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<article xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:oasis="http://docs.oasis-open.org/ns/oasis-exchange/table" xml:lang="en" dtd-version="3.0"><?xmltex \makeatother\@nolinetrue\makeatletter?>
  <front>
    <journal-meta><journal-id journal-id-type="publisher">GMD</journal-id><journal-title-group>
    <journal-title>Geoscientific Model Development</journal-title>
    <abbrev-journal-title abbrev-type="publisher">GMD</abbrev-journal-title><abbrev-journal-title abbrev-type="nlm-ta">Geosci. Model Dev.</abbrev-journal-title>
  </journal-title-group><issn pub-type="epub">1991-9603</issn><publisher>
    <publisher-name>Copernicus Publications</publisher-name>
    <publisher-loc>Göttingen, Germany</publisher-loc>
  </publisher></journal-meta>
    <article-meta>
      <article-id pub-id-type="doi">10.5194/gmd-13-3145-2020</article-id><title-group><article-title>An ensemble Kalman filter data assimilation system for the whole neutral atmosphere</article-title><alt-title>Kalman filter data assimilation system</alt-title>
      </title-group><?xmltex \runningtitle{Kalman filter data assimilation system}?><?xmltex \runningauthor{D. Koshin et al.}?>
      <contrib-group>
        <contrib contrib-type="author" corresp="yes" rid="aff1">
          <name><surname>Koshin</surname><given-names>Dai</given-names></name>
          <email>koshin@eps.s.u-tokyo.ac.jp</email>
        </contrib>
        <contrib contrib-type="author" corresp="no" rid="aff1">
          <name><surname>Sato</surname><given-names>Kaoru</given-names></name>
          
        <ext-link>https://orcid.org/0000-0002-6225-6066</ext-link></contrib>
        <contrib contrib-type="author" corresp="no" rid="aff2 aff3">
          <name><surname>Miyazaki</surname><given-names>Kazuyuki</given-names></name>
          
        <ext-link>https://orcid.org/0000-0002-1466-4655</ext-link></contrib>
        <contrib contrib-type="author" corresp="no" rid="aff3">
          <name><surname>Watanabe</surname><given-names>Shingo</given-names></name>
          
        </contrib>
        <aff id="aff1"><label>1</label><institution>Department of Earth and Planetary Science, The University of Tokyo, Tokyo, Japan</institution>
        </aff>
        <aff id="aff2"><label>2</label><institution>Jet Propulsion Laboratory, California Institute of Technology,
Pasadena, CA, USA</institution>
        </aff>
        <aff id="aff3"><label>3</label><institution>Japan Agency for Marine-Earth Science and Technology, Yokohama, Japan</institution>
        </aff>
      </contrib-group>
      <author-notes><corresp id="corr1">Dai Koshin (koshin@eps.s.u-tokyo.ac.jp)</corresp></author-notes><pub-date><day>13</day><month>July</month><year>2020</year></pub-date>
      
      <volume>13</volume>
      <issue>7</issue>
      <fpage>3145</fpage><lpage>3177</lpage>
      <history>
        <date date-type="received"><day>9</day><month>September</month><year>2019</year></date>
           <date date-type="rev-request"><day>7</day><month>November</month><year>2019</year></date>
           <date date-type="rev-recd"><day>10</day><month>May</month><year>2020</year></date>
           <date date-type="accepted"><day>14</day><month>May</month><year>2020</year></date>
      </history>
      <permissions>
        <copyright-statement>Copyright: © 2020 Dai Koshin et al.</copyright-statement>
        <copyright-year>2020</copyright-year>
      <license license-type="open-access"><license-p>This work is licensed under the Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit <ext-link ext-link-type="uri" xlink:href="https://creativecommons.org/licenses/by/4.0/">https://creativecommons.org/licenses/by/4.0/</ext-link></license-p></license></permissions><self-uri xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020.html">This article is available from https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020.html</self-uri><self-uri xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020.pdf">The full text article is available as a PDF file from https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020.pdf</self-uri>
      <abstract><title>Abstract</title>
    <p id="d1e121">A data assimilation system with a four-dimensional local
ensemble transform Kalman filter (4D-LETKF) is developed to make a new
analysis dataset for the atmosphere up to the lower thermosphere using the
Japanese Atmospherics General Circulation model for Upper Atmosphere
Research. The time period from 10 January to 20 February 2017, when an
international radar network observation campaign was performed, is focused
on. The model resolution is T42L124, which can resolve phenomena at synoptic
and larger scales. A conventional observation dataset provided by the National
Centers for Environmental Prediction, PREPBUFR, and satellite temperature
data from the Aura Microwave Limb Sounder (MLS) for the stratosphere and
mesosphere are assimilated. First, the performance of the forecast model is
improved by modifying the vertical profile of the horizontal diffusion
coefficient and modifying the source intensity in the non-orographic gravity
wave parameterization by comparing it with radar wind observations in the
mesosphere. Second, the MLS observational bias is estimated as a function of
the month and latitude and removed before the data assimilation. Third, data
assimilation parameters, such as the degree of gross error check,
localization length, inflation factor, and assimilation window, are optimized
based on a series of sensitivity tests. The effect of increasing the
ensemble member size is also examined. The obtained global data are
evaluated by comparison with the Modern-Era Retrospective analysis for
Research and Applications version 2 (MERRA-2) reanalysis data covering
pressure levels up to 0.1 hPa and by the radar mesospheric observations,
which are not assimilated.</p>
  </abstract>
    </article-meta>
  </front>
<body>
      

