Filtering properties of wavelets for local background‐error correlations

Background‐error covariances can be estimated from an ensemble of forecast differences. The finite size of the ensemble induces a sampling noise in the calculated statistics. It is shown formally that a wavelet diagonal approach amounts to locally averaging the correlations, and its ability to spati...

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Veröffentlicht in:Quarterly journal of the Royal Meteorological Society 2007-01, Vol.133 (623), p.363-379
Hauptverfasser: Pannekoucke, Olivier, Berre, Loïk, Desroziers, Gerald
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Berre, Loïk
Desroziers, Gerald
description Background‐error covariances can be estimated from an ensemble of forecast differences. The finite size of the ensemble induces a sampling noise in the calculated statistics. It is shown formally that a wavelet diagonal approach amounts to locally averaging the correlations, and its ability to spatially filter this sampling noise is thus investigated experimentally. This is first studied in a simple analytical one‐dimensional framework. The capacity of a wavelet diagonal approach to model the scale variations over the domain is illustrated. Moreover, the sampling noise appears to be better filtered than when only using a Schur filter, in particular for small ensembles. The filtering properties are then illustrated for an ensemble of Météo‐France Arpège forecasts. This is done both for the ‘time‐averaged correlations’, and for the ‘correlations of the day’. It is shown that the wavelets are able to extract some length‐scale variations that are related to the meteorological situation. Copyright © 2007 Royal Meteorological Society
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source Wiley Online Library - AutoHoldings Journals; Elektronische Zeitschriftenbibliothek - Frei zugängliche E-Journals
subjects assimilation ensemble
background‐error covariance
Earth, ocean, space
Ensemble Kalman Filter
Exact sciences and technology
External geophysics
Meteorology
Other
Physics of the high neutral atmosphere
sampling noise
Sciences of the Universe
spherical wavelet
wavelet on the circle
title Filtering properties of wavelets for local background‐error correlations
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