Gaussian anamorphosis extension of the DEnKF for combined state parameter estimation: Application to a 1D ocean ecosystem model

We consider the problem of combined state-parameter estimations in biased nonlinear models with non-Gaussian extensions of the Deterministic Ensemble Kalman Filter (DEnKF). We focus on the particular framework of ocean ecosystem models. Such models present important obstacles to the use of data assimilation methods based on Kalman filtering due to the non-linearity of the models, the constraints of positiveness that apply to the variables and parameters, and the non-Gaussian distribution of the variables in which they result.We present extensions of the DEnKF dealing with these difficulties by introducing a nonlinear change of variables (anamorphosis function) in order to execute the analysis step with Gaussian transformed variables and parameters. Several strategies to build the anamorphosis functions are investigated and compared within the framework of twin experiments realized in a simple 1D ocean ecosystem model. A solution to the problem of the specification of the observation error for transformed observations is suggested. The study highlights the inability of the plain DEnKF with a simple post-processing of the negative values to properly estimate parameters when constraints of positiveness apply to the variables. It goes on to show that the introduction of the Gaussian anamorphosis can remedy these assimilation biases.     

Wave data assimilation with the Kalman filter

A new data assimilation method for ocean waves is presented, based on an efficient low-rank approximation to the Kalman filter. Both the extended Kalman filter and a truncated second-order filter are implemented. In order to explicitly estimate past wind corrections based on current wave measurements, the filter is extended to a fixed-lag Kalman smoother for the wind fields. The filter is tested in a number of synthetic experiments with simple geometries. Propagation experiments with errors in the boundary condition showed that the KF was able to accurately propagate forecast errors, resulting in spatially varying error correlations, which would be impossible to model with time-independent assimilation methods like OI. An explicit comparison with an OI assimilation scheme showed that the KF also is superior in estimating the sea state at some distance from the observations. In experiments with errors in the driving wind, the modeled error estimates were also in agreement with the actual forecast errors. The bias in the state estimate, which is introduced through the nonlinear dependence of the waves on the driving wind field, was largely removed by the second-order filter, even without actually assimilating data. Assimilation of wave observations resulted in an improved wave analysis and in correction of past wind fields. The accuracy of this wind correction depends strongly on the actual place and time of wave generation, which is correctly modeled by the error estimate supplied by the Kalman filter. In summary, the KF approach is shown to be a reliable assimilation scheme in these simple experiments, and has the advantage over other assimilation methods that it supplies explicit dynamical error estimates.     

Improving the physics of a coupled physical–biogeochemical model of the North Atlantic through data assimilation: Impact on the ecosystem

Several studies on coupled physical–biogeochemical models have shown that major deficiencies in the biogeochemical fields arise from the deficiencies in the physical flow fields. This paper examines the improvement of the physics through data assimilation, and the subsequent impact on the ecosystem response in a coupled model of the North Atlantic. Sea surface temperature and sea surface height data are assimilated with a sequential method based on the SEEK filter adapted to the coupling needs. The model domain covers the Atlantic from 20°S to 70°N at eddy-permitting resolution. The biogeochemical model is a NPZD-DOM model based on the P3ZD formulation. The results of an annual assimilated simulation are compared with an annual free simulation.With assimilation, the representation of the mixed layer depth is significantly improved in mid latitudes, even though the mixed layer depth is generally overestimated compared to the observations. The representation of the mean and variance of the currents is also significantly improved.The nutrient input in the euphotic zone is used to assess the data assimilation impact on the ecosystem. Data assimilation results in a 50% reduction of the input due to vertical mixing in mid-latitudes, and in a four- to six-fold increase of the advective fluxes in mid-latitudes and subtropics. Averaged zonally, the net impact is a threefold increase for the subtropical gyre, and a moderate (20–30%) decrease at mid and high latitudes.Surface chlorophyll concentration increases along the subtropical gyre borders, but little changes are detected at mid and high latitudes. An increase of the primary production appears along the Gulf Stream path, but it represents only 12% on average for mid and high latitudes. In the subtropical gyre centre, primary production is augmented but stays underestimated (20% of observations). These experiments show the benefits of physical data assimilation in coupled physical–biogeochemical applications.     