<sec id="Ch1.S1" sec-type="intro">
  <label>1</label><title>Introduction</title>
      <p id="d1e133">It is well known that the earth's climate is remotely coupled: for example,
when El Niño occurs, convective activity in the tropics strongly affects
midlatitude climate with the appearance of the Pacific–North American
pattern (Horel and Wallace, 1981). Convective activity in maritime
continents also modulates midlatitude climates by generating the
Pacific–Japan pattern (Nitta, 1987). Most of these climate couplings between
the tropics and midlatitude regions are caused by the horizontal
propagation of stationary Rossby waves (Holton and Hakim, 2013).
Teleconnection through stratospheric processes has also been known. For
example, the sea-level pressure in the Arctic rises during El Niño. It
was shown that this teleconnection occurs by modulation of planetary wave
intensity and propagation in the stratosphere (Cagnazzo and Manzini, 2009).
It is also well known that the occurrence frequency of stratospheric sudden
warming (SSW), which exerts a strong influence on the Arctic oscillation of
sea-level pressure (Baldwin and Dunkerton, 2001), is high during the
easterly phase of the quasi-biennial oscillation (QBO) in the equatorial
stratosphere (Holton and Tan, 1980). This is also due to the modulation of
the propagation of planetary waves in the stratosphere. Thus, the
stratosphere is an important area that brings about the remote coupling of
climate.</p>
      <p id="d1e136">Recently, the presence of interhemispheric coupling through the mesosphere
has been reported as well. When the temperature in the polar winter
stratosphere is high, the temperature in the polar summer upper mesosphere
is also high, with a slight delay (Karlsson et al., 2009). This coupling<?pagebreak page3146?> is
clear for at least a 1-month average (Gumbel and Karlsson, 2011). The
interhemispheric coupling, which is initiated by SSW in the winter
hemisphere, occurs at shorter timescales (Körnich and Becker, 2010).
When SSW occurs in association with the breaking of strong planetary
waves originating from the troposphere, the westerly wind of the polar night
jet significantly weakens or, in strong cases, even turns easterly. The
critical-level filtering of the gravity waves toward the mesosphere is then
modulated, and the gravity wave forcing that drives the mesospheric
meridional circulation with an upward (downward) branch on the equatorial
(polar) side becomes weak. Thus, the temperature in the equatorial region
increases and the poleward temperature gradient in the summer hemisphere
weakens. The weak wind layer above the easterly jet in the summer hemisphere
lowers so as to satisfy the thermal wind relation. The eastward gravity wave
forcing region near the weak wind layer also descends and the upward branch
of the meridional circulation, which maintains extremely low temperature in
the summer polar upper mesosphere, weakens.</p>
      <p id="d1e139">However, there is little observational evidence of gravity wave modulation in
the mesosphere. The Interhemispheric Coupling Study by Observations and
Modeling (ICSOM: <uri>http://pansy.eps.s.u-tokyo.ac.jp/icsom/</uri>, last access: 26 June 2020) is a project to
understand mesospheric gravity wave modulation associated with SSWs on a
global scale through a comprehensive international observation campaign with
a network of mesosphere–stratosphere–troposphere (MST), meteor, and medium-frequency (MF) radars as well as complementary optical and satellite-borne
instruments. Since 2016, four campaigns have been successfully performed.</p>
      <p id="d1e145">In the ICSOM project, we are also proceeding with a model study using a
gravity-wave-permitting high-top general atmospheric circulation model
(GCM) that covers the entire troposphere and middle atmosphere (up to the
lower thermosphere) simultaneously. However, this is not easy because the
GCMs including the entire middle atmosphere are not yet sufficiently mature
even for relatively low resolutions that do not allow explicit gravity wave
simulation (e.g., Smith et al., 2017). Therefore, verification of the GCMs
by high-resolution observations is necessary. In the ICSOM project, by
validating the high-top GCM using data from the comprehensive international
radar observation campaigns, it is expected to reproduce high-resolution
global data with high reliability. Using these global data, we plan to
confirm the regional representation of gravity wave characteristics detected by
each radar and deepen the understanding of interhemispheric coupling
quantitatively with a resolution of gravity wave scales.</p>
      <p id="d1e149">Gravity wave simulation research using high-resolution GCMs has been
performed in the past (e.g., Hamilton et al., 1999; Sato et al., 1999, 2009,
2012; Watanabe et al., 2008; Holt et al., 2016). However, reproducing
gravity wave fields in the global atmosphere at a specific date and time
requires significant effort (Eckermann et al., 2018; Becker et al., 2004).
Data assimilation up to the scale of gravity waves is ideal to create global
high-resolution grid data sequentially. However, current data assimilation
schemes work well for geostrophic motions such as Rossby waves but not
necessarily for ageostrophic motions such as gravity waves. Recent studies
(Jewtoukoff, et al., 2015; Ehard et al., 2018) reported that gravity waves
observed in the European Center for Medium-Range Weather Forecasts (ECMWF)
operational data are partly realistic in the lower and middle stratosphere,
but more validation with observation data is necessary. It has also been
shown that the difference in horizontal winds between reanalysis datasets is
quite large in the equatorial region where the Coriolis parameter becomes
zero (Kawatani et al., 2016). The reasons for this problem may be the
insufficient maturity of the models to accurately express ageostrophic
motions and/or the shortage of observation data, including gravity waves, to
be assimilated.</p>
      <p id="d1e152">Data assimilation for the mesosphere is particularly not easy, partly because
the energy ratio of Rossby waves and gravity waves is reversed there
(Shepherd et al., 2000) and partly because observational data for the
mesosphere are significantly limited compared to those for the lower
atmosphere. In addition, it has been shown that, in the upper stratosphere
and the mesosphere, Rossby waves are generated in situ due to
baroclinic–barotropic instability caused by wave forcing associated with
breaking or critical-level absorption of gravity waves propagating from the
troposphere (Watanabe et al., 2009; Ern et al., 2013; Sato and Nomoto, 2015;
Sato et al., 2018). It has been found that gravity waves are spontaneously
generated in the middle atmosphere from the imbalance of the polar night jet
(Sato and Yoshiki, 2008; Snyder et al., 2007; Shibuya et al., 2017), from an
imbalance caused by the wave forcing due to primary gravity waves (Vadas and
Becker, 2018; Hayashi and Sato, 2018), and also by shear instability caused
by primary gravity wave forcing (Yasui et al., 2018). The Rossby wave
generation in the middle atmosphere due to primary gravity wave forcing is
regarded as a compensation problem, which makes it difficult to understand
the change in the Brewer–Dobson circulation in terms of the relative roles
of Rossby waves and gravity waves for climate projection with the models
(Cohen et al., 2013). However, these instabilities and the in situ
generation of waves in the middle atmosphere could significantly affect the
momentum and energy budget in the middle atmosphere and above (Sato et al.,
2018; Becker, 2017). Hence, it is necessary to understand the roles of these
waves as accurately as possible based on credible, high-resolution model
simulations validated by high-resolution observations.</p>
      <p id="d1e155">In view of the situation described above, the following method may be one of
the best existing ways to create high-resolution data for the entire middle
atmosphere including gravity waves to understand the teleconnection through
the mesosphere. First, a data assimilation is performed using a high-top but
relatively low-resolution model to create grid<?pagebreak page3147?> data for the real atmosphere
from the ground to the lower thermosphere including only larger-scale
phenomena such as Rossby waves. Second, the analysis data obtained by the
assimilation are used as initial values for a free run of high-resolution
GCMs to simulate gravity waves. Eckermann et al. (2018) and Becker and Vadas (2018) have performed pioneering studies on the effectiveness of such free runs.</p>
      <p id="d1e158">Reanalysis data over a long time period are produced using modern data
assimilation schemes and released by meteorological organizations for
climate analysis. These include the following: the ECMWF interim reanalysis (ERA-Interim;
Dee et al., 2011) and the fifth reanalysis (ERA5; Hersbach et al., 2018)
produced by a four-dimensional (4D) variational assimilation scheme (Var);
MERRA (Rienecker et al., 2011) and the following version 2 (MERRA-2; Gelaro
et al., 2017) by the National Aeronautics and Space Administration (NASA) by
a three-dimensional Var (3D-Var); the National Centers for Environmental
Prediction (NCEP) Climate Forecast System Reanalysis (CFSR; Saha et al.,
2010) and the Climate Forecast System version 2 (CFSv2; Saha et al., 2014);
and the Japanese 55-year reanalysis (JRA-55; Kobayashi et al., 2015) by a
4D-Var. ERA-Interim and JRA-55 cover up to a pressure of 0.1 hPa,
NCEP/CFSR and NCEP/CFSv2 up to 0.266 hPa, and MERRA, MERRA-2, and ERA5 up to
0.1 hPa. However, global data for the middle and upper mesosphere to the
lower thermosphere are not created regularly. As stated above, considering
the importance of ageostrophic motions in the mesosphere and lower
thermosphere (MLT), the data assimilation used for such meteorological
organizations may not work very well for the middle stratosphere and above
(Polavarapu et al., 2005). Therefore, in recent years, significant efforts
have been made to assimilate data using GCMs that include the MLT region.
Currently, the data available for studying the MLT region come from the Aura
Microwave Limb Sounder (Aura MLS; beginning in 2004), Thermosphere
Ionosphere Mesosphere Energetics and Dynamics (TIMED) Sounding of the
Atmosphere using Broadband Emission Radiometry (SABER; beginning in 2002),
and the Defense Meteorological Satellite Program (DMSP) Special Sensor
Microwave Imager/Sounder (SSMIS; Swadley et al., 2008).</p>
      <p id="d1e161">Global data for the atmosphere including the MLT region are valuable from the
following viewpoints. First, they can improve prediction of the polar
stratosphere (e.g., Hoppel et al., 2008, 2013; Polavarapu et al., 2005). It
seems that anomalies in the MLT region start about 1 week earlier than
stratospheric anomalies such as SSWs, propagating down to the troposphere.
Thus, better understanding the MLT physics and chemistry has the potential
to improve long-range weather forecasts. Second, it is possible to
quantitatively understand the transport of minor species from the MLT region
(e.g., Hoppel et al., 2008; Polavarapu et al., 2005). For example,
high-energy particles originating from the upper atmosphere contribute to
the production of <inline-formula><mml:math id="M1" display="inline"><mml:mrow class="chem"><mml:msub><mml:mi mathvariant="normal">NO</mml:mi><mml:mi>x</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, which modulates the ozone chemistry in the
stratosphere. Thus, the quantitative evaluation of the transport of such
species is important for the prediction of the ozone layer. Third, they
contribute to space-weather prediction, particularly for the prediction of
the near-space environment (e.g., Hoppel et al., 2013). Atmospheric waves
excited in the lower and middle atmosphere, including gravity waves, Rossby
waves, and tides, are main drivers of the general circulation in the height
range of 100–150 km in the lower thermosphere (e.g., Akmaev, 2011; Miyoshi
and Yigit, 2019). Thus, it is important to examine the properties of these
waves in the mesosphere. Last but not least, it is interesting to understand
middle atmosphere processes as a pure science (e.g., Hoppel et al., 2008).</p>
      <p id="d1e175">The first attempt to create analysis data for the whole middle atmosphere
using data assimilation was made by a Canadian group. They employed 3D-Var
using the Canadian Middle Atmosphere Model (CMAM) with full interactive
chemistry and nonlocal thermodynamic equilibrium (non-LTE) radiation
(Polavarapu et al., 2005; Nezlin et al., 2009). The assimilation of the data
in the troposphere and stratosphere has been shown to improve the analysis
of large-scale phenomena (zonal wavenumber <inline-formula><mml:math id="M2" display="inline"><mml:mrow><mml:mi>s</mml:mi><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">10</mml:mn></mml:mrow></mml:math></inline-formula>) in the mesosphere
(Nezlin et al., 2009). The daily mean time series from their data
assimilation are validated by radar observations (Xu et al., 2011). Sankey
et al. (2007) used the CMAM to carefully discuss the effectiveness of
digital filters in the data assimilation. A series of studies at the Naval
Research Laboratory (NRL) is remarkable. Hoppel et al. (2008) performed the
first mesospheric data assimilation at the Advanced Level Physics and
High-Altitude (ALPHA) prototype of the Navy Operational Global Atmospheric
Prediction System (NOGAPS) using a 3D-Var assimilation system (NAVDAS).
After that, they introduced a 4D-Var to assimilate data using the NRL Navy
Global Environmental Model (NAVGEM), a successor of NOGAPS (Hoppel et al.,
2013). In this system, the SSMIS data were also assimilated along with the
SABER and Aura MLS data. The calculation of the background error covariance
matrix was accelerated by introducing ensemble forecasts, and assimilation
shocks to the model were reduced by using digital filters (McCormack et al.,
2017; Eckermann et al., 2018). Global data with short time intervals were
made by combining model forecasts with the assimilation products, and both
short-term and annual variations of diurnal migrating tides were
successfully captured (McCormack et al., 2017; Dhadley et al., 2018;
Eckermann et al., 2018). These assimilation data products are utilized for
the study of quasi-2 d waves and 5 d waves, as well as tides
(Eckermann et al., 2009, 2018; Pancheva et al., 2016), and
for observation projects such as the Deep Propagating Gravity Wave Experiment
(DEEPWAVE; Fritts et al., 2016). A data assimilation study using the Whole
Atmosphere Community Climate Model (WACCM) at the National Center for
Atmospheric Research (NCAR) has been also conducted. Pedatella et al. (2014b) applied a Data Analysis Research Testbed (DART) ensemble adjustment
Kalman filter (EAKF), which is a 3D-Var combined with a<?pagebreak page3148?> statistical scheme,
to the WACCM and made analysis data for the largest recorded SSW event,
which occurred in 2009. They indicated that better analysis of the
mesosphere requires assimilation of the mesospheric observational data.
A similar discussion was made by Sassi et al. (2018) using the Specified
Dynamics WACCM (SD-WACCM), in which a nudging method was implemented. The reality
of the analysis highly depends on the model's performance in the MLT region.
One of the critical components to determine the MLT region in the model is
gravity wave parameterizations (Pedatella et al., 2014a; Smith et al.,
2017). According to Pedatella et al. (2018), the analysis of the SSW in 2009
by the WACCM using DART showed that the expression of the downward transport
of chemical components by the data assimilation is better than by the
nudging method.</p>
      <p id="d1e191">Nowadays whole-atmosphere models covering the surface to the exosphere have
been developed (Akmaev, 2011). Data assimilation and data nudging studies
using a whole-atmosphere model were performed focusing on the SSW in
2009. These include studies using the whole-atmosphere data assimilation
system (WDAS), which includes the whole-atmosphere model and a 3D-Var
analysis system (Wang et al., 2011), the Ground-to-topside model of
Atmosphere and Ionosphere for Aeronomy (GAIA) with a nudging method (Jin et
al., 2012), and SD-WACCM (Chandran et al., 2013; Sassi et al., 2013).
Outputs from a long-term run using GAIA, which was nudged to the reanalysis
data up to the lower stratosphere, were used for a momentum budget analysis
in the whole middle atmosphere, and the importance of the in situ generation of
gravity waves and Rossby waves in the middle atmosphere was suggested (Sato
et al., 2018; Yasui et al., 2018).</p>
      <p id="d1e194">Although most 4D data assimilation studies described above used 4D-Var, the
method using an ensemble Kalman filter is also possible. The 4D-Var codes
need to be developed for each model. In contrast, the four-dimensional local
ensemble transform Kalman filter (4D-LETKF) developed by Miyoshi and Yamane (2007), which is a statistical assimilation method, is versatile and can
thus be implemented in any model relatively easily. This study develops an
assimilation system using the 4D-LETKF with a GCM with a top in the lower
thermosphere. As the first step of the ICSOM project, we used a
low-resolution version of the GCM and examined the best parameters of the
assimilation system for the middle atmosphere (i.e., the atmosphere up to
the turbopause, <inline-formula><mml:math id="M3" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 100 km), as no studies employ the 4D-LETKF
to assimilate data for such a high atmospheric region. The observation
datasets used for the data assimilation are Aura MLS (v.4.2) temperature,
which covers the whole stratosphere and mesosphere, and NCEP PREPBUFR, which
is a standard dataset for the troposphere and lower stratosphere. The target
time period is from January to February 2017, which includes the second
ICSOM observation campaign. On 1 February 2017, the criteria of the major
SSW were satisfied. The structure of this paper is as follows. Section 2
describes the forecast model, observation data, and data assimilation
system. Section 3 presents the results of the parameter assessment. Section 4 presents the results of analysis regarding fields in the middle atmosphere
in ICSOM-2 using data from the best parameter setting. Section 5 gives the
summary and concluding remarks.</p>
</sec>
<sec id="Ch1.S2">
  <label>2</label><title>Methodology</title>
<sec id="Ch1.S2.SS1">
  <label>2.1</label><title>Forecast model</title>
      <?pagebreak page3149?><p id="d1e219">We used the Japanese Atmospheric GCM for Upper Atmosphere Research (Watanabe
and Miyahara, 2009) as a forecast model, which we refer to as JAGUAR in
this paper. This model has a high model top of approximately 150 km and is
based on the T213L256 middle atmosphere GCM developed for the Kanto project
(Watanabe et al., 2008) and the Kyushu-GCM (e.g., Yoshikawa and Miyahara,
2005). This model uses important physical parameterizations for the MLT
region such as radiative transfer processes, including non-LTE and
solar radiative heating due to molecular oxygen and ozone. The effects of
ion drag, chemical heating, dissipation heating, and molecular diffusion are
also parameterized in the model. In this study, a standard-resolution JAGUAR
with a triangularly truncated spectral resolution of T42 corresponding to a
horizontal resolution of about 300 km (a latitudinal interval of 2.8125<inline-formula><mml:math id="M4" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula>) is used for the assimilation. The model has 124 vertical layers
with a uniform vertical spacing of approximately 1 km in the middle
atmosphere and 100–800 m in the troposphere (see Fig. A1 of Watanabe et
al., 2015, for the vertical layers). Unlike a high-resolution JAGUAR, which
resolves a certain portion of gravity waves (Watanabe and Miyahara, 2009),
gravity waves are sub-grid-scale phenomena for a standard-resolution JAGUAR.
For this reason, both orographic (McFarlane, 1987) and non-orographic
