Comparing Adjoint and Ensemble Sensitivity Analysis with Applications to Observation Targeting
نویسندگان
چکیده
The sensitivity of numerical weather forecasts to small changes in initial conditions is estimated using ensemble samples of analysis and forecast errors. Ensemble sensitivity is defined here by linear regression of analysis errors onto a given forecast metric. We show that ensemble sensitivity is proportional to the projection of the analysis-error covariance onto the adjoint sensitivity field. Furthermore, the ensemble sensitivity approach proposed here involves a small calculation that is easy to implement. Ensemble and adjoint-based sensitivity fields are compared for a representative wintertime flow pattern near the West Coast of North America for a 90-member ensemble of independent initial conditions derived from an ensemble Kalman filter. The forecast metric is taken for simplicity to be the 24-hr forecast of sea-level pressure at a single point in western Washington state. Results show that adjoint and ensemble sensitivities are very different in terms of location, scale, and magnitude. Adjoint sensitivity fields reveal mesoscale lower-tropospheric structures that tilt strongly upshear, whereas ensemble sensitivity fields emphasize synoptic-scale features that tilt modestly throughout the troposphere and are associated with significant weather features at the initial time. Optimal locations for targeting can easily be determined from ensemble sensitivity, and results indicate that the primary targeting locations are located away from regions of greatest adjoint and ensemble sensitivity. We show that this method of targeting is similar to previous ensemble-based methods that estimate forecast-error variance reduction, but easily allows for the application of statistical confidence measures to deal with sampling error.
منابع مشابه
On Sensitivity Analysis within the 4DVAR Framework*
The sensitivity of model forecasts to uncertainties in control variables is evaluated using the adjoint technique and the ensemble generated by the reduced-order four-dimensional variational data assimilation (R4DVAR) algorithm within the framework of twin-data experiments with a quasigeostrophic model. To simulate real applications where the true state is unknown, the sensitivities were estima...
متن کاملEstimating observation impact without adjoint model in an ensemble Kalman filter
We propose an ensemble sensitivity method to calculate observation impacts similar to Langland and Baker (2004) but without the need for an adjoint model, which is not always available for numerical weather prediction models. The formulation is tested on the Lorenz 40-variable model, and the results show that the observation impact estimated from the ensemble sensitivity method is similar to th...
متن کاملRelationships among Four-Dimensional Hybrid Ensemble–Variational Data Assimilation Algorithms with Full and Approximate Ensemble Covariance Localization
Ensemble–variational data assimilation algorithms that can incorporate the time dimension (fourdimensional or 4D) and combine static and ensemble-derived background error covariances (hybrid) are formulated in general forms based on the extended control variable and the observation-space-perturbation approaches. The properties and relationships of these algorithms and their approximated formula...
متن کاملReduced-order Observation Sensitivity in 4d-var Data Assimilation
Observation sensitivity techniques have been initially developed in the context of 3D-Var data assimilation for applications to targeted observations (Baker and Daley 2000, Doerenbecher and Bergot 2001). Adjoint-based methods are currently implemented in NWP to monitor the observation impact on analysis and short-range forecasts (Fourrié et al. 2002, Langland and Baker 2004, Zhu and Gelaro 2008...
متن کاملSensitivity analysis in variational data assimilation and applications
Mathematical aspects of sensitivity analysis in unconstrained optimization are reviewed and the sensitivity equations of a variational data assimilation system (VDAS) to observations, background estimate, and to the specification of the associated error-variances are derived from the first order optimality condition. The error-variance sensitivity is introduced as a feasible approach to provide...
متن کامل