Data assimilation in the low noise regime with application to the Kuroshio

TL;DR

This paper investigates the failure of standard data assimilation methods in low noise regimes, particularly for rare events like the Kuroshio current transitions, and proposes improved strategies based on large deviation theory.

Contribution

It introduces novel data assimilation techniques tailored for rare events in low noise systems, demonstrated on a Kuroshio model.

Findings

Standard filters fail during rare events in low noise regimes.

Proposed methods outperform traditional filters in predicting Kuroshio transitions.

Large deviation theory guides the design of effective data assimilation strategies.

Abstract

On-line data assimilation techniques such as ensemble Kalman filters and particle filters lose accuracy dramatically when presented with an unlikely observation. Such an observation may be caused by an unusually large measurement error or reflect a rare fluctuation in the dynamics of the system. Over a long enough span of time it becomes likely that one or several of these events will occur. Often they are signatures of the most interesting features of the underlying system and their prediction becomes the primary focus of the data assimilation procedure. The Kuroshio or Black Current that runs along the eastern coast of Japan is an example of such a system. It undergoes infrequent but dramatic changes of state between a small meander during which the current remains close to the coast of Japan, and a large meander during which it bulges away from the coast. Because of the important role that the Kuroshio plays in distributing heat and salinity in the surrounding region, prediction of these transitions is of acute interest. Here we focus on a regime in which both the stochastic forcing on the system and the observational noise are small. In this setting large deviation theory can be used to understand why standard filtering methods fail and guide the design of the more effective data assimilation techniques. Motivated by our analysis we propose several data assimilation strategies capable of efficiently handling rare events such as the transitions of the Kuroshio. These techniques are tested on a model of the Kuroshio and shown to perform much better than standard filtering methods.