(Hines, 1997) gravity wave parameterizations are used. The wave source
distribution of non-orographic parameterization is given based on the
results of a gravity-wave-resolving high-resolution GCM (Watanabe, 2008),
and the intensity of the source is treated as one of the tuning parameters.
Horizontal diffusion is set as an <inline-formula><mml:math id="M5" display="inline"><mml:mi>e</mml:mi></mml:math></inline-formula>-folding time of 0.9 d for the minimum
resolved wave length in the troposphere and stratosphere, and it
exponentially increases with increasing height over the MLT region. In this
study, the vertical profile of horizontal diffusion above the stratopause is
also treated as one of the tuning parameters. The monthly ozone mixing ratio
from United Kingdom Universities Global Atmospheric Modeling Programme
(UGAMP; Li and Shine, 1999) and monthly sea surface temperature and sea ice
concentration from the Met Office Hadley Centre sea ice and sea surface
temperature dataset (HadISST; Rayner et al., 2003) are linearly
interpolated in time and used as boundary conditions.<?xmltex \hack{\newpage}?></p>
</sec>
<sec id="Ch1.S2.SS2">
  <label>2.2</label><title>Measurements used in the assimilation</title>
<sec id="Ch1.S2.SS2.SSS1">
  <label>2.2.1</label><title>PREPBUFR</title>
      <p id="d1e254">Observation data used for the assimilation include the PREPBUFR global
observation dataset compiled by the National Centers for Environmental
Prediction and archived at the University Corporation for Atmospheric
Research (<uri>https://rda.ucar.edu/datasets/ds337.0/</uri>, last access: 26 June 2020), which includes surface
pressure as a function of longitude and latitude, as well as temperature, wind, and
humidity as functions of longitude, latitude, and pressure (or height) from
radiosondes, aircrafts, wind profilers, and satellites. Ground-based
observations are mainly distributed in the height range from the ground to
the lower stratosphere, and approximately 70 % of the data are taken at
stations located in the Northern Hemisphere. Since May 1997, daily data have
been uploaded with a delay of several days. The number of data points per one
assimilation step (every 6 h) is 1000–20 000 for balloon-borne radiosonde
measurements, <inline-formula><mml:math id="M6" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 1000 for aircraft measurements,
<inline-formula><mml:math id="M7" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 40 000 for satellite wind measurements, <inline-formula><mml:math id="M8" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 10 000 for meteorological radar measurements, <inline-formula><mml:math id="M9" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 50 000 for
measurements at the ground, and <inline-formula><mml:math id="M10" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 500 000 for sea
scatterometer measurements.</p>
      <p id="d1e296">The observation errors provided in the PREPBUFR dataset as a function of the
type of measurements and altitude<fn id="Ch1.Footn1"><p id="d1e299"><uri>http://www.emc.ncep.noaa.gov/mmb/data_processing/obserror.htm</uri> (last access: 26 June 2020)</p></fn> were used in the data assimilation. For example,
the observation errors in radiosonde temperature data are 1.2 K at 1000 hPa,
0.8 K at 100 hPa, and 1.5 K at 10 hPa. The horizontal resolution of the GCM
used in this study is not sufficient to represent the fine structure
captured by these observations. Representativeness errors, which come from
the difference in resolutions between individual measurements and the model,
could degrade the data assimilation performance. If representation errors
are random and large numbers of observations are assimilated, their impact
could be negligible. Because substantial numbers of observations are
available within a model grid cell in a data assimilation cycle in our
analysis, the observation data were thinned before assimilation to reduce
the computational cost of the data assimilation analysis. Original data from
aircraft and satellite winds are trimmed by taking one of every four
consecutive data points. Radiosonde data at the standard pressure levels of 1000,
925, 850, 700, 500, 400, 300, 250, 200, 150, 100, 70, 50, and 10 hPa were
used for the data assimilation. These settings are the same as the ALERA2
(Enomoto et al., 2013)</p>
</sec>
<sec id="Ch1.S2.SS2.SSS2">
  <label>2.2.2</label><title>Aura MLS</title>
      <p id="d1e313">The MLS instrument onboard the Aura satellite was launched in 2004. The
satellite takes the polar orbit 14 times a day. Vertical profiles of several
atmospheric parameters are retrieved from a limb sounding of the thermal
emissions of the atmosphere. We used temperature data (v.4.2) retrieved from
the radiation of oxygen (<inline-formula><mml:math id="M11" display="inline"><mml:mrow class="chem"><mml:msub><mml:mi mathvariant="normal">O</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>; 118 GHz) and the oxygen isotope (<inline-formula><mml:math id="M12" display="inline"><mml:mrow class="chem"><mml:msup><mml:mi mathvariant="normal">O</mml:mi><mml:mn mathvariant="normal">18</mml:mn></mml:msup><mml:mi mathvariant="normal">O</mml:mi></mml:mrow></mml:math></inline-formula>;
239 GHz) of Aura MLS (Livesey et al., 2018) for the assimilation. The data
are distributed at 55 vertical layers from 261 to 0.001 hPa at
<inline-formula><mml:math id="M13" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 2 km intervals. The estimated retrieval errors are
<inline-formula><mml:math id="M14" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 0.5 K at 261–10 hPa, <inline-formula><mml:math id="M15" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 1 K at 10–0.3 hPa,
<inline-formula><mml:math id="M16" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 2 K for 0.3–0.04 hPa, and <inline-formula><mml:math id="M17" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 3 K for
0.04–0.001 hPa. For the observation operator, we included weighting
functions (called “averaging kernels”) to consider the vertical
sensitivity of the measurements. The weighting functions at the Equator and
at 70<inline-formula><mml:math id="M18" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N are available on the Aura MLS mission website
(<uri>https://mls.jpl.nasa.gov/data/ak/</uri>, last access: 26 June 2020). Assuming that the measurement vertical
sensitivity is invariant for a wide area, the averaging kernel for the
Equator and that for 70<inline-formula><mml:math id="M19" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N are respectively applied to the
latitudinal range of 40<inline-formula><mml:math id="M20" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S–40<inline-formula><mml:math id="M21" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N and the remaining high-latitude regions (i.e., 40–90<inline-formula><mml:math id="M22" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N and 40–90<inline-formula><mml:math id="M23" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S).</p>
      <p id="d1e434">The horizontal intervals of the Aura MLS observation data along the track,
which is almost parallel to the meridional direction, are approximately
2<inline-formula><mml:math id="M24" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula>, so two or three profiles are included in the area
represented by a grid point of the forecast model. Note that the horizontal
intervals of the Aura MLS observation data between subsequent orbits are
approximately 30<inline-formula><mml:math id="M25" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula>, which is much coarser than the model resolution.
To reduce the computational cost of the data assimilation, the observations
are horizontally averaged for the along-track direction to reduce the
resolution comparable to the forecast model resolution before the
assimilation, without considering any correlation between individual
observation errors. Errors in the retrievals in some parameters can be
correlated in space, but their quantitative estimates are difficult. The
measurement error is used as the diagonal component of the observation error
covariance matrix. Moreover, this average is effective to remove gravity
waves that cannot be resolved by the current model. We have confirmed the
importance of the averaging by comparing the results with and without the
averaging (not shown).</p>
      <p id="d1e455">It has been suggested that the Aura MLS data include observation bias
(e.g., Randel et al., 2016). In this study, a bias correction is performed,
and the effect of the bias correction on the analysis data is examined. In
addition to the retrieval quality flag information, a gross error check was
applied in the quality control to exclude observations that are far from the
first guess. The best settings for the gross error check are considered to
be different between the mesosphere and lower atmosphere because of the
different growth rates of model error in a specific period of time (e.g., a
data assimilation window). Thus, the appropriate degrees of the gross error
check are also examined.</p>
</sec>
</sec>
<sec id="Ch1.S2.SS3">
  <label>2.3</label><title>Data assimilation system</title>
      <p id="d1e467">The 4D-LETKF (Miyoshi and Yamane, 2007) is used as a data assimilation
method. This method is an extension of the 3D-LETKF (Hunt et al., 2007),
which includes the<?pagebreak page3150?> dimension of time (4D ensemble Kalman filter; Hunt et
al., 2004). The base of the program used in this study has already been
applied to many types of forecast models, such as the Global Spectral Model
(GSM; Miyoshi and Sato, 2007), the Atmospheric GCM for Earth Simulator
(AFES; Miyoshi et al., 2007), and the Non-hydrostatic Icosahedral
Atmospheric Model (NICAM; Terasaki et al., 2015).</p>
      <p id="d1e470">This section introduces the formulas used in the 4D-LETKF. The analyses,
forecasts, and observations are denoted by <inline-formula><mml:math id="M26" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>a</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula>,
<inline-formula><mml:math id="M27" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M28" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mtext>o</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula>, respectively. The
optimal value of <inline-formula><mml:math id="M29" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>a</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula> is derived from
<inline-formula><mml:math id="M30" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M31" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mtext>o</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula> by the following
equation:
            <disp-formula id="Ch1.E1" content-type="numbered"><label>1</label><mml:math id="M32" display="block"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">K</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mtext>o</mml:mtext></mml:msup><mml:mo>-</mml:mo><mml:mi mathvariant="bold">H</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">K</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M33" display="inline"><mml:mi mathvariant="bold">K</mml:mi></mml:math></inline-formula> is a weighting function, <inline-formula><mml:math id="M34" display="inline"><mml:mrow><mml:mi>d</mml:mi><mml:mo>(</mml:mo><mml:mo>≡</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mtext>o</mml:mtext></mml:msup><mml:mo>-</mml:mo><mml:mi mathvariant="bold">H</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>
is the innovation, and <inline-formula><mml:math id="M35" display="inline"><mml:mi mathvariant="bold">H</mml:mi></mml:math></inline-formula> is an observation operator that
converts the model space variables into observational space variables. For
assimilating MLS retrievals, the observation operator includes the averaging
kernel and the spatial operator. The second term on the right-hand side
represents data assimilation corrections (i.e., increments). Using the
differences from the true value (<inline-formula><mml:math id="M36" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>t</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula>), <inline-formula><mml:math id="M37" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:mo>-</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>t</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula>,
<inline-formula><mml:math id="M38" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>-</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>t</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula>,
and <inline-formula><mml:math id="M39" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mtext>o</mml:mtext></mml:msup><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mtext>o</mml:mtext></mml:msup><mml:mo>-</mml:mo><mml:mi mathvariant="bold">H</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>t</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula>,
Eq. (1) can be rewritten as follows:
            <disp-formula id="Ch1.E2" content-type="numbered"><label>2</label><mml:math id="M40" display="block"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:mo>=</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">K</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mtext>o</mml:mtext></mml:msup><mml:mo>-</mml:mo><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold">I</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="bold">KH</mml:mi></mml:mrow></mml:mfenced><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">K</mml:mi><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mtext>o</mml:mtext></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M41" display="inline"><mml:mi mathvariant="bold">I</mml:mi></mml:math></inline-formula> is an identity matrix. The analysis error
covariance is defined as
            <disp-formula id="Ch1.E3" content-type="numbered"><label>3</label><mml:math id="M42" display="block"><mml:mrow><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:mo>≡</mml:mo><mml:mo>〈</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:mo>(</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mtext>T</mml:mtext></mml:msup><mml:mo>〉</mml:mo><mml:mo>=</mml:mo><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold">I</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="bold">KH</mml:mi></mml:mrow></mml:mfenced><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold">I</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="bold">KH</mml:mi></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:msup><mml:mi mathvariant="bold">KRK</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M43" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>≡</mml:mo><mml:mo>〈</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>(</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mtext>T</mml:mtext></mml:msup><mml:mo>〉</mml:mo></mml:mrow></mml:math></inline-formula> is the forecast error covariance and <inline-formula><mml:math id="M44" display="inline"><mml:mrow><mml:mi mathvariant="bold">R</mml:mi><mml:mo>≡</mml:mo><mml:mo>〈</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mtext>o</mml:mtext></mml:msup><mml:mo>(</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mtext>o</mml:mtext></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mtext>T</mml:mtext></mml:msup><mml:mo>〉</mml:mo></mml:mrow></mml:math></inline-formula> is the observation error covariance. The correlation between the forecast
error and the observation error is supposed to be zero
(<inline-formula><mml:math id="M45" display="inline"><mml:mrow><mml:mo>〈</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>(</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mtext>o</mml:mtext></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mtext>T</mml:mtext></mml:msup><mml:mo>〉</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>). The optimal <inline-formula><mml:math id="M46" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>a</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula> should minimize the summation of
the analysis error covariance
(<inline-formula><mml:math id="M47" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mi>r</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>). This means that
            <disp-formula id="Ch1.E4" content-type="numbered"><label>4</label><mml:math id="M48" display="block"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mo>∂</mml:mo><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="bold">K</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mi>t</mml:mi><mml:mi>r</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>a</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Solving Eq. (4) with respect to the weight matrix <inline-formula><mml:math id="M49" display="inline"><mml:mi mathvariant="bold">K</mml:mi></mml:math></inline-formula>
yields
            <disp-formula id="Ch1.E5" content-type="numbered"><label>5</label><mml:math id="M50" display="block"><mml:mrow><mml:mi mathvariant="bold">K</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HP</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">R</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          and the analysis <inline-formula><mml:math id="M51" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>a</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula> is derived by Eq. (1). The weight
matrix <inline-formula><mml:math id="M52" display="inline"><mml:mi mathvariant="bold">K</mml:mi></mml:math></inline-formula> is called the “Kalman gain”. Using
<inline-formula><mml:math id="M53" display="inline"><mml:mi mathvariant="bold">K</mml:mi></mml:math></inline-formula>, the analysis error covariance
<inline-formula><mml:math id="M54" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>a</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula> is rewritten as
            <disp-formula id="Ch1.E6" content-type="numbered"><label>6</label><mml:math id="M55" display="block"><mml:mrow><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:mo>=</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold">I</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="bold">KH</mml:mi></mml:mrow></mml:mfenced><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          which gives the relationship
<inline-formula><mml:math id="M56" display="inline"><mml:mrow><mml:mi mathvariant="bold">K</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d1e1205">The size of <inline-formula><mml:math id="M57" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M58" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>a</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula> is the square of the degree of freedom in the
model. Thus, for systems with huge degrees of freedom, such as GCMs, the
calculation of <inline-formula><mml:math id="M59" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M60" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>a</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula> requires a large computational cost. This problem
is avoided by replacing the forecast, analysis, and each error with the mean
and variance for <inline-formula><mml:math id="M61" display="inline"><mml:mi>m</mml:mi></mml:math></inline-formula> members of an ensemble. This is called the ensemble
Kalman filter (EnKF; Evensen, 2003). The ensemble mean <inline-formula><mml:math id="M62" display="inline"><mml:mover accent="true"><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover></mml:math></inline-formula> and
background error covariance matrix <inline-formula><mml:math id="M63" display="inline"><mml:mi mathvariant="bold">P</mml:mi></mml:math></inline-formula> are
written as follows:
            <disp-formula id="Ch1.E7" content-type="numbered"><label>7</label><mml:math id="M64" display="block"><mml:mrow><mml:mover accent="true"><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>m</mml:mi></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mi>m</mml:mi></mml:munderover><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>

