The impact of nonlinearity in Lagrangian data assimilation

Abstract

The focus of this paper is on how two main manifestations of nonlinearity in low-dimensional systems-shear around a center fixed point (nonlinear center) and the differential divergence of trajectories passing by a saddle (nonlinear saddle)-strongly affect data assimilation. The impact is felt through their leading to non-Gaussian distribution functions. The major factors that control the strength of these effects is time between observations, and covariance of the prior relative to covariance of the observational noise. Both these factors-less frequent observations and larger prior covariance-allow the nonlinearity to take hold. To expose these nonlinear effects, we use the comparison between exact posterior distributions conditioned on observations and the ensemble Kalman filter (EnKF) approximation of these posteriors. We discuss the serious limitations of the EnKF in handling these effects. © 2013 Author(s).