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At least 19 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS1999

Massively Parallel Assimilation of TOGA/TAO and Topex/Poseidon Measurements into a Quasi Isopycnal Ocean General Circulation Model Using an Ensemble Kalman Filter

A massively parallel ensemble Kalman filter (EnKF)is used to assimilate temperature data from the TOGA/TAO array and altimetry from TOPEX/POSEIDON into a Pacific basin version of the NASA Seasonal to Interannual Prediction Project (NSIPP)ls quasi-isopycnal ocean general circulation model. The EnKF is an approximate Kalman filter in which the error-covariance propagation step is modeled by the integration of multiple instances of a numerical model. An estimate of the true error covariances is then inferred from the distribution of the ensemble of model state vectors. This inplementation of the filter takes advantage of the inherent parallelism in the EnKF algorithm by running all the model instances concurrently. The Kalman filter update step also occurs in parallel by having each processor process the observations that occur in the region of physical space for which it is responsible. The massively parallel data assimilation system is validated by withholding some of the data and then quantifying the extent to which the withheld information can be inferred from the assimilation of the remaining data. The distributions of the forecast and analysis error covariances predicted by the ENKF are also examined.

Keppenne, Christian L.↗
DOE OSTI2022

Autodifferentiable Ensemble Kalman Filters

Data assimilation is concerned with sequentially estimating a temporally evolving state. This task, which arises in a wide range of scientific and engineering applications, is particularly challenging when the state is high-dimensional and the state-space dynamics are unknown. This paper introduces a machine learning framework for learning dynamical systems in data assimilation. Here, our auto-differentiable ensemble Kalman filters (AD-EnKFs) blend ensemble Kalman filters for state recovery with machine learning tools for learning the dynamics. In doing so, AD-EnKFs leverage the ability of ensemble Kalman filters to scale to high-dimensional states and the power of automatic differentiation to train high-dimensional surrogate models for the dynamics. Numerical results using the Lorenz-96 model show that AD-EnKFs outperform existing methods that use expectation-maximization or particle filters to merge data assimilation and machine learning. In addition, AD-EnKFs are easy to implement and require minimal tuning.

autodifferentiation↗
NASA NTRS2001

Design and Implementation of a Parallel Multivariate Ensemble Kalman Filter for the Poseidon Ocean General Circulation Model

A multivariate ensemble Kalman filter (MvEnKF) implemented on a massively parallel computer architecture has been implemented for the Poseidon ocean circulation model and tested with a Pacific Basin model configuration. There are about two million prognostic state-vector variables. Parallelism for the data assimilation step is achieved by regionalization of the background-error covariances that are calculated from the phase-space distribution of the ensemble. Each processing element (PE) collects elements of a matrix measurement functional from nearby PEs. To avoid the introduction of spurious long-range covariances associated with finite ensemble sizes, the background-error covariances are given compact support by means of a Hadamard (element by element) product with a three-dimensional canonical correlation function. The methodology and the MvEnKF configuration are discussed. It is shown that the regionalization of the background covariances; has a negligible impact on the quality of the analyses. The parallel algorithm is very efficient for large numbers of observations but does not scale well beyond 100 PEs at the current model resolution. On a platform with distributed memory, memory rather than speed is the limiting factor.

Keppenne, Christian L.↗
DOE OSTI2023

A Stochastic Covariance Shrinkage Approach in Ensemble Transform Kalman Filtering

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state dimension. To alleviate the effects of these errors EnKF relies on model-specific heuristics such as covariance localization, which takes advantage of the spatial locality of correlations among the model variables. This work proposes an approach to alleviate sampling errors that utilizes a locally averaged-in-time dynamics of the model, described in terms of a climatological covariance of the dynamical system. We use this covariance as the target matrix in covariance shrinkage methods, and develop a stochastic covariance shrinkage approach where synthetic ensemble members are drawn to enrich both the ensemble subspace and the ensemble transformation. We additionally provide for a way in which this methodology can be localized similar to the state-of-the-art LETKF method, and that for a certain model setup, our methodology significantly outperforms it.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

Multifidelity Ensemble Kalman Filtering Using Surrogate Models Defined by Theory-Guided Autoencoders

Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy sparse observations of reality. The multifidelity ensemble Kalman filter (MFEnKF) recently developed by the authors combines a full-order physical model and a hierarchy of reduced order surrogate models in order to increase the computational efficiency of data assimilation. The standard MFEnKF uses linear couplings between models, and is statistically optimal in case of Gaussian probability densities. This work extends the MFEnKF into to make use of a broader class of surrogate model such as those based on machine learning methods such as autoencoders non-linear couplings in between the model hierarchies. We identify the right-invertibility property for autoencoders as being a key predictor of success in the forecasting power of autoencoder-based reduced order models. We propose a methodology that allows us to construct reduced order surrogate models that are more accurate than the ones obtained via conventional linear methods. Numerical experiments with the canonical Lorenz'96 model illustrate that nonlinear surrogates perform better than linear projection-based ones in the context of multifidelity ensemble Kalman filtering. We additionality show a large-scale proof-of-concept result with the quasi-geostrophic equations, showing the competitiveness of the method with a traditional reduced order model-based MFEnKF.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Reduced-order autodifferentiable ensemble Kalman filters

This paper introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system. Our reduced-order autodifferentiable ensemble Kalman filters (ROAD-EnKFs) learn a latent low-dimensional surrogate model for the dynamics and a decoder that maps from the latent space to the state space. The learned dynamics and decoder are then used within an EnKF to reconstruct and forecast the state. Numerical experiments show that if the state dynamics exhibit a hidden low-dimensional structure, ROAD-EnKFs achieve higher accuracy at lower computational cost compared to existing methods. If such structure is not expressed in the latent state dynamics, ROAD-EnKFs achieve similar accuracy at lower cost, making them a promising approach for surrogate state reconstruction and forecasting.

Mathematics↗
NASA NTRS2021

Geomagnetic Secular Variation Forecast using the NASA GEMS Ensemble Kalman filter: A Candidate SV Model for IGRF‑13

We have produced a 5-year mean secular variation (SV ) of the geomagnetic field for the period 2020–2025. We use the NASA Geomagnetic Ensemble Modeling System (GEMS), which consists of the NASA Goddard geodynamo model and ensemble Kalman filter (EnKF) with 400 ensemble members. Geomagnetic field models are used as observations for the assimilation, including gufm1 (1590–1960), CM4 (1961–2000) and CM6 (2001–2019). The forecast involves a bias correction scheme that assumes that the model bias changes on timescales much longer than the forecast period, so that they can be removed by successive forecast series. The algorithm was validated on the time period 2010-2015 by comparing with CM6 before being applied to the 2020–2025 time period. This forecast has been sub-mitted as a candidate predictive model of IGRF-13 for the period 2020–2025.

Andrew Tangborn↗
NASA NTRS1999

Reconstruction of the 1997/1998 El Nino from TOPEX/POSEIDON and TOGA/TAO Data Using a Massively Parallel Pacific-Ocean Model and Ensemble Kalman Filter

Two massively parallel data assimilation systems in which the model forecast-error covariances are estimated from the distribution of an ensemble of model integrations are applied to the assimilation of 97-98 TOPEX/POSEIDON altimetry and TOGA/TAO temperature data into a Pacific basin version the NASA Seasonal to Interannual Prediction Project (NSIPP)ls quasi-isopycnal ocean general circulation model. in the first system, ensemble of model runs forced by an ensemble of atmospheric model simulations is used to calculate asymptotic error statistics. The data assimilation then occurs in the reduced phase space spanned by the corresponding leading empirical orthogonal functions. The second system is an ensemble Kalman filter in which new error statistics are computed during each assimilation cycle from the time-dependent ensemble distribution. The data assimilation experiments are conducted on NSIPP's 512-processor CRAY T3E. The two data assimilation systems are validated by withholding part of the data and quantifying the extent to which the withheld information can be inferred from the assimilation of the remaining data. The pros and cons of each system are discussed.

