Douglas , C. C. and co-authors . 2007. A dynamic data driven wildland fire model. In: Computational Science-ICCS 2007: 7th Inter-national Conference (eds. Y. Shi , G. D. van Albada , P.M. A. Sloot and J. J. Dongarra ), Springer, volume 4487 of Lecture Notes in Computer Science 1042 - 1049 .
-
Mandel , J. , Bennethum , L. S. , Beezley , J. D. , Coen , J. L. , Douglas , C. C. and co-authors. 2006. A wildfire model with data assimilation. CCM Report 233, http://www.math.cudenver.edu/ccm/reports .
-
Ott , E. , Hunt , B. R. , Szunyogh , I. , Zimin , A. V. , Kostelich , E., J. and co-authors . 2004. A local ensemble Kalman filter for atmospheric data assimilation. Tellus 56A , 415 – 428 .
-
Ravela , S. , Emanuel , K. A. and McLaughlin , D. 2007 . Data assimilation by field alignment . Physica D 230 , 127 – 145 .
-
Tippett , M. K. , Anderson , J. L. , Bishop , C. H. , Hamill , T. M. and Whitaker , J. S. 2003 . Ensemble square root filters. Mon. Wea. Rev . 131 , 1485 - 1490 .