            <disp-formula id="Ch1.E8" content-type="numbered"><label>8</label><mml:math id="M65" display="block"><mml:mtable columnspacing="1em" class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="bold">P</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mo>〈</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mtext>T</mml:mtext></mml:msup><mml:mo>〉</mml:mo><mml:mo>≈</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:mi>m</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mi>m</mml:mi></mml:munderover><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mo>)</mml:mo><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:mi>m</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mi>m</mml:mi></mml:munderover><mml:mi mathvariant="italic">δ</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          However, with a limited number of ensembles, the forecast error tends to be
underestimated in a system with a large degree of freedom. A variety of
methods have been proposed to overcome this problem (e.g., Whitaker et al.,
2008). In our study, the forecast ensemble perturbation (<inline-formula><mml:math id="M66" display="inline"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is multiplied by the factor <inline-formula><mml:math id="M67" display="inline"><mml:mi>F</mml:mi></mml:math></inline-formula>, which is a
little larger than 1 (<inline-formula><mml:math id="M68" display="inline"><mml:mrow><mml:mi>F</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi></mml:mrow></mml:math></inline-formula>; <inline-formula><mml:math id="M69" display="inline"><mml:mi mathvariant="normal">Δ</mml:mi></mml:math></inline-formula> is
called an “inflation factor”):
            <disp-formula id="Ch1.E9" content-type="numbered"><label>9</label><mml:math id="M70" display="block"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>←</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi></mml:mrow></mml:mfenced><mml:mi mathvariant="italic">δ</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:math></disp-formula>
          is employed, and the <inline-formula><mml:math id="M71" display="inline"><mml:mi mathvariant="normal">Δ</mml:mi></mml:math></inline-formula> value is optimized.</p>
      <p id="d1e1545">The Kalman gain is simply written by using <inline-formula><mml:math id="M72" display="inline"><mml:mi mathvariant="bold">E</mml:mi></mml:math></inline-formula>, which is
the root of <inline-formula><mml:math id="M73" display="inline"><mml:mi mathvariant="bold">P</mml:mi></mml:math></inline-formula>. Using
            <disp-formula id="Ch1.E10" content-type="numbered"><label>10</label><mml:math id="M74" display="block"><mml:mrow><mml:msqrt><mml:mrow><mml:mi>m</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msqrt><mml:mi mathvariant="bold">E</mml:mi><mml:mo>≡</mml:mo><mml:mfenced open="[" close="]"><mml:mrow><mml:mi mathvariant="italic">δ</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="normal">…</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="italic">δ</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>m</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>