基于一种改进粒子滤波算法的目标跟踪研究

为了解决非线性、非高斯系统目标跟踪问题,研究了一种新的滤波方法——高斯粒子滤波算法。通过基于重要性采样和蒙特卡罗模拟方法得到一高斯分布来近似未知状态变量的后验分布。并讨论了此算法在机动目标非线性转弯运动中的跟踪应用,与粒子滤波算法相比,其优点是不需要重采样步骤。在闪烁噪声下比较了高斯粒子滤波器、粒子滤波器和扩展卡尔曼滤波器在滤波精度、运算时间等方面的差异,仿真结果表明该算法性能优于其他算法。     

On the key role of nutrient data to constrain a coupled physical–biogeochemical assimilative model of the North Atlantic Ocean

A sequential assimilative system has been implemented into a coupled physical–biogeochemical model (CPBM) of the North Atlantic basin at eddy-permitting resolution (1/4°), with the long-term goal of estimating the basin scale patterns of the oceanic primary production and their seasonal variability. The assimilation system, which is based on the SEEK filter [Brasseur, P., Verron, J., 2006. The SEEK filter method for data assimilation in oceanography: a synthesis. Ocean Dynamics. doi: 10.1007/s10236-006-0080-3], has been adapted to this CPBM in order to control the physical and biogeochemical components of the coupled model separately or in combination. The assimilated data are the satellite Topex/Poseidon and ERS altimetric data, the AVHRR Sea Surface Temperature observations, and the Levitus climatology for salinity, temperature and nitrate.In the present study, different assimilation experiments are conducted to assess the relative usefulness of the assimilated data to improve the representation of the primary production by the CPBM. Consistently with the results obtained by Berline et al. [Berline, L., Brankart, J-M., Brasseur, P., Ourmières, Y., Verron, J., 2007. Improving the physics of a coupled physical–biogeochemical model of the North Atlantic through data assimilation: impact on the ecosystem. J. Mar. Syst. 64 (1–4), 153–172] with a comparable assimilative model, it is shown that the assimilation of physical data alone can improve the representation of the mixed layer depth, but the impact on the ecosystem is rather weak. In some situations, the physical data assimilation can even worsen the ecosystem response for areas where the prior nutrient distribution is significantly incorrect. However, these experiments also show that the combined assimilation of physical and nutrient data has a positive impact on the phytoplankton patterns by comparison with SeaWiFS ocean colour data, demonstrating the good complementarity between SST, altimetry and in situ nutrient data. These results suggest that more intensive in situ measurements of biogeochemical nutrients are urgently needed at basin scale to initiate a permanent monitoring of oceanic ecosystems.     

Data assimilation with the Ensemble Kalman Filter and the SEIK filter applied to a finite element model of the North Atlantic

Currently there are different approaches to filter algorithms based on the Kalman filter. One of the most used filter algorithms is the Ensemble Kalman Filter (EnKF). It uses a Monte Carlo approach to the filtering problem. Another approach is given by the Singular Evolutive Extended Kalman (SEEK) and Singular Evolutive Interpolated Kalman (SEIK) filters. These filters operate explicitly on a low-dimensional error space which is represented by an ensemble of model states. The EnKF and the SEIK filter have been implemented within a parallel data assimilation framework in the Finite Element Ocean Model FEOM. In order to compare the filter performances of the algorithms, several data assimilation experiments are performed. The filter algorithms have been applied with a model configuration of FEOM for the North Atlantic to assimilate the sea surface height in twin experiments. The dependence of the filter estimates on the represented error subspace is discussed. In the experiments the SEIK algorithm provides better estimates than the EnKF. Furthermore, the SEIK filter is much cheaper in terms of computing time.     

Operational surface drift prediction using linear and non-linear hyper-ensemble statistics on atmospheric and ocean models

Multimodel super-ensemble forecasts, which exploit the power of an optimal local combination of individual models usually show superior forecasting skills when compared to individual models because they allow for local correction and/or bias removal. Deterministic approaches to the problem of surface drift are often limited by strong assumptions on the underlying physics. A new approach based on linear and non-linear optimization is proposed, using hyper-ensemble deduced statistics to forecast at short time scale Lagrangian drifts from combined atmospheric and ocean operational models and local observations that were made available during the MREA04 field experiment along the West coast of Portugal. Optimization methods are based on a training/forecast cycle. The performance and the limitations of the hyper-ensembles and the individual models are discussed. Results suggest that our statistical methods reduce the position errors significantly for 12 to 48 h forecasts and hence compete with pure deterministic approaches.     

Multigrid state vector for data assimilation in a two-way nested model of the Ligurian Sea

A system of two nested models composed by a coarse resolution model of the Mediterranean Sea, an intermediate resolution model of the Provençal Basin and a high resolution model of the Ligurian Sea is coupled with a Kalman-filter based assimilation method. The state vector for the data assimilation is composed by the temperature, salinity and elevation of the three models. The forecast error is estimated by an ensemble run of 200 members by perturbing initial condition and atmospheric forcings. The 50 dominant empirical orthogonal functions (EOF) are taken as the error covariance of the model forecast. This error covariance is assumed to be constant in time. Sea surface temperature (SST) and sea surface height (SSH) are assimilated in this system.     

