Parameter sensitivity of three Kalman filter schemes for assimilation of water levels in shelf sea models Export

@article{citeulike:963253, abstract = {In applications of data assimilation algorithms, a number of poorly known assimilation parameters usually need to be specified. Hence, the documented success of data assimilation methodologies must rely on a moderate sensitivity to these parameters. This contribution presents a parameter sensitivity study of three well known Kalman filter approaches for the assimilation of water levels in a three dimensional hydrodynamic modelling system. The filters considered are the ensemble Kalman filter (EnKF), the reduced rank square root Kalman filter (RRSQRT) and the steady Kalman filter. A sensitivity analysis of key parameters in the schemes is undertaken for a setup in an idealised bay. The sensitivity of the resulting root mean square error (RMSE) is shown to be low to moderate. Hence the schemes are robust within an acceptable range and their application even with misspecified parameters is to be encouraged in this perspective. However, the predicted uncertainty of the assimilation results are sensitive to the parameters and hence must be applied with care. The sensitivity study further demonstrates the effectiveness of the steady Kalman filter in the given system as well as the great impact of assimilating even very few measurements.}, author = {S[x00f8]rensen, J. V. T. and Madsen, H. and Madsen, H.}, citeulike-article-id = {963253}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/j.ocemod.2005.03.002}, citeulike-linkout-1 = {http://www.sciencedirect.com/science/article/B6VPS-4G4P709-1/2/7157a06ad25a27719b52b94460e7b66c}, doi = {10.1016/j.ocemod.2005.03.002}, journal = {Ocean Modelling}, keywords = {assimilation, filter, kalman}, number = {3-4}, pages = {441--463}, posted-at = {2006-11-27 13:21:50}, priority = {2}, title = {Parameter sensitivity of three Kalman filter schemes for assimilation of water levels in shelf sea models}, url = {http://dx.doi.org/10.1016/j.ocemod.2005.03.002}, volume = {11}, year = {2006} }

TY - JOUR ID - citeulike:963253 L3 - citeulike-article-id:963253 N2 - In applications of data assimilation algorithms, a number of poorly known assimilation parameters usually need to be specified. Hence, the documented success of data assimilation methodologies must rely on a moderate sensitivity to these parameters. This contribution presents a parameter sensitivity study of three well known Kalman filter approaches for the assimilation of water levels in a three dimensional hydrodynamic modelling system. The filters considered are the ensemble Kalman filter (EnKF), the reduced rank square root Kalman filter (RRSQRT) and the steady Kalman filter. A sensitivity analysis of key parameters in the schemes is undertaken for a setup in an idealised bay. The sensitivity of the resulting root mean square error (RMSE) is shown to be low to moderate. Hence the schemes are robust within an acceptable range and their application even with misspecified parameters is to be encouraged in this perspective. However, the predicted uncertainty of the assimilation results are sensitive to the parameters and hence must be applied with care. The sensitivity study further demonstrates the effectiveness of the steady Kalman filter in the given system as well as the great impact of assimilating even very few measurements. IS - 3-4 JF - Ocean Modelling EP - 463 TI - Parameter sensitivity of three Kalman filter schemes for assimilation of water levels in shelf sea models VL - 11 SP - 441 KW - assimilation KW - filter KW - kalman AU - S[x00f8]rensen, JVT AU - Madsen, H AU - Madsen, H PY - 2006/// UR - http://dx.doi.org/10.1016/j.ocemod.2005.03.002 ER -