            <disp-formula id="Ch1.E11" content-type="numbered"><label>11</label><mml:math id="M75" display="block"><mml:mtable rowspacing="0.2ex" columnspacing="1em" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="bold">K</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HP</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">R</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold">E</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced close="]" open="["><mml:mrow><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mo>(</mml:mo><mml:mi>m</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo><mml:mi mathvariant="bold">R</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          is derived. Further manipulation yields another expression of
<inline-formula><mml:math id="M76" display="inline"><mml:mi mathvariant="bold">K</mml:mi></mml:math></inline-formula>:
            <disp-formula id="Ch1.E12" content-type="numbered"><label>12</label><mml:math id="M77" display="block"><mml:mrow><mml:mi mathvariant="bold">K</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold">E</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mfenced open="[" close="]"><mml:mrow><mml:mo>(</mml:mo><mml:mi>m</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo><mml:mi mathvariant="bold">I</mml:mi><mml:mo>+</mml:mo><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          To reduce the calculation cost, the inverse matrix of Eq. (11)
or Eq. (12) with a smaller size is chosen. Usually, as the number of the
ensemble is much smaller than the number of observations, Eq. (14) is used.</p>
      <?pagebreak page3151?><p id="d1e1798">The LETKF treats the analysis error covariance matrix,
            <disp-formula id="Ch1.E13" content-type="numbered"><label>13</label><mml:math id="M78" display="block"><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold">P</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mtext>a</mml:mtext></mml:msup><mml:mo>≡</mml:mo><mml:msup><mml:mfenced close="]" open="["><mml:mrow><mml:mo>(</mml:mo><mml:mi>m</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo><mml:mi mathvariant="bold">I</mml:mi><mml:mo>+</mml:mo><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          in the ensemble space. The relationship between this matrix in the ensemble
space and the analysis error covariance matrix in the model space is
expressed as
<inline-formula><mml:math id="M79" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">P</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold">E</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold">P</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mtext>a</mml:mtext></mml:msup><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="bold">E</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>,
and
<inline-formula><mml:math id="M80" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">E</mml:mi><mml:mtext>a</mml:mtext></mml:msup><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold">E</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mo>(</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold">P</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mtext>a</mml:mtext></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mfrac><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:msup></mml:mrow></mml:math></inline-formula> is the ensemble update. In this way, the analysis
<inline-formula><mml:math id="M81" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi><mml:mtext>a</mml:mtext></mml:msubsup></mml:mrow></mml:math></inline-formula> is obtained as
            <disp-formula id="Ch1.E14" content-type="numbered"><label>14</label><mml:math id="M82" display="block"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mtext>a</mml:mtext></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mtext>f</mml:mtext></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="italic">δ</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>+</mml:mo><mml:msup><mml:mi mathvariant="bold">E</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold">P</mml:mi><mml:mo mathvariant="normal" stretchy="false">̃</mml:mo></mml:mover><mml:mtext>a</mml:mtext></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Using the shape of the <inline-formula><mml:math id="M83" display="inline"><mml:mrow><mml:mi>N</mml:mi><mml:mo>×</mml:mo><mml:mi>m</mml:mi></mml:mrow></mml:math></inline-formula> matrix, where <inline-formula><mml:math id="M84" display="inline"><mml:mi>N</mml:mi></mml:math></inline-formula> is the number of the
variables, Eq. (14) is written as
            <disp-formula id="Ch1.E15" content-type="numbered"><label>15</label><mml:math id="M85" display="block"><mml:mrow><mml:mo>[</mml:mo><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mn mathvariant="normal">1</mml:mn><mml:mtext>a</mml:mtext></mml:msubsup><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="normal">…</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>m</mml:mi><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>]</mml:mo><mml:mo>=</mml:mo><mml:mo>[</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mtext>f</mml:mtext></mml:msup><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="normal">…</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mtext>f</mml:mtext></mml:msup><mml:mo>]</mml:mo><mml:mo>+</mml:mo><mml:msup><mml:mi mathvariant="bold">E</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:mi mathvariant="bold">W</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where
            <disp-formula id="Ch1.E16" content-type="numbered"><label>16</label><mml:math id="M86" display="block"><mml:mrow><mml:mi mathvariant="bold">W</mml:mi><mml:mo>=</mml:mo><mml:mo>(</mml:mo><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold">P</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mtext>a</mml:mtext></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mstyle scriptlevel="+1"><mml:mfrac><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle></mml:msup><mml:mo>+</mml:mo><mml:mfenced close="]" open="["><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold">P</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mtext>a</mml:mtext></mml:msup><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="normal">⋯</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold">P</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mtext>a</mml:mtext></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold-italic">d</mml:mi></mml:mrow></mml:mfenced><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          To avoid unrealistic correction caused by remote observations with the use
of a limited ensemble size, a weighting function based on the distance from
the analysis point is multiplied by the observation error. This method is
called “localization”. The calculation is independently performed at each
grid so it can be performed in parallel with high computational efficiency.
The length of localization is also a setting parameter of the data
assimilation system, and the sensitivity of the assimilation performance to
this parameter is examined in Sect. 3.3.2.</p>
      <p id="d1e2231">When an analysis ensemble is derived, each ensemble takes its own time
evolution calculated by the forecast model, and the forecast at the next
step is derived by
            <disp-formula id="Ch1.E17" content-type="numbered"><label>17</label><mml:math id="M87" display="block"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:mi>M</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          In this way, the forecast and analysis steps are repeated through the data
assimilation cycles.</p>
      <p id="d1e2276">Here we extend to a 4D analysis. By the modification of the observation
operator, the observation at any time (<inline-formula><mml:math id="M88" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula>) can be assimilated as the
information on time development from the target time (<inline-formula><mml:math id="M89" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>). One such
assimilation is called the 4D-EnKF (Hunt et al., 2004).</p>
      <p id="d1e2299">The forecast at the time step <inline-formula><mml:math id="M90" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> is written as a weighted mean of forecast
ensembles:
            <disp-formula id="Ch1.E18" content-type="numbered"><label>18</label><mml:math id="M91" display="block"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:mo>[</mml:mo><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="normal">⋯</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>m</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>]</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold">w</mml:mi><mml:mo>≡</mml:mo><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mi mathvariant="bold">w</mml:mi><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          The weighting matrix <inline-formula><mml:math id="M92" display="inline"><mml:mi mathvariant="bold">w</mml:mi></mml:math></inline-formula> is unknown but is calculated by
the pseudo-inverse matrix:
            <disp-formula id="Ch1.E19" content-type="numbered"><label>19</label><mml:math id="M93" display="block"><mml:mrow><mml:mi mathvariant="bold">w</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:mo>(</mml:mo><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          On the other hand, the (unknown) forecast at the time step <inline-formula><mml:math id="M94" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> is also
written as a weighted mean of forecast ensembles:
            <disp-formula id="Ch1.E20" content-type="numbered"><label>20</label><mml:math id="M95" display="block"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mi mathvariant="bold">w</mml:mi><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Substituting Eq. (16) into this equation, the following formula is obtained:
            <disp-formula id="Ch1.E21" content-type="numbered"><label>21</label><mml:math id="M96" display="block"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mi mathvariant="bold">w</mml:mi><mml:mo>=</mml:mo><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Finally, the modified observation operator to assimilate the observation at
time step <inline-formula><mml:math id="M97" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> to the forecast at time step <inline-formula><mml:math id="M98" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> is written as follows:
            <disp-formula id="Ch1.E22" content-type="numbered"><label>22</label><mml:math id="M99" display="block"><mml:mrow><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:msubsup><mml:mi mathvariant="bold">HX</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">X</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Appendix A explains that directly assimilating the observation at a certain
time step by the modified observation operator is the same as assimilating
at the time of observation and then calculating the time evolution after the
assimilation. Thus, this method is regarded as a kind of 4D assimilation
including the information on the time development. Another advantage of this
method is that future observations can be assimilated, as it is similar to the
Kalman smoother. In this study, this extended LETKF with 4D assimilation is
used. The time interval (called the “assimilation window”) between the
observations and the analysis is one of the setting parameters.</p>
      <p id="d1e2705">The EnKF initial condition is obtained using the time-lagged method as
follows. First, a 6-month free run is performed from a climatological
restart file for 1 June. The results from the free run over about
10 d with a center of 1 January are used as the initial condition for
each ensemble member on 1 January. For the runs with 30 ensemble
members, 30 initial conditions at a time interval of 6 h are used. For runs
with 90 and 200 ensemble members, the time intervals for the initial
conditions are taken as 4 and 2 h, respectively. The analysis data for the
first 10 d of the assimilation are regarded as a spin-up and are hence
not used to examine the assimilation performance.</p>
</sec>
<sec id="Ch1.S2.SS4">
  <label>2.4</label><title>The method of parameter validation in the data assimilation system</title>
      <p id="d1e2716">As already mentioned, the parameter set of data assimilation usually made
for the troposphere and stratosphere is not necessarily appropriate for the
analysis when the MLT region is included. This is because the dominant
physical processes and scales of motions could be different (e.g., Shepherd
et al., 2000; Watanabe et al., 2008). This section describes the parameters
that should be optimized for the data assimilation system for the whole
neutral atmosphere from the troposphere up to the lower thermosphere. The
relevance criteria of the data assimilation for each parameter are also
described.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T1" specific-use="star"><?xmltex \currentcnt{1}?><label>Table 1</label><caption><p id="d1e2722">Parameter settings for sensitivity tests. Boldface shows the
difference from the control (the first line). The control setting is
equivalent to DB, P0.7, G20, L600, I15, W6, and M30.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="8">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="center"/>
     <oasis:colspec colnum="3" colname="col3" align="right"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:colspec colnum="5" colname="col5" align="right"/>
     <oasis:colspec colnum="6" colname="col6" align="right"/>
     <oasis:colspec colnum="7" colname="col7" align="right"/>
     <oasis:colspec colnum="8" colname="col8" align="right"/>
     <oasis:thead>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">Diffusion</oasis:entry>
         <oasis:entry colname="col3">GWP source</oasis:entry>
         <oasis:entry colname="col4">Gross error</oasis:entry>
         <oasis:entry colname="col5">Localization</oasis:entry>
         <oasis:entry colname="col6">Inflation</oasis:entry>
         <oasis:entry colname="col7">Window</oasis:entry>
         <oasis:entry colname="col8">Number of</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">coeff.</oasis:entry>
         <oasis:entry colname="col3">intensity</oasis:entry>
         <oasis:entry colname="col4">check for MLS</oasis:entry>
         <oasis:entry colname="col5">length (km)</oasis:entry>
         <oasis:entry colname="col6">coeff. (%)</oasis:entry>
         <oasis:entry colname="col7">length (h)</oasis:entry>
         <oasis:entry colname="col8">members</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Ctrl</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3">0.7</oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5">600</oasis:entry>
         <oasis:entry colname="col6">15</oasis:entry>
         <oasis:entry colname="col7">6</oasis:entry>
         <oasis:entry colname="col8">30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">DC</oasis:entry>
         <oasis:entry colname="col2"><bold>C</bold></oasis:entry>
         <oasis:entry colname="col3">0.7</oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5">600</oasis:entry>
         <oasis:entry colname="col6">15</oasis:entry>
         <oasis:entry colname="col7">6</oasis:entry>
         <oasis:entry colname="col8">30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">P0.5</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3"><bold>0.5</bold></oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5">600</oasis:entry>
         <oasis:entry colname="col6">15</oasis:entry>
         <oasis:entry colname="col7">6</oasis:entry>
         <oasis:entry colname="col8">30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">P1</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3"><bold>1.0</bold></oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5">600</oasis:entry>
         <oasis:entry colname="col6">15</oasis:entry>
         <oasis:entry colname="col7">6</oasis:entry>
         <oasis:entry colname="col8">30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">G5</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3">0.7</oasis:entry>
         <oasis:entry colname="col4"><bold>5</bold></oasis:entry>
         <oasis:entry colname="col5">600</oasis:entry>
         <oasis:entry colname="col6">15</oasis:entry>
         <oasis:entry colname="col7">6</oasis:entry>
         <oasis:entry colname="col8">30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">L300</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3">0.7</oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5"><bold>300</bold></oasis:entry>
         <oasis:entry colname="col6">15</oasis:entry>
         <oasis:entry colname="col7">6</oasis:entry>
         <oasis:entry colname="col8">30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">L1000</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3">0.7</oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5"><bold>1000</bold></oasis:entry>
         <oasis:entry colname="col6">15</oasis:entry>
         <oasis:entry colname="col7">6</oasis:entry>
         <oasis:entry colname="col8">30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">I7</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3">0.7</oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5">600</oasis:entry>
         <oasis:entry colname="col6"><bold>7</bold></oasis:entry>
         <oasis:entry colname="col7">6</oasis:entry>
         <oasis:entry colname="col8">30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">I25</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3">0.7</oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5">600</oasis:entry>
         <oasis:entry colname="col6"><bold>25</bold></oasis:entry>
         <oasis:entry colname="col7">6</oasis:entry>
         <oasis:entry colname="col8">30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">W3</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3">0.7</oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5">600</oasis:entry>
         <oasis:entry colname="col6">15</oasis:entry>
         <oasis:entry colname="col7"><bold>3</bold></oasis:entry>
         <oasis:entry colname="col8">30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">W12</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3">0.7</oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5">600</oasis:entry>
         <oasis:entry colname="col6">15</oasis:entry>
         <oasis:entry colname="col7"><bold>12</bold></oasis:entry>
         <oasis:entry colname="col8">30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">M90</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3">0.7</oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5">600</oasis:entry>
         <oasis:entry colname="col6">15</oasis:entry>
         <oasis:entry colname="col7">6</oasis:entry>
         <oasis:entry colname="col8"><bold>90</bold></oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">M200</oasis:entry>
         <oasis:entry colname="col2">B</oasis:entry>
         <oasis:entry colname="col3">0.7</oasis:entry>
         <oasis:entry colname="col4">20</oasis:entry>
         <oasis:entry colname="col5">600</oasis:entry>
         <oasis:entry colname="col6">15</oasis:entry>
         <oasis:entry colname="col7">6</oasis:entry>
         <oasis:entry colname="col8"><bold>200</bold></oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

