Dp. Dee et al., Maximum-likelihood estimation of forecast and observation error covarianceparameters. Part II: Applications, M WEATH REV, 127(8), 1999, pp. 1835-1849
Three different applications of maximum-likelihood estimation of error cova
riance parameters for atmospheric data assimilation are described. Height e
rror standard deviations, vertical correlation coefficients, and isotropic
decorrelation length scales are estimated from rawinsonde height observed-m
inus-forecast residuals. Sea level pressure error standard deviations and d
ecorrelation length scales are obtained from ship reports, and wind observa
tion error standard deviations and forecast error stream function and veloc
ity potential decorrelation length scales are estimated from aircraft data.
These applications serve to demonstrate the ability of the method to estim
ate covariance parameters using multivariate data from moving observers.
Estimates of the parameter uncertainty due to sampling error can be obtaine
d as a by-product of the maximum-likelihood estimation. By bounding this so
urce of error ii is found that many statistical parameters that are usually
presumed constant in operational data assimilation systems in fact vary si
gnificantly with time. This may well reflect the use of overly simplistic c
ovariance models that cannot adequately describe state-dependent error comp
onents such as representativeness error: The sensitivity of the parameter e
stimates to the treatment of bias, and to the choice of the model represent
ing spatial correlations, is examined in detail. Several experiments emulat
e an online covariance parameter estimation procedure using a sliding windo
w of data, and it is shown that such a procedure is both desirable and comp
utationally feasible.