In this paper, we propose an efficient and practical implementation of the ensemble Kalman filter via shrinkage covariance matrix estimation. Our filter implementation combines information brought by an ensemble of model realizations, and that based on our prior knowledge about the dynamical system of interest. We perform the combination of both sources of information via optimal shrinkage factors. The method exploits the rank-deficiency of ensemble covariance matrices to provide an efficient and practical implementation of the analysis step in EnKF based formulations. Localization and inflation aspects are discussed, as well. Experimental tests are performed to assess the accuracy of our proposed filter implementation by employing an Advection Diffusion Model and an Atmospheric General Circulation Model. The experimental results reveal that the use of our proposed filter implementation can mitigate the impact of sampling noise, and even more, it can avoid the impact of spurious correlations during assimilation steps.
In this paper, we propose a Four-Dimensional Variational (4D-Var) data assimilation framework for wind energy potential estimation. The framework is defined as follows: we choose a numerical model which can provide forecasts of wind speeds then, an ensemble of model realizations is employed to build control spaces at observation steps via a modified Cholesky decomposition. These control spaces are utilized to estimate initial analysis increments and to avoid the intrinsic use of adjoint models in the 4D-Var context. The initial analysis increments are mapped back onto the model domain from which we obtain an estimate of the initial analysis ensemble. This ensemble is propagated in time to approximate the optimal analysis trajectory. Wind components are post-processed to get wind speeds and to estimate wind energy capacities. A matrix-free analysis step is derived from avoiding the direct inversion of covariance matrices during assimilation cycles. Numerical simulations are employed to illustrate how our proposed framework can be employed in operational scenarios. A catalogue of twelve Wind Turbine Generators (WTGs) is utilized during the experiments. The results reveal that our proposed framework can properly estimate wind energy potential capacities for all wind turbines within reasonable accuracies (in terms of Root-Mean-Square-Error) and even more, these estimations are better than those of traditional 4D-Var ensemble-based methods. Moreover, large variability (variance of standard deviations) of errors are evidenced in forecasts of wind turbines with the largest rate-capacity while homogeneous variability can be seen in wind turbines with the lowest rate-capacity.
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