      <p id="d1e3185">The parameters included in the data assimilation system are divided into two
categories. The first category includes two parameters describing the GCM:
the horizontal diffusion coefficient and the factor of gravity wave source
intensity in the gravity wave parameterization. The second category includes
five parameters related to the data assimilation: the degree of gross error
check, the localization length, the inflation factor, the length of
assimilation window, and the number of ensembles. The sensitivity of the
performance of assimilation is tested by changing one parameter among the
standard set of the parameters as shown in Table 1. Finally, the<?pagebreak page3152?> performance
of the assimilation with the best set of parameters is confirmed.</p>
      <p id="d1e3189">The criteria used for the evaluation of the data assimilation for each
parameter setting are observation minus forecast (OmF) and observation minus
analysis (OmA) in the observational space. One more criterion for examining
the quality of data assimilation is <inline-formula><mml:math id="M100" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, which was
introduced by Ménard and Chang (2000):
            <disp-formula id="Ch1.Ex1"><mml:math id="M101" display="block"><mml:mtable rowspacing="0.2ex" columnspacing="1em" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>=</mml:mo><mml:mi>t</mml:mi><mml:mi>r</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">YY</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi mathvariant="bold">Y</mml:mi><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:msqrt><mml:mi>m</mml:mi></mml:msqrt></mml:mfrac></mml:mstyle><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mo>-</mml:mo><mml:mi>H</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">HE</mml:mi><mml:mtext>f</mml:mtext></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">R</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mstyle scriptlevel="+1"><mml:mfrac><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle></mml:mrow></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          The parameter <inline-formula><mml:math id="M102" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> describes the consistency
between the innovation with the covariance matrices for the model forecast
and the observations. The <inline-formula><mml:math id="M103" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> values should be
close to 1 if the background and observation errors are properly specified
in the assimilation system. The <inline-formula><mml:math id="M104" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> values higher
(lower) than 1 mean that the background or observation error has been
underestimated (overestimated) against the innovation in the observational
space.</p>
</sec>
</sec>
<sec id="Ch1.S3">
  <label>3</label><title>Results</title>
      <p id="d1e3341">In this section, two types of parameter sensitivity experiments are
performed. One is a parameter tuning of the forecast model to reduce the
systematic biases of the model in the MLT region. The other is an
optimization of parameters related to the data assimilation module. Table 1
summarizes the experiments that we performed, and the best parameter set
among them is shown as “Ctrl”. The grounds for regarding this parameter set
as the best are described in detail in the following subsections. It is also
worth noting that we tested many parameter sets other than those shown in Table 1
that did not work due to computational instability.<?xmltex \hack{\newpage}?></p>
<sec id="Ch1.S3.SS1">
  <label>3.1</label><title>Forecast model improvement</title>
      <p id="d1e3352">To reduce the model bias in the mesosphere, the vertical profile of the
horizontal diffusion coefficient and the gravity wave source intensity in
the non-orographic gravity wave parameterization are examined by comparing
observations in the summertime Antarctic mesosphere. Here, the zonal wind
observed by an MST radar called the PANSY radar in the Antarctic (Sato et
al., 2014) is used as a reference of the mesospheric wind. Note that the
temporal and longitudinal variation of the dynamical field is relatively
small in January and February in the summertime Antarctic mesosphere. The
model performance may depend on the parameters describing the MLT processes,
although we used default values of the model for this study. For example,
climatological concentrations of chemical species are used for the
calculation of the radiative heating rate, although the <inline-formula><mml:math id="M105" display="inline"><mml:mrow class="chem"><mml:msub><mml:mi mathvariant="normal">O</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> and NO
concentrations are affected by the solar activity in a short timescale. The
effects of ion drag are neglected because it is important mainly above the
height of <inline-formula><mml:math id="M106" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 200 km. The chemical heating caused by the
recombination of atomic oxygen is incorporated using a global mean
vertical profile of its density, and we neglected spatial and temporal
changes.</p>
<sec id="Ch1.S3.SS1.SSS1">
  <label>3.1.1</label><title>Horizontal diffusion coefficient</title>
      <p id="d1e3380">The downscale energy cascade from resolved motions to unresolved turbulent
motions is represented by numerical diffusion in most atmospheric models. A
fourth-order horizontal diffusion scheme is used in the present version of
the JAGUAR to prevent the accumulation of energy at the minimum wavelength.
However, it is difficult to directly constrain the horizontal diffusion
coefficient with observational data. In the present study, the horizontal
diffusion coefficient is set to be constant up to the lower mesosphere and
then exponentially increase above to reproduce realistic<?pagebreak page3153?> temperature and
wind structures. As the horizontal diffusion in the model top is
sufficiently strong to damp small-scale disturbances including (resolved)
gravity waves, a sponge layer, which is usually included at the uppermost
layers of GCMs, is not used in the model.</p>
      <p id="d1e3383">To optimize the tuning parameters of the forecast model, a series of
free-run experiments with three different profiles of horizontal diffusion
coefficients are performed. The impact of the difference in the horizontal
diffusion coefficient is examined, focusing on the zonal mean zonal wind
field. All experiments are started with the same initial conditions, which
are obtained from a free-run simulation with climatological external
conditions (hereafter referred to as “the climatological simulation”).</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F1"><?xmltex \currentcnt{1}?><label>Figure 1</label><caption><p id="d1e3388">The vertical profiles of the horizontal diffusion coefficients
given in the forecast model. Profile B was used for the data
assimilation.</p></caption>
            <?xmltex \igopts{width=236.157874pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f01.png"/>

