Ensemble Kalman Filtering with a Divided State-Space Strategy for Coupled Data Assimilation Problems

Abstract

his study considers the data assimilation problem in coupled systems, which consists of two components (subsystems) interacting with each other through certain coupling terms. A straightforward way to tackle the assimilation problem in such systems is to concatenate the states of the subsystems into one augmented state vector, so that a standard ensemble Kalman filter (EnKF) can be directly applied. This work presents a divided state-space estimation strategy, in which data assimilation is carried out with respect to each individual subsystem, involving quantities from the subsystem itself and correlated quantities from other coupled subsystems. On top of the divided state-space estimation strategy, the authors also consider the possibility of running the subsystems separately. Combining these two ideas, a few variants of the EnKF are derived. The introduction of these variants is mainly inspired by the current status and challenges in coupled data assimilation problems and thus might be of interest from a practical point of view. Numerical experiments with a multiscale Lorenz 96 model are conducted to evaluate the performance of these variants against that of the conventional EnKF. In addition, specific for coupled data assimilation problems, two prototypes of extensions of the presented methods are also developed in order to achieve a trade-off between efficiency and accuracy.