Articles | Volume 24, issue 3
Research article
03 Jul 2017
Research article |  | 03 Jul 2017

An estimate of the inflation factor and analysis sensitivity in the ensemble Kalman filter

Guocan Wu and Xiaogu Zheng

Abstract. The ensemble Kalman filter (EnKF) is a widely used ensemble-based assimilation method, which estimates the forecast error covariance matrix using a Monte Carlo approach that involves an ensemble of short-term forecasts. While the accuracy of the forecast error covariance matrix is crucial for achieving accurate forecasts, the estimate given by the EnKF needs to be improved using inflation techniques. Otherwise, the sampling covariance matrix of perturbed forecast states will underestimate the true forecast error covariance matrix because of the limited ensemble size and large model errors, which may eventually result in the divergence of the filter.

In this study, the forecast error covariance inflation factor is estimated using a generalized cross-validation technique. The improved EnKF assimilation scheme is tested on the atmosphere-like Lorenz-96 model with spatially correlated observations, and is shown to reduce the analysis error and increase its sensitivity to the observations.

Short summary
The accuracy of the assimilation results crucially relies on the estimate accuracy of forecast error covariance matrix in data assimilation. Ensemble Kalman filter estimates the forecast error covariance matrix as the sampling covariance matrix of the ensemble forecast states, which need to be further inflated. The experiment results on the Lorenz-96 model show that the analysis error is reduced and the analysis sensitivity to observations is improved using the proposed inflation technique.