          </fig>

      <p id="d1e3398">Figure 1 shows the three vertical profiles of the horizontal diffusion
coefficient. The horizontal axis denotes the <inline-formula><mml:math id="M107" display="inline"><mml:mi>e</mml:mi></mml:math></inline-formula>-folding time at the
highest resolved wavenumber (total wavenumber <inline-formula><mml:math id="M108" display="inline"><mml:mrow><mml:mi>n</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">42</mml:mn></mml:mrow></mml:math></inline-formula>). Note that a smaller
value on the horizontal axis means stronger horizontal diffusion. The
standard diffusion profile of the JAGUAR is denoted by A: the horizontal
diffusion coefficient is constant below <inline-formula><mml:math id="M109" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 65 km (0.1 hPa) and
rapidly increases above. For this setting, we found synoptic-scale
disturbances with large amplitudes that are not observed in the free runs
around 0.1 hPa. To reduce the amplitudes of the waves, we performed
experiments using two other vertical profiles of the horizontal diffusion
coefficient denoted by B and C. The diffusion in the B and C
profiles is stronger than A below <inline-formula><mml:math id="M110" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 60 km, but the increase in
the diffusion for B is small compared to A. The diffusion for B is smaller
than A above <inline-formula><mml:math id="M111" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 105 km. We also performed model runs with other
diffusion profiles. We show results of the first (B) and second best (C)
profiles as well as the default one.</p>
      <p id="d1e3441">A free run was performed using the model with each diffusion coefficient
profile. The model fields at 00:00 UTC on 5 January of the climatological
simulation were used for the same initial condition for the three free-run
experiments. The results are examined for the zonal mean model fields
averaged over 40 d from 00:00 UTC on 12 January to 23:59 UTC on 20 February at
68.4<inline-formula><mml:math id="M112" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S as shown in Fig. 2. Zonal winds observed by the PANSY
radar (69.0<inline-formula><mml:math id="M113" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S, 39.6<inline-formula><mml:math id="M114" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> E) and zonal mean zonal winds
calculated from the geopotential height of the MLS observation at
67.5–72.5<inline-formula><mml:math id="M115" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S assuming the gradient wind balance are also plotted
for comparison. We confirmed that similar results are obtained if we take a
slightly different latitude and/or a slightly wider latitude range for the
model and MLS data. The interannual variation, such as the SSW in the
northern-latitude winter, and the intra-annual variation, such as the QBO in
the equatorial region, are large. In contrast, it is expected that the
interannual and longitudinal variations in the Southern Hemisphere in summer
are relatively small because the Carney and Drazin theorem indicates that
planetary waves from the troposphere cannot propagate in the westward
background wind in the middle atmosphere. This is the reason we compared
the observation and model only for the Southern Hemisphere.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F2" specific-use="star"><?xmltex \currentcnt{2}?><label>Figure 2</label><caption><p id="d1e3482">Vertical profiles of the zonal mean zonal wind averaged for the
time period of 12 January to 20 February from free runs with different
horizontal diffusions (A: green curves, B: red curves, C: blue curves)
for <bold>(a)</bold> 2016, <bold>(b)</bold> 2017, and <bold>(c)</bold> 2018. PANSY radar and MLS observations are
also shown by black solid curves and dashed curves, respectively. Gray
shading denotes the range of standard deviation for the PANSY radar
observation during the time period. <bold>(d)</bold> Results of the data assimilation
with the Ctrl parameter set for 2017.</p></caption>
            <?xmltex \igopts{width=398.338583pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f02.png"/>

          </fig>

      <p id="d1e3503">It is also worth noting that the vertical axis in Fig. 2 denotes the
geometric altitude. The log–pressure height vertical coordinate commonly
used in GCM studies is approximately 5 km higher than the geometric height
in the upper mesosphere at high latitudes. This difference is taken into
account using the model's geopotential height as the vertical coordinate for
comparison with the radar wind data, which are obtained as a function of
geometric height.</p>
      <p id="d1e3506">The zonal wind for the experiment with the A profile is more eastward above
87 km and more westward below 85 km than observations. As a result, the
vertical shear below 87.5 km is unrealistically strong. In contrast, the
results of the experiments with the B and C diffusion profiles show similar
profiles as the observations. The difference between the B and C experiments
is observed in the vertical shear of zonal wind in the displayed upper
mesosphere, which is large for B and small for C. The vertical shear is more
realistic for B, although the wind magnitude itself is more realistic for C.
We take B because this experiment has a zero-wind layer around 87 km, which is
absent in the C experiment, as the zero-wind layer is an important feature
observed in the upper mesosphere. We expect the model with the B
diffusion coefficient profile to produce realistic vertical wind shear and
hence potentially produce realistic wind fields including the zero-wind
layer using the data assimilation.</p>

      <?xmltex \floatpos{p}?><fig id="Ch1.F3"><?xmltex \currentcnt{3}?><label>Figure 3</label><caption><p id="d1e3512">The meridional cross sections of the zonal mean zonal wind <bold>(a, b)</bold>, the meridional component of the E–P flux <bold>(c, d)</bold>, and the
vertical component of the E–P flux <bold>(e, f)</bold>. The images in panels <bold>(a)</bold>, <bold>(c)</bold>, and <bold>(e)</bold> (<bold>b</bold>, <bold>d</bold>, and <bold>f</bold>) were obtained using the results of the data assimilation for DB (Ctrl)
(DC) and averaged for the time period of 12 January to 20 February 2017.
Contour intervals are 10 m s<inline-formula><mml:math id="M116" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula> for <bold>(a)</bold> and <bold>(b)</bold>, 50 m<inline-formula><mml:math id="M117" display="inline"><mml:msup><mml:mi/><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:math></inline-formula> s<inline-formula><mml:math id="M118" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula> for <bold>(c)</bold> and <bold>(d)</bold>, and 0.2 m<inline-formula><mml:math id="M119" display="inline"><mml:msup><mml:mi/><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:math></inline-formula> s<inline-formula><mml:math id="M120" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula> for <bold>(e)</bold> and <bold>(f)</bold>.</p></caption>
            <?xmltex \igopts{width=227.622047pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f03.png"/>

