Author:
Gustafsson N.,Bojarova J.
Abstract
Abstract. A four-dimensional ensemble variational (4D-En-Var) data assimilation has been developed for a limited area model. The integration of tangent linear and adjoint models, as applied in standard 4D-Var, is replaced with the use of an ensemble of non-linear model states to estimate four-dimensional background error covariances over the assimilation time window. The computational costs for 4D-En-Var are therefore significantly reduced in comparison with standard 4D-Var and the scalability of the algorithm is improved. The flow dependency of 4D-En-Var assimilation increments is demonstrated in single simulated observation experiments and compared with corresponding increments from standard 4D-Var and Hybrid 4D-Var ensemble assimilation experiments. Real observation data assimilation experiments carried out over a 6-week period show that 4D-En-Var outperforms standard 4D-Var as well as Hybrid 4D-Var ensemble data assimilation with regard to forecast quality measured by forecast verification scores.
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