Data assimilation in hydrodynamic modelling: on the treatment of non-linearity and bias

Jacob Viborg Tornfeldt Sørensen, Henrik Madsen

    Research output: Contribution to journalJournal articleResearchpeer-review


    The state estimation problem in hydrodynamic modelling is formulated. The three-dimensional hydrodynamic model MIKE 3 is extended to provide a stochastic state space description of the system and observations are related to the state through the measurement equation. Two state estimators, the maximum a posteriori (MAP) estimator and the best linear unbiased estimator (BLUE), are derived and their differences discussed. Combined with various schemes for state and error covariance propagation different sequential estimators, based on the Kalman filter, are formulated. In this paper, the ensemble Kalman filter with either an ensemble or central mean state propagation and the reduced rank square root Kalman filter are implemented for assimilation of tidal gauge data. The efficient data assimilation algorithms are based on a number of assumptions to enable practical use in regional and coastal oceanic models. Three measures of non-linearity and one bias measure have been implemented to assess the validity of these assumptions for a given model set-up. Two of these measures further express the non-Gaussianity and thus guide the proper statistical interpretation of the results. The applicability of the measures is demonstrated in two twin case experiments in an idealised set-up.
    Original languageEnglish
    JournalStochastic Environmental Research and Risk Assessment
    Issue number4
    Pages (from-to)228-244
    Publication statusPublished - Aug 2004


    • data assimilation
    • Kalman filter
    • non-linearity measure
    • bias
    • hydrodynamic modelling

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