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Introduction To Data Assimilation and Least Squares Methods

Two toy examples were presented to introduce data assimilation concepts: 1) Optimal combination of two temperature measurements - The analysis is a linear combination of the forecast and observation, weighted by their respective error variances. 2) Estimating temperature from radiance observations - The analysis is the forecast plus a weight times the innovation (observation minus forecast). The optimal weight minimizes the analysis error variance. In both cases, the analysis error variance is reduced compared to the forecast error variance, with the analysis interpolating between the forecast and observation depending on their relative accuracies. The equations derived from these simple examples have the same form as those used for large-scale data assimilation problems.

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40 views

Introduction To Data Assimilation and Least Squares Methods

Two toy examples were presented to introduce data assimilation concepts: 1) Optimal combination of two temperature measurements - The analysis is a linear combination of the forecast and observation, weighted by their respective error variances. 2) Estimating temperature from radiance observations - The analysis is the forecast plus a weight times the innovation (observation minus forecast). The optimal weight minimizes the analysis error variance. In both cases, the analysis error variance is reduced compared to the forecast error variance, with the analysis interpolating between the forecast and observation depending on their relative accuracies. The equations derived from these simple examples have the same form as those used for large-scale data assimilation problems.

Uploaded by

ZeaEsther
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Introduction to data assimilation

and least squares methods


Eugenia Kalnay
and many friends
University of Maryland
October 2008 (part 1)

The observing system a few years ago

Before
1979
only
raobs

Now we have even more satellite data

Typical distribution of the observing systems in a 6 hour period:


Typical
of observations
in +/-times
3hours
a realdistribution
mess: different
units, locations,

Model grid points (uniformly distributed) and observations


(randomly distributed). For the grid point i only observations
within a radius of influence may be considered

i
k

Intro. to data assimilation: toy example 1


We want to measure the temperature in this
room, and we have two thermometers that
measure with errors:
T =T +
1

T2 = Tt +  2
We assume that the errors are unbiased:

1 =  2 = 0
that we know their variances 12 =  12  22 =  22
and the errors of the two thermometers are
uncorrelated: 1 2 = 0
The question is: how can we estimate the true
temperature optimally? We call this optimal
estimate the analysis of the temperature

Intro. to data assimilation: toy example 1


We try to estimate the analysis from a linear
combination of the observations:
Ta = a1T1 + a2T2

and assume that the analysis errors are unbiased:


Ta = Tt
a1 + a2 = 1
This implies that

Intro. to data assimilation: toy example 1


We try to estimate the analysis from a linear
combination of the observations:
Ta = a1T1 + a2T2

and assume that the analysis errors are unbiased:


Ta = Tt
a1 + a2 = 1
This implies that

Ta will be the best estimate of if the coefficients a1 , a2


are chosen to minimize the mean squared error of Ta:
 a2 = (Ta  Tt )2 = [a1 (T1  Tt ) + (1  a1 )(T2  Tt )]2

Intro. to data assimilation: toy example 1


Replacing

a2 = 1  a1

2
the minimization of  a with respect to

a1 gives

 a2 = (Ta  Tt )2 = [a1 (T1  Tt ) + (1  a1 )(T2  Tt )]2

Intro. to data assimilation: toy example 1


Replacing

a2 = 1  a1

the minimization of

 a2

with respect to

a1

gives

 a2 = (Ta  Tt )2 = [a1 (T1  Tt ) + (1  a1 )(T2  Tt )]2


 a2
= 0 ==>
a1
or

 22
a1 = 2
 1 +  22

1 /  12
a1 =
1 /  12 + 1 /  22

 12
a2 = 2
 1 +  22

1 /  22
a2 =
1 /  12 + 1 /  22

The first formula says that the weight of obs 1 is given by the variance
of obs 2 divided by the total error.
The second formula says that the weights of the observations are
proportional to the "precision" or accuracy of the measurements
(defined as the inverse of the variances of the observational errors).

