Ensemble singular vectors and their use as additive inflation in EnKF

Shu Chih Yang, Eugenia Kalnay, Takeshi Enomoto

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9 Scopus citations


Given an ensemble of forecasts, it is possible to determine the leading ensemble singular vector (ESV), that is, the linear combination of the forecasts that, given the choice of the perturbation norm and forecast interval, will maximise the growth of the perturbations. Because the ESV indicates the directions of the fastest growing forecast errors, we explore the potential of applying the leading ESVs in ensemble Kalman filter (EnKF) for correcting fast-growing errors. The ESVs are derived based on a quasi-geostrophic multi-level channel model, and data assimilation experiments are carried out under framework of the local ensemble transform Kalman filter. We confirm that even during the early spin-up starting with random initial conditions, the final ESVs of the first analysis with a 12-h window are strongly related to the background errors. Since initial ensemble singular vectors (IESVs) grow much faster than Lyapunov Vectors (LVs), and the final ensemble singular vectors (FESVs) are close to convergence to leading LVs, perturbations based on leading IESVs grow faster than those based on FESVs, and are therefore preferable as additive inflation. The IESVs are applied in the EnKF framework for constructing flow-dependent additive perturbations to inflate the analysis ensemble. Compared with using random perturbations as additive inflation, a positive impact from using ESVs is found especially in areas with large growing errors. When an EnKF is 'cold-started' from random perturbations and poor initial condition, results indicate that using the ESVs as additive inflation has the advantage of correcting large errors so that the spin-up of the EnKF can be accelerated.

Original languageEnglish
Article number26536
JournalTellus, Series A
Issue number1
StatePublished - 2015


  • Data assimilation
  • Dynamic sensitivity
  • Ensemble kalman filter
  • Singular vector


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