On the propagation of information and the use of localization in ensemble Kalman filtering

TL;DR

This paper investigates how localization affects information propagation in ensemble Kalman filtering, using numerical experiments on a Lorenz model to understand the rationale, limitations, and role of chaotic wave dynamics.

Contribution

It provides a detailed analysis of localization effects in ensemble Kalman filters and clarifies the influence of chaotic wave dynamics on forecast information propagation.

Findings

Localized filters produce short-range spatial correlations.

Long-range correlations are observed without localization.

Localization impacts the propagation of observational information.

Abstract

Several localized versions of the ensemble Kalman filter have been proposed. Although tests applying such schemes have proven them to be extremely promising, a full basic understanding of the rationale and limitations of localization is currently lacking. It is one of the goals of this paper to contribute toward addressing this issue. The second goal is to elucidate the role played by chaotic wave dynamics in the propagation of information and the resulting impact on forecasts. To accomplish these goals, the principal tool used here will be analysis and interpretation of numerical experiments on a toy atmospheric model introduced by Lorenz in 2005. Propagation of the wave packets of this model is shown. It is found that, when an ensemble Kalman filter scheme is employed, the spatial correlation function obtained at each forecast cycle by averaging over the background ensemble members is short ranged, and this is in strong contrast to the much longer range correlation function obtained by averaging over states from free evolution of the model. Propagation of the effects of observations made in one region on forecasts in other regions is studied. The error covariance matrices from the analyses with localization and without localization are compared. From this study, major characteristics of the localization process and information propagation are extracted and summarized.