High-resolution synthetic monitoring by a 4-dimensional variational data assimilation system in the northwestern North Pacific

A data assimilation system is applied to the integrated monitoring of oceanic states in the northwestern North Pacific by combining a high resolution ocean general circulation model with an adjoint method. A comparison of assimilation results with observations shows that the system is better able to represent synoptic features of ocean circulation than do models or data alone. Furthermore, meso-scale features associated with frontal structures and eddies, which are often seen in the Kuroshio and Oyashio extension regions and the Sea of Japan, are better defined in the assimilation results. These features suggest that our 4D-VAR high-resolution data assimilation system is capable of providing time series data which satisfy the model physics and fit the observations, and hence the ocean state derived from our system has greater information content than that obtained from earlier methods.     

Application of an Ensemble Kalman filter to a 1-D coupled hydrodynamic-ecosystem model of the Ligurian Sea

The Ensemble Kalman filter (EnKF) has been applied to a 1-D complex ecosystem model coupled with a hydrodynamic model of the Ligurian Sea. In order to improve the performance of the EnKF, an ensemble subsampling strategy has been used to better represent the covariance matrices and a pre-analysis step for correcting the non-normality of the members distribution has been implemented. Twin experiments have been realized to assess the performance of the developed tool and a real data assimilation experiment has been conducted to hindcast the ecosystem at the Dyfamed site during the year 2000. Finally the performance of the EnKF has been compared with a Singular Evolutive Extended Kalman (SEEK) filter with a fixed basis. We conclude that, on one hand, there is a benefit in using the subsampling strategy and the lognormal transformation with the EnKF, and on the other hand, this filter presents better performance than the fixed basis version of the SEEK filter. However, it also incurs a large computational cost.     

Gulf of Gdansk spring bloom physical, bio-optical, biological modelling and contact data assimilation

In this study we propose a model of phytoplankton population dynamics in the marine ecosystem, which includes physical, biological and bio-optical parts. As an example we simulate the abnormal 1993 Gulf of Gdansk spring bloom, when extremely high chlorophyll concentrations were observed. For the one-dimensional model we use two different methods of contact chlorophyll observation assimilation to fit a model of “in situ” data. The results are compared with two-dimensional ecosystem modelling based on a barotropic model of wind-driven circulation without assimilation.     

Multivariate assimilation in MERCATOR project: New statistical parameters from forecast error estimation

The new operational prototype of Mercator (french Global Ocean Data Assimilation Experiment contribution) is composed of a North Atlantic primitive equation ocean model OPA (Ocean Parallel Algorithm between 20°S and 70°N, [Madec, G., P. Delecluse, M. Imbard and C. Lévy (1998). OPA8.1 ocean general circulation model reference manuel. Notes du pôle de modélisation IPSL. n°11: 91p]) and of a multivariate and multidata assimilation scheme [De Mey, P. and M. Benkiran (2002). “A multivariate reduced-order optimal interpolation method and its application in Mediterranean basin-scale circulation.” Ocean Forecasting : Conceptual basis and application, Pinardi, N., Springer Verlag.] This system has already given some significant improvements from previous Mercator configurations (M. Benkiran, personal communication). However some biases on ocean state still remain in the tropics where the reduced-order optimal interpolation scheme is suspected to be ill-parameted in the model forecast error. Indeed the guess error covariance matrix is decomposed into an error variance value and a spatio-temporal correlation function which are assumed to have some “good” properties (spatial homogeneity of the correlation function, constant ratio between signal and error variance). This study shows how we can use ensemble methods to validate these assumptions. We can see that the correlation function can reach negative values locally, mostly in regions of high variability contradictory with the homogeneous hypothesis. The reduced space used in the operational configuration is based on the signal seasonal Empirical Orthogonal Functions (EOFs). An empirical relationship between signal and error variance has been set and the correlation function is the same on every dimension of the reduced space. By projection of the estimated guess error variance onto the reduced space, we find a repartition of this quantity quite different to what was set in the system. The error statistics is found to be inhomogeneous compared to hypothesis made in the assimilation scheme. These two new parameters tested separately in the assimilation scheme gives significant improvements of the forecast and analysis results. This is particularly obvious in the tropics. But relationship between signal and error statistics (as assumed in the optimal interpolation) is found to be complex.     

