DIGITAL FILTERING AND DATA ASSIMILATION

A. INTRODUCTION

A.1. Sources of noise in assimilation

A.2. Filtering or initialization methods

A review of the various filtering schemes

Incremental approach

A short historical account

A.3. Principles of digital filtering using non-recursive filters

Theorical application

Practical application

Use for NWP

B. INITIALIZATION USING NON-RECURSIVE DIGITAL FILTERS

B.1. Choice of the initial trajectory and related problems

The problem of initialization

The DFI bias

B.2. Comparaison of available schemes

Old scheme

New scheme

Formulation of the filtered state

Advantages of the new scheme

Incremental initialization

B.3. Interaction with coupling

Constraints

Standard coupling along DFI in ALADIN

Main alternative

C. SOME OTHER APPLICATIONS OF NON-RECURSIVE DIGITAL FILTERING

C.1. Launching or finalization

C.2. Jc-dfi (as a weak constraint in 4d-var assimilation)

Framework of 4d-var assimilation

Principle

Formulation of the cost function

But ...

C.3. Semi-internal initialization in 4d-var assimilation

C.4. Blending of spectral fields

An application of digital filter initialization

Principles

Basic formulation

D. CHOICE OF A DIGITAL FILTER

D.1. Available non-recursive digital filters in ALADIN

Definition of non-recursive filters

The "Ideal low-pass" filter

The "Ideal low-pass" filter with a "Lanczos" window

The "Optimal" filter

The "Dolph-Chebyshev" filter

Some more details about the "Dolph-Chebyshev" filter ...

The "Ideal low-pass" filter with a "Dolph" window

D.2. Available recursive digital filters in ALADIN

Discrete formulations of the filtered state for a recursive filter of order K

Ideal (as N ® +¥ ) response function

Effective response

Examples

D.3. Boundary filters

Principle

Computation of weights, using simple polynomial functions

Computation of weights, using a more complicated scheme (spline-type functions)

Example of effective responses (polynomial fit)

Example of effective responses (splin fit)

D.4. Criteria of choice

General features

Initialization and derived applications

Use in 4d-var assimilation

Digital filters for variational assimilation and blending

E. BIBLIOGRAPHY

E.1. Introduction

E.2. Digital filtering in NWP

E.3. "Normal mode" initialization (some examples)

E.4. Other filtering methods (some examples)