Keppenne, C. L.↗
DOE OSTI2025

Covariance operator estimation: Sparsity, lengthscale, and ensemble Kalman filters

This paper investigates covariance operator estimation via thresholding. For Gaussian random fields with approximately sparse covariance operators, we establish non-asymptotic bounds on the estimation error in terms of the sparsity level of the covariance and the expected supremum of the field. We prove that thresholded estimators enjoy an exponential improvement in sample complexity compared with the standard sample covariance estimator if the field has a small correlation lengthscale. As an application of the theory, we study thresholded estimation of covariance operators within ensemble Kalman filters.

Covariance operator estimation↗
NASA NTRS2019

Application of Synoptic Magnetograms for Prediction of Solar Activity Using Ensemble Kalman Filter

Solar activity predictions using the data assimilation approach have demonstrated great potential to build reliable long-term forecasts of solar activity. In particular, it has been shown that the Ensemble Kalman Filter (EnKF) method applied to a non-linear dynamo model is capable of predicting solar activity up to one sunspot cycle ahead in time, as well as estimating the properties of the next cycle a few years before it begins. These developments assume an empirical relationship between the mean toroidal magnetic field flux and the sunspot number. Estimated from the sunspot number series, variations of the toroidal field have been used to assimilate the data into the Parker-Kleeorin-Ruzmakin (PKR) dynamo model by applying the EnKF method. The dynamo model describes the evolution of the toroidal and poloidal components of the magnetic field and the magnetic helicity. Full-disk magnetograms provide more accurate and complete input data by constraining both the toroidal and poloidal global field components, but these data are available only for the last four solar cycles. In this presentation, using the available magnetogram data, we discuss development of the methodology and forecast quality criteria (including forecast uncertainties and sources of errors). We demonstrate the influence of limited time series observations on the accuracy of solar activity predictions. We present EnKF predictions of the upcoming Solar Cycle 25 based on both the sunspot number series and observed magnetic fields and discuss the uncertainties and potential of the data assimilation approach.

Kitiashvili, Irina N.↗
DOE OSTI2026

Ensemble Kalman filter for data assimilation coupled with low-resolution computations techniques applied in fluid dynamics

This paper presents an innovative Reduced-order model (ROM) for merging experimental and simulation data using data assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our methodology introduces a novel approach by implementing the ensemble Kalman filter (EnKF) within a reduced-dimensional framework, grounded in a robust theoretical foundation and applied to fluid dynamics. To address the substantial computational demands of DA, the proposed ROM employs low-resolution (LR) techniques to drastically reduce computational costs. This innovative approach involves downsampling datasets for DA computations, followed by an advanced reconstruction technique based on low-cost singular value decomposition (lcSVD). The lcSVD method, a key innovation in this paper, has never been applied to DA before and offers a highly efficient way to enhance resolution with minimal computational resources. Our results demonstrate significant reductions in both computation time and RAM usage through these LR techniques without compromising the accuracy of the estimations. For instance, in a turbulent test case, for a data compression rate of 15.9, the LR approach can achieve a speed-up of 13.7 and a RAM compression of 90.9% while maintaining a low relative root mean square error (RRMSE) of 2.6%, compared to 0.8% in the high-resolution (HR) reference. Furthermore, we highlight the effectiveness of the EnKF in estimating and predicting the state of fluid flow systems based on limited observations and given low-fidelity numerical data. This paper highlights the potential of the proposed DA method in fluid dynamics applications, particularly for improving computational efficiency in CFD and related fields. Its ability to balance accuracy with low computational and memory costs makes it especially suitable for large-scale and real-time applications, such as environmental monitoring or engineering design. This method will be incorporated into ModelFLOWs-app.