Description of a flexible and extendable physical–biogeochemical model system for the water column

A modelling system for coupled physical–biogeochemical simulations in the water column is presented here. The physical model component allows for a number of different statistical turbulence closure schemes, ranging from simple algebraic closures to two-equation turbulence models with algebraic second-moment closures. The biogeochemical module consists of models which are based on a number of state variables represented by their ensemble averaged concentrations. Specific biogeochemical models may range from simple NPZ (nutrient–phytoplankton–zooplankton) to complex ecosystem models. Recently developed modified Patankar solvers for ordinary differential equations allow for stable discretisations of the production and destruction terms guaranteeing conservative and non-negative solutions. The increased stability of these new solvers over explicit solvers is demonstrated for a plankton spring bloom simulation. The model system is applied to marine ecosystem dynamics the Northern North Sea and the Central Gotland Sea. Two different biogeochemical models are applied, a conservative nitrogen-based model to the North Sea, and a more complex model including an oxygen equation to the Baltic Sea, allowing for the reproduction of chemical processes under anoxic conditions. For both applications, earlier model results obtained with slightly different model setups could be basically reproduced. It became however clear that the choice for ecosystem model parameters such as maximum phytoplankton growth rates does strongly depend on the physical model parameters (such as turbulence closure models or external forcing).     

Experimental study on the nonlinear pressure acting on a high-speed vessel in irregular waves

The present study focuses on the nonlinear behavior of pressure on the hull surface of a high-speed vessel in irregular waves, particularly the pressure responses of alternately wet and dry areas near the waterline and on the bow zone. The vessel has high deadrise angles that may be subject to slight impact and water pile-up effects. A series of experiments in regular and irregular head waves were conducted, and the validity of applying Volterra modeling was investigated. In a previous article using experimental data in regular waves, it was confirmed that the approximate third-order Volterra model adequately simulated the variation of pressure responses in regular waves of different steepness up to a wave amplitude with a wavelength ratio of 0.01, even for the highly nonlinear pressures acting on the abovementioned areas of the hull surface. In this article, further validation for the second part of the study was obtained using experimental data in irregular waves. The frequency response functions obtained from the previous study’s experimental data in regular waves were applied to the third-order Volterra model by combining the input of irregular waves to simulate the responses in irregular waves of sea state five. Then, the spectra and statistics were analyzed. For the motions, accelerations, and pressure responses in irregular waves (as well as for the simulated time histories) variance spectra and statistics such as cumulative distributions of peak values and probability density functions were compared with the experimental results. It was confirmed that even for highly nonlinear and non-Gaussian pressures on the abovementioned areas of the hull surface, the approximate third-order Volterra model simulates the pressure responses in irregular head waves up to a sea state of five with adequate accuracy on deterministic and statistical bases.     

Assimilation of altimetric data in the mid-latitude oceans using the Singular Evolutive Extended Kalman filter with an eddy-resolving, primitive equation model

A new data assimilation scheme has been elaborated for ocean circulation models based on the concept of an evolutive, reduced-order Kalman filter. The dimension of the assimilation problem is reduced by expressing the initial error covariance matrix as a truncated series of orthogonal perturbations. This error sub-space evolves during the assimilation so as to capture the growing modes of the estimation error. The algorithm has been formulated in quite a general fashion to make it tractable with a large variety of ocean models and measurement types. In the present paper, we have examined three possible strategies to compute the evolution of the error subspace in the so-called Singular Evolutive Extended Kalman (SEEK) filter: the steady filter considers a time-independent error sub-space, the apprentice filter progressively enriches the error sub-space with the information learned from the innovation vector after each analysis step, and the dynamical filter updates the error sub-space according to the model dynamics. The SEEK filter has been implemented to assimilate synthetic observations of the surface topography in a non-linear, primitive equation model that uses density as vertical coordinate. A simplified box configuration has been adopted to simulate a Gulf Stream-like current and its associated eddies and gyres with a resolution of 20 km in the horizontal, and 4 levels in the vertical. The concept of twin experiments is used to demonstrate that the conventional SEEK filter must be complemented by a learning mechanism in order to model the misrepresented tail of the error covariance matrix. An approach based on the vertical physics of the isopycnal model, is shown particularly robust to control the velocity field in deep layers with surface observations only. The cost of the method makes it a suitable candidate for large-size assimilation problems and operational applications.     

