Fast Fourier Transform Ensemble Kalman Filter with Application to a Coupled Atmosphere-Wildland Fire Model

Abstract

We propose a new type of the Ensemble Kalman Filter (EnKF), which uses the Fast Fourier Transform (FFT) for covariance estimation from a very small ensemble with automatic tapering, and for a fast computation of the analysis ensemble by convolution, avoiding the need to solve a sparse system with the tapered matrix. The FFT EnKF is combined with the morphing EnKF to enable the correction of position errors, in addition to amplitude errors, and demonstrated on WRF-Fire, the Weather Research Forecasting (WRF) model coupled with a fire spread model implemented by the level set method.

8 pages

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