Data Assimilation↗
NASA NTRS2011

Improving Simulated Soil Moisture Fields Through Assimilation of AMSR-E Soil Moisture Retrievals with an Ensemble Kalman Filter and a Mass Conservation Constraint

Model simulated soil moisture fields are often biased due to errors in input parameters and deficiencies in model physics. Satellite derived soil moisture estimates, if retrieved appropriately, represent the spatial mean of soil moisture in a footprint area, and can be used to reduce model bias (at locations near the surface) through data assimilation techniques. While assimilating the retrievals can reduce model bias, it can also destroy the mass balance enforced by the model governing equation because water is removed from or added to the soil by the assimilation algorithm. In addition, studies have shown that assimilation of surface observations can adversely impact soil moisture estimates in the lower soil layers due to imperfect model physics, even though the bias near the surface is decreased. In this study, an ensemble Kalman filter (EnKF) with a mass conservation updating scheme was developed to assimilate the actual value of Advanced Microwave Scanning Radiometer (AMSR-E) soil moisture retrievals to improve the mean of simulated soil moisture fields by the Noah land surface model. Assimilation results using the conventional and the mass conservation updating scheme in the Little Washita watershed of Oklahoma showed that, while both updating schemes reduced the bias in the shallow root zone, the mass conservation scheme provided better estimates in the deeper profile. The mass conservation scheme also yielded physically consistent estimates of fluxes and maintained the water budget. Impacts of model physics on the assimilation results are discussed.

Li, Bailing↗
NASA NTRS2015

Simultaneous Radar and Satellite Data Storm-Scale Assimilation Using an Ensemble Kalman Filter Approach for 24 May 2011

Assimilating high-resolution radar reflectivity and radial velocity into convection-permitting numerical weather prediction models has proven to be an important tool for improving forecast skill of convection. The use of satellite data for the application is much less well understood, only recently receiving significant attention. Since both radar and satellite data provide independent information, combing these two sources of data in a robust manner potentially represents the future of high-resolution data assimilation. This research combines Geostationary Operational Environmental Satellite 13 (GOES-13) cloud water path (CWP) retrievals with Weather Surveillance Radar-1988 Doppler (WSR-88D) reflectivity and radial velocity to examine the impacts of assimilating each for a severe weather event occurring in Oklahoma on 24 May 2011. Data are assimilated into a 3-km model using an ensemble adjustment Kalman filter approach with 36 members over a 2-h assimilation window between 1800 and 2000 UTC. Forecasts are then generated for 90 min at 5-min intervals starting at 1930 and 2000 UTC. Results show that both satellite and radar data are able to initiate convection, but that assimilating both spins up a storm much faster. Assimilating CWP also performs well at suppressing spurious precipitation and cloud cover in the model as well as capturing the anvil characteristics of developed storms. Radar data are most effective at resolving the 3D characteristics of the core convection. Assimilating both satellite and radar data generally resulted in the best model analysis and most skillful forecast for this event.

Jones, Thomas A.↗
NASA NTRS2011

Lessons Learned from Assimilating Altimeter Data into a Coupled General Circulation Model with the GMAO Augmented Ensemble Kalman Filter

Satellite altimetry measurements have provided global, evenly distributed observations of the ocean surface since 1993. However, the difficulties introduced by the presence of model biases and the requirement that data assimilation systems extrapolate the sea surface height (SSH) information to the subsurface in order to estimate the temperature, salinity and currents make it difficult to optimally exploit these measurements. This talk investigates the potential of the altimetry data assimilation once the biases are accounted for with an ad hoc bias estimation scheme. Either steady-state or state-dependent multivariate background-error covariances from an ensemble of model integrations are used to address the problem of extrapolating the information to the sub-surface. The GMAO ocean data assimilation system applied to an ensemble of coupled model instances using the GEOS-5 AGCM coupled to MOM4 is used in the investigation. To model the background error covariances, the system relies on a hybrid ensemble approach in which a small number of dynamically evolved model trajectories is augmented on the one hand with past instances of the state vector along each trajectory and, on the other, with a steady state ensemble of error estimates from a time series of short-term model forecasts. A state-dependent adaptive error-covariance localization and inflation algorithm controls how the SSH information is extrapolated to the sub-surface. A two-step predictor corrector approach is used to assimilate future information. Independent (not-assimilated) temperature and salinity observations from Argo floats are used to validate the assimilation. A two-step projection method in which the system first calculates a SSH increment and then projects this increment vertically onto the temperature, salt and current fields is found to be most effective in reconstructing the sub-surface information. The performance of the system in reconstructing the sub-surface fields is particularly impressive for temperature, but not as satisfactory for salt.

Keppenne, Christian↗