Initial Testing of a Massively Parallel Ensemble Kalman Filter with the Poseidon Isopycnal Ocean General Circulation Model

A multivariate ensemble Kalman filter (MvEnKF) implemented on a massively parallel computer architecture has been developed for the Poseidon ocean circulation model and tested with a Pacific basin model configuration. There are about 2 million prognostic state-vector variables. Parallelism for the data assimilation step is achieved by regionalization of the background-error covariances that are calculated from the phase-space distribution of the ensemble. Each processing element (PE) collects elements of a matrix measurement functional from nearby PEs. To avoid the introduction of spurious long-range covariances associated with finite ensemble sizes, the background-error covariances are given compact support by means of a Hadamard (element by element) product with a three-dimensional canonical correlation function.