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Evaluating the utility of the ensemble transform Kalman filter for adaptive sampling when updating a hydrodynamic model

Neal, Jeffrey C., Atkinson, Peter M. and Hutton, Craig W. (2009) Evaluating the utility of the ensemble transform Kalman filter for adaptive sampling when updating a hydrodynamic model Journal of Hydrology, 375, (3-4), pp. 589-600. (doi:10.1016/j.jhydrol.2009.07.008).

Record type: Article


This paper compares two Monte Carlo sequential data assimilation methods based on the Kalman filter, for estimating the effect of measurements on simulations of state error variance made by a one-dimensional hydrodynamic model. The first method used an ensemble Kalman filter (EnKF) to update state estimates, which were then used as initial conditions for further simulations. The second method used an ensemble transform Kalman filter (ETKF) to quickly estimate the effect of measurement error covariance on forecast error covariance without the need to re-run the simulation model. The ETKF gave an unbiased estimate of EnKF analysed error variance, although differences in the treatment of measurement errors meant the results were not identical. Estimates of forecast error variance could also be made, but their accuracy deteriorated as the time from measurements increased due in part to model non-linearity and the decreasing signal variance. The motivation behind the study was to assess the ability of the ETKF to target possible measurements, as part of an adaptive sampling framework, before they are assimilated by an EnKF-based forecasting model on the River Crouch, Essex, UK. The ETKF was found to be a useful tool for quickly estimating the error covariance expected after assimilating measurements into the hydrodynamic model. It, thus, provided a means of quantifying the ‘usefulness’ (in terms of error variance) of possible sampling schemes.

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Published date: 15 September 2009
Keywords: flooding, data assimilation, sampling design, EnKF, ETKF


Local EPrints ID: 142885
ISSN: 0022-1694
PURE UUID: b78d51be-e995-4785-974c-e55b6fd105ca

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Date deposited: 01 Apr 2010 12:47
Last modified: 18 Jul 2017 23:10

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