Identification

Title

Scalable implementations of ensemble filtering algorithms for data assimilation

Abstract

A variant of a least squares ensemble (Kalman) filter that is suitable for implementation on parallel architectures is presented. This parallel ensemble filter produces results that are identical to those from sequential algorithms already described in the literature when forward observation operators that relate the model state vector to the expected value of observations are linear (although actual results may differ due to floating point arithmetic round-off error). For nonlinear forward observation operators, the sequential and parallel algorithms solve different linear approximations to the full problem but produce qualitatively similar results. The parallel algorithm can be implemented to produce identical answers with the state variable prior ensembles arbitrarily partitioned onto a set of processors for the assimilation step (no caveat on round-off is needed for this result). Example implementations of the parallel algorithm are described for environments with low (high) communication latency and cost. Hybrids of these implementations and the traditional sequential ensemble filter can be designed to optimize performance for a variety of parallel computing environments. For large models on machines with good communications, it is possible to implement the parallel algorithm to scale efficiently to thousands of processors while bit-wise reproducing the results from a single processor implementation. Timing results on several Linux clusters are presented from an implementation appropriate for machines with low-latency communication. Most ensemble Kalman filter variants that have appeared in the literature differ only in the details of how a prior ensemble estimate of a scalar observation is updated given an observed value and the observational error distribution. These details do not impact other parts of either the sequential or parallel filter algorithms here, so a variety of ensemble filters including ensemble square root and perturbed observations filters can be used with all the implementations described.

Resource type

document

Resource locator

Unique resource identifier

code

https://n2t.org/ark:/85065/d7222v0j

codeSpace

Dataset language

eng

Spatial reference system

code identifying the spatial reference system

Classification of spatial data and services

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geoscientificInformation

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Text

originating controlled vocabulary

title

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reference date

date type

publication

effective date

2016-01-01T00:00:00Z

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date type

publication

effective date

2007-08-01T00:00:00Z

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Use constraints

Copyright 2007 American Meteorological Society (AMS). Permission to use figures, tables, and brief excerpts from this work in scientific and educational works is hereby granted provided that the source is acknowledged. Any use of material in this work that is determined to be "fair use" under Section 107 or that satisfies the conditions specified in Section 108 of the U.S. Copyright Law (17 USC, as revised by P.L. 94-553) does not require the Society's permission. Republication, systematic reproduction, posting in electronic form on servers, or other uses of this material, except as exempted by the above statements, requires written permission or license from the AMS. Additional details are provided in the AMS Copyright Policies, available from the AMS at 617-227-2425 or amspubs@ametsoc.org. Permission to place a copy of this work on this server has been provided by the AMS. The AMS does not guarantee that the copy provided here is an accurate copy of the published work.

Limitations on public access

None

Responsible organisations

Responsible party

contact position

OpenSky Support

organisation name

UCAR/NCAR - Library

full postal address

PO Box 3000

Boulder

80307-3000

email address

opensky@ucar.edu

web address

http://opensky.ucar.edu/

name: homepage

responsible party role

pointOfContact

Metadata on metadata

Metadata point of contact