Intro. to data assim: toy example 1 summary


Two measurements and an optimal linear combination (analysis):
2
Optimal
coefficients
(min
)

a
T = aT +a T
a

1 1


a1 = 2
 1 +  22
2
2

2 2


a2 = 2
 1 +  22
2
1

or

1 /  12
a1 =
1 /  12 + 1 /  22

2 2

2
12

=
Replacing, we get a
 12 +  22

or

1 /  22
a2 =
1 /  12 + 1 /  22

1
1
1
= 2+ 2
2
a
1  2

Intro. to data assim: toy example 1 summary


Two measurements and an optimal linear combination (analysis):
2
Optimal
coefficients
(min
)

a
T = aT +a T
a

1 1


a1 = 2
 1 +  22
2
2

2 2


a2 = 2
 1 +  22
2
1

or

1 /  12
a1 =
1 /  12 + 1 /  22

2 2

2
12

=
Replacing, we get a
 12 +  22

or

1 /  22
a2 =
1 /  12 + 1 /  22

1
1
1
= 2+ 2
2
a
1  2

Intro. to data assim: toy example 1 summary


Two measurements and an optimal linear combination (analysis):
2
Optimal
coefficients
(min
)

a
T = aT +a T
a

1 1


a1 = 2
 1 +  22
2
2

2 2


a2 = 2
 1 +  22
2
1

or

1 /  12
a1 =
1 /  12 + 1 /  22

2 2

2
12

=
Replacing, we get a
 12 +  22

or

1 /  22
a2 =
1 /  12 + 1 /  22

1
1
1
= 2+ 2
2
a
1  2

Suppose that T1=Tb (forecast) and T2=To (observation). Then

Ta = a1Tb + a2To = Tb + a2 (To  Tb )

Intro. to data assim: toy example 1 summary


Two measurements and an optimal linear combination (analysis):
2
Optimal
coefficients
(min
)

a
T = aT +a T
a

1 1


a1 = 2
 1 +  22
2
2

2 2


a2 = 2
 1 +  22
2
1

or

1 /  12
a1 =
1 /  12 + 1 /  22

2 2

2
12

=
Replacing, we get a
 12 +  22

or

1 /  22
a2 =
1 /  12 + 1 /  22

1
1
1
= 2+ 2
2
a
1  2

Suppose that T1=Tb (forecast) and T2=To (observation). Then

Ta = a1Tb + a2To = Tb + a2 (To  Tb )

or


Ta = Tb + 2
(To  Tb )
2
b + o
2
b

This is the form that is always used in analyses

Intro. to data assim: toy example 1 summary


A forecast and an observation optimally combined (analysis):


Ta = Tb + 2
(To  Tb )
2
b + o
2
b

with

1
1
1
= 2+ 2
2
a b o

If the statistics of the errors are exact, and if the coefficients


are optimal, then the "precision" of the analysis (defined as
the inverse of the variance) is the sum of the precisions of
the measurements.
Now we are going to see a second toy example of data
assimilation including remote sensing.
The importance of these toy examples is that the equations
are identical to those obtained with big models and many obs.

Intro. to remote sensing and data


assimilation: toy example 2
Assume we have an object, a stone in space
We want to estimate its temperature T (oK) accurately but we
measure the radiance y (W/m2) that it emits. We have an obs.
model, e.g.:
y = h(T )   T 4

Intro. to remote sensing and data


assimilation: toy example 2
Assume we have an object, a stone in space
We want to estimate its temperature T (oK) accurately but we
measure the radiance y (W/m2) that it emits. We have an obs.
y = h(T )   T 4
model, e.g.:
We also have a forecast model for the temperature
T (ti +1 ) = m [T (ti )];

e.g., T (ti +1 ) = T (ti ) + t [ SW heating+LW cooling ]

Intro. to remote sensing and data


assimilation: toy example 2
Assume we have an object, a stone in space
We want to estimate its temperature T (oK) accurately but we
measure the radiance y (W/m2) that it emits. We have an obs.
model, e.g.:
y = h(T )   T 4
We also have a forecast model for the temperature
T (ti +1 ) = m [T (ti )];

e.g., T (ti +1 ) = T (ti ) + t [ SW heating+LW cooling ]

We will derive the data assim eqs (KF and Var) for this toy
system (easy to understand!)

Intro. to remote sensing and data


assimilation: toy example 2
Assume we have an object, a stone in space
We want to estimate its temperature T (oK) accurately but we
measure the radiance y (W/m2) that it emits. We have an obs.
model, e.g.:
y = h(T )   T 4
We also have a forecast model for the temperature
T (ti +1 ) = m [T (ti )];

e.g., T (ti +1 ) = T (ti ) + t [ SW heating+LW cooling ]

We will derive the data assim eqs (OI/KF and Var) for this toy
system (easy to understand!)
Will compare the toy and the real huge vector/matrix
equations: they are exactly the same!