Forecast verification of a 3D model of the Mediterranean Sea. The use of discrete wavelet transforms and EOFs in the skill assessment of spatial forecasts

The quality assessment of a nested model system of the Mediterranean Sea is realised. The model has two zooms in the Provençal Basin and in the Ligurian Sea, realised with a two-way nesting approach. The experiment lasts for nine weeks, and at each week sea surface temperature (SST) and sea level anomaly are assimilated. The quality assessment of the surface temperature is done in a spatio-temporal approach, to take into account the high complexity of the SST distribution. We focus on the multi-scale nature of oceanic processes using two powerful tools for spatio-temporal analysis, wavelets and Empirical Orthogonal Functions (EOFs). We apply two-dimensional wavelets to decompose the high-resolution model and observed SST into different spatial scales. The Ligurian Sea model results are compared to observations at each of those spatial scales, with special attention on how the assimilation affects the model behaviour. We also use EOFs to assess the similarities between the Mediterranean Sea model and the observed SST. The results show that the assimilation mainly affects the model large-scale features, whereas the small scales show little or no improvement and sometimes, even a decrease in their skill. The multiresolution analysis reveals the connection between large- and small-scale errors, and how the choice of the maximum correlation length of the assimilation scheme affects the distribution of the model error among the different spatial scales.     

一种基于神经网络集成的舰船参数辨识方法

针对舰船的水面动力响应提出了一种基于神经网络集成参数辨识模型,通过由系统微分方程导出的完备状态点的概念,给出了个体网络的生成方法和一种特殊的集成神经网络的模型分解法,可使模型的输出动态逼近目标的实际可能状态,进而对舰船的相关参数做出有效估计;并对所提出的辨识模型进行了稳定性和收敛性分析。仿真试验表明模型具有快速准确的逼近能力和很好的泛化能力。     

偏最小二乘回归在舰船维修费用预测中的应用

考虑到偏最小二乘回归方法在处理小样本多元数据方面具有独特的优势,分析了影响舰船维修费用的因素,结合变量投影重要性分析方法对影响因素进行筛选,提出用偏最小二乘回归方法建立舰船维修费用预测模型。通过实例进行计算,用历史数据预测舰船维修费用,在数据样本量小的情况下,预测结果较多元回归方法精度高。     

Assessment of sea surface temperature observational networks in the Baltic Sea and North Sea

The satellite and in situ Sea Surface Temperature (SST) observational networks in the Baltic Sea and North Sea are evaluated based on the quality of the gridded SST products generated from the networks. A multi-indicator approach is applied in the assessment. It includes evaluation of data quality, effective data coverage, field reconstruction error and model nowcast error. The results show that the best available full-coverage SST product is generated by assimilating the SST observations to obtain a yearly mean model bias of 0.07 °C and RMSE of 0.64 °C. The effective data coverage rate is 31% by using AVHRR (Advanced Very High Resolution Radiometer) data from NOAA (National Ocean and Atmosphere Administration) satellites 12, 14 and 16. The data redundancy increases rapidly with the number of infrared sensors. Using either NOAA satellite 12 or all 3 satellites makes a small difference with regard to derived effective coverage and the ocean model nowcast error. The influence of using the in situ SST observations in the SST field reconstruction is negligibly small. Instead, the major role of in situ SST observations is in calibrating the satellite observations. To study the relative importance of data quality and data coverage, an assessment is done for two satellite products: one product is based entirely on NOAA 12 data and has larger coverage but lower quality. The other product is a subset of the SAF products (derived from NOAA 14 and 16) and has lower coverage but higher quality. Based on current monitoring, modelling and assimilation technology, the results suggest that the data quality is an important factor in further improving the quality of the gridded SST products. Recommendations are made for possible further improvements of the existing SST observational networks.     

Onboard tuning of vessel seakeeping model parameters and sea state characteristics

It is essential for a safe and cost-efficient marine operation to improve the knowledge about the real-time onboard vessel conditions. This paper proposes a novel algorithm for simultaneous tuning of important vessel seakeeping model parameters and sea state characteristics based on onboard vessel motion measurements and available wave data. The proposed algorithm is fundamentally based on the unscented transformation and inspired by the scaled unscented Kalman filter, which is very computationally efficient for large dimensional and nonlinear problems. The algorithm is demonstrated by case studies based on numerical simulations, considering realistic sensor noises and wave data uncertainties. Both long-crested and short-crested wave conditions are considered in the case studies. The system state of the proposed tuning framework consists of a vessel state vector and a sea state vector. The tuning results reasonably approach the true values of the considered uncertain vessel parameters and sea state characteristics, with reduced uncertainties. The quantification of the system state uncertainties helps to close a critical gap towards achieving reliability-based marine operations.