Toy temperature data assimilation, measure radiance


We have a forecast Tb (prior) and a radiance obs yo = h(Tt ) +  0
The new information (or innovation) is the
observational increment:

yo  h(Tb )

Toy temperature data assimilation, measure radiance


We have a forecast Tb (prior) and a radiance obs yo = h(Tt ) +  0
The new information (or innovation) is the
observational increment:

yo  h(Tb )
The final formula is the same:

Ta = Tb + w(yo  h(Tb ))
with the optimal weight

w =  H ( + H  H )
2
b

2
o

2
b

1

Toy temperature data assimilation, measure radiance


We have a forecast Tb (prior) and a radiance obs yo = h(Tt ) +  0
The new information (or innovation) is the
observational increment:

yo  h(Tb )
We assume that the obs. and model errors are Gaussian
The innovation can be written in terms of errors:

yo  h(Tb ) = h(Tt ) +  0  h(Tb ) =  0 + h(Tt )  h(Tb ) =  0  H  b


where H = h / T includes changes of units
and observation model nonlinearity, e.g., h(T ) =  T 4

Toy temperature data assimilation, measure radiance


We have a forecast Tb and a radiance obs yo = h(Tt ) +  0

yo  h(Tb ) =  0  H  b

Toy temperature data assimilation, measure radiance


We have a forecast Tb and a radiance obs yo = h(Tt ) +  0

yo  h(Tb ) =  0  H  b
From an OI/KF (sequential) point of view:

Ta = Tb + w(yo  h(Tb )) = Tb + w( 0  H  b )


or

 a =  b + w( 0  H  b )

Now, the analysis error variance (over many cases) is

 a2 =  a2

Toy temperature data assimilation, measure radiance


We have a forecast Tb and a radiance obs yo = h(Tt ) +  0

yo  h(Tb ) =  0  H  b
From an OI/KF (sequential) point of view:

Ta = Tb + w(yo  h(Tb )) = Tb + w( 0  H  b )

 a =  b + w( 0  H  b )

or

In OI/KF we choose w to minimize the analysis error:

We compute

 a2 =  a2

 =  + w ( + H  H )  2w H
2
a

2
b

2
o

2
b

assuming that  b ,  0 are uncorrelated

2
b

Toy temperature data assimilation, measure radiance


We have a forecast Tb and a radiance obs yo = h(Tt ) +  0

yo  h(Tb ) =  0  H  b
From an OI/KF (sequential) point of view:

Ta = Tb + w(yo  h(Tb )) = Tb + w( 0  H  b )

 a =  b + w( 0  H  b )

or

In OI/KF we choose w to minimize the analysis error:

 a2 =  a2

 a2 =  b2 + w 2 ( o2 + H  b2 H )  2w b2 H
From


=0
w
2
a

we obtain

w =  b2 H ( o2 + H  b2 H )1

Toy temperature data assimilation, measure radiance


Repeat: from an OI/KF point of view the analysis (posterior) is:

Ta = Tb + w(yo  h(Tb )) = Tb + w( 0  H  b )


with

w =  b2 H ( o2 +  b2 H 2 )1

Note that the scaled weight


If
If

wH

is between 0 and 1

 >>  H

Ta  Tb

 <<  H

Ta  wyo

2
o

2
o

2
b

2
b

The analysis interpolates between the background and the


observation, giving more weights to smaller error variances.

Toy temperature data assimilation, measure radiance


Repeat: from an OI/KF point of view the analysis (posterior) is:

Ta = Tb + w(yo  h(Tb )) = Tb + w( 0  H  b )


with

w =  b2 H ( o2 +  b2 H 2 )1

Subtracting

Tt

from both sides we obtain

 a =  b + w( 0  H  b )
Squaring the analysis error and averaging over many cases, we obtain

 = (1  wH )
2
a

2
b

which can also be written as

1  1 H2 
= 2 + 2
2
a  b o 

Toy temperature data assimilation, measure radiance


Summary for OI/KF (sequential):

Ta = Tb + w(yo  h(Tb ))
with

analysis

w =  H ( +  H )
2
b

2
o

2
b

2 1

optimal weight

The analysis error is computed from

 a2 = (1  wH ) b2
which can also be written as

1  1 H2 
= 2 + 2
2
a  b o 

analysis precision=
forecast precision + observation precision

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