          </fig>

      <p id="d1e3623">Figure 2d shows the results of the data assimilation experiments with the B
and C diffusion profiles for the time period of 12 January to 20 February 2017. The best set of parameters except for the diffusion profiles in
the data assimilation, which will be shown later in detail, was used for
these experiments. The results from the B experiment are more realistic in
the vertical shear and the location of the zero-wind layer than those of the
C experiment, although the difference is not large. Further comparison is
performed for the<?pagebreak page3154?> latitude–height cross section of zonal mean zonal wind and
Eliassen and Palm (E–P) flux (Fig. 3) from the data assimilation with the
B (left) and C (right) diffusion profiles. The meridional structures for the
zonal mean zonal wind and the E–P flux in the stratosphere are similar below
<inline-formula><mml:math id="M121" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 70 km. The difference is observed above. The zonal mean
zonal wind and E–P flux are strongly damped above 70 km for C because of
strong diffusion given there. This is probably unrealistic. The vertically
fine structure is observed for the E–P flux in midlatitude and high-latitude regions from 90 to 100 km, which is probably not real but due instead
to numerical instability. From these results, we concluded that the best
profile of the horizontal diffusion coefficient is B.</p>
</sec>
<sec id="Ch1.S3.SS1.SSS2">
  <label>3.1.2</label><title>Gravity wave source intensity</title>
      <p id="d1e3641">The source intensity in the model's non-orographic gravity wave
parameterization is tuned as well. The amplitude of upward-propagating
gravity waves increases with increasing altitude due to an exponential
decrease in the atmospheric density. In the upper mesosphere, breaking
gravity waves cause strong forcing to the background winds, which maintains
the weak wind layer near the mesopause (Fritts and Alexander, 2003). As the
gravity waves, which affect the mesosphere most in the summer, are
non-orographically generated, we tuned the source intensity of
the non-orographic gravity wave parameterization. It is expected that high
source intensity lowers the wave breaking level and hence lowers the weak
wind layer around the mesopause.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F4" specific-use="star"><?xmltex \currentcnt{4}?><label>Figure 4</label><caption><p id="d1e3646">The vertical profiles of the zonal mean zonal wind averaged for
the time period of 12 January to 20 February from free runs with
gravity wave parameterizations of different source intensities (P0.5: green
curves, P0.7: red curves, P1.0: blue curves) for <bold>(a)</bold> 2016, <bold>(b)</bold> 2017, and
<bold>(c)</bold> 2018. PANSY radar and MLS observations are also shown by black solid
curves and dashed curves, respectively. Gray shading denotes the range of
standard deviation for the PANSY radar observation during the time period.
<bold>(d)</bold> Results of the data assimilation with the Ctrl parameter set for 2017.</p></caption>
            <?xmltex \igopts{width=398.338583pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f04.png"/>

          </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F5" specific-use="star"><?xmltex \currentcnt{5}?><label>Figure 5</label><caption><p id="d1e3669">The day–latitude section of MLS bias at <bold>(a)</bold> 10 hPa, <bold>(b)</bold> 1 hPa, <bold>(c)</bold> 0.1 hPa, and <bold>(d)</bold> 0.01 hPa. The contour intervals are 0.5 K.</p></caption>
            <?xmltex \igopts{width=398.338583pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f05.png"/>

          </fig>

      <p id="d1e3691">Figure 4a compares vertical profiles of the zonal mean zonal wind at
68.37<inline-formula><mml:math id="M122" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S averaged for the time period of 12 January to 20 February
from free runs with different source intensities of the non-orographic
gravity wave parameterization. The original source intensity is denoted by
P1.0, and the modified intensities are 0.5 and 0.7 times the original source
intensity, denoted by P0.5 and P0.7, respectively. The PANSY radar and MLS
observations are plotted for comparison similar to Fig. 2. Results of the
climatological simulation are used as the initial condition for the free
run, which is the same as for the free-run experiments with different
horizontal diffusion coefficients.</p>
      <p id="d1e3703">As we expected, the zonal mean zonal wind is weaker and the height of the
zero-wind layer is lower for stronger source intensity. It seems that the
zonal wind is weaker and the zero-wind layer is lower for P1.0 than those in
the observations.</p>
      <p id="d1e3706">Figure 4d shows the results of the data assimilation experiments with P0.5,
P0.7, and P1.0 for the time period of 12 January to 20 February 2017. For
these experiments, the best set of parameters except for the source
intensity was used in the data assimilation, which will be shown later in
detail. Although all the profiles are consistent with observations within
the standard deviation range, the profile for P0.7 is the most similar to
observations in terms of the magnitude and the height of the zero-wind
layer. From these results, we determined that the best source intensity is
0.7 times the original one (i.e., P0.7).</p>
</sec>
</sec>
<sec id="Ch1.S3.SS2">
  <label>3.2</label><title>Aura MLS bias correction</title>
      <?pagebreak page3155?><p id="d1e3718">According to the Aura MLS data quality document (Livesey et al., 2018), the
MLS temperature data have a bias compared to the SABER ones as a function of
the pressure, which is <inline-formula><mml:math id="M123" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">5</mml:mn></mml:mrow></mml:math></inline-formula> to <inline-formula><mml:math id="M124" display="inline"><mml:mo>+</mml:mo></mml:math></inline-formula>1 K for pressure levels of 1–0.1 hPa, <inline-formula><mml:math id="M125" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula> to
0 K for 0.1–0.01 hPa, and <inline-formula><mml:math id="M126" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">10</mml:mn></mml:mrow></mml:math></inline-formula> K for 0.001 hPa. Thus, before performing the
data assimilation, the MLS observation bias was removed as much as possible.
Previous studies treated the bias correction in various ways: Hoppel et al. (2008) used bias-corrected SABER (v.1.06) data with the MLS data (v.2.2).
Eckermann et al. (2009) used SABER (v.1.07) and MLS (v.2.2) temperatures for
their assimilation in which the SABER (v.1.07) temperatures at altitudes
below 2.7 hPa were bias-corrected using the mean difference from MLS
(v.2.2), and the MLS temperatures above 2 hPa were bias-corrected using the
mean difference relative to other satellite, suborbital, and analysis
temperatures. Note that these studies used different versions of the SABER data
(v.1.0X) from that we used (v.2.0). Pedatella et al. (2014b) did not perform
the bias correction. Pedatella et al. (2016) adjusted the SABER temperatures
to account for the bias between SABER (v.2.0) and MLS (v.2.2) temperatures.
Eckermann et al. (2018) performed a bias correction for the MLS temperatures
(v.4.0) above 5 hPa using the mean difference between MLS and SABER (v.2.0)
temperatures, as well as the SABER temperatures for the pressure levels from 68 to
5 hPa using the mean difference between MLS and SABER. McCormack et al. (2017) and Pedatella et al. (2018) do not state explicitly whether or not a
bias correction is applied, so it is not clear which bias correction was
performed in their studies. We confirmed that the bias estimated in this
study is similar to the globally averaged mean differences between MLS
temperature and other correlative datasets shown in the data quality
document (Liversey et al., 2018) at each height.</p>
      <p id="d1e3758">In this study, the MLS observation bias is first estimated as a function of
the calendar day at each latitude and each pressure in a range of 177.838
to 0.001 hPa. As the reference for the correction, we used the TIMED
SABER temperature data (v.2.0), which are considered to have little
observation bias, at least in the altitude range from 85 to 100 km, as
confirmed by Xu et al. (2006), who used data from the sodium lidar at
Colorado State University, providing the absolute value of the temperature.
Xu et al. (2006) attributed the disagreement below 85 km to high photon
noise contaminating the lidar observations. Thus, we used the SABER
temperature data for the Aura MLS bias estimation in the height range of
10–100 km.</p>
      <p id="d1e3761">The observation view of SABER is altered every <inline-formula><mml:math id="M127" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 60 d by
switching between northward (50<inline-formula><mml:math id="M128" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S–82<inline-formula><mml:math id="M129" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N) and southward
(82<inline-formula><mml:math id="M130" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S–50<inline-formula><mml:math id="M131" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N) view modes. Thus, the latitudinal
coverage of the SABER data is narrow compared to the MLS data. However, both
datasets overlap for a long time period sufficient for statistical
comparison between them.</p>
      <?pagebreak page3157?><p id="d1e3807">The bias is estimated using data from 2005 to 2015. The original vertical
resolution of MLS (<inline-formula><mml:math id="M132" display="inline"><mml:mo lspace="0mm">∼</mml:mo></mml:math></inline-formula> 1–5 km) is coarser than that of SABER
(<inline-formula><mml:math id="M133" display="inline"><mml:mo lspace="0mm">∼</mml:mo></mml:math></inline-formula> 0.5 km). First, the vertical mean of the SABER data
corresponding to the vertical resolution at each of the 55 height levels of
MLS data is obtained. Next, by linear interpolation, data at the grid of
25<inline-formula><mml:math id="M134" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> (longitude) <inline-formula><mml:math id="M135" display="inline"><mml:mo>×</mml:mo></mml:math></inline-formula> 5<inline-formula><mml:math id="M136" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> (latitude) at a time
interval of 3 h are made for MLS and SABER data. The MLS and SABER
data made at a 3 h interval have a lot of missing values because
observations are sparse. These missing values are not used for the bias
calculation. This means that the bias was estimated using MLS and SABER data
at nearly the same local time. Whereas the longitudinal variation of the
bias is small (1 K at the most), there is large annual variation in
addition to the dependence on latitude and height. Thus, the MLS bias
<inline-formula><mml:math id="M137" display="inline"><mml:mrow><mml:msub><mml:mi>T</mml:mi><mml:mi mathvariant="normal">bias</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is obtained as a function of the latitude (<inline-formula><mml:math id="M138" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula>), height
(<inline-formula><mml:math id="M139" display="inline"><mml:mi>z</mml:mi></mml:math></inline-formula>), and calendar day (<inline-formula><mml:math id="M140" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula>):
            <disp-formula id="Ch1.Ex2"><mml:math id="M141" display="block"><mml:mtable rowspacing="0.2ex" class="split" columnspacing="1em" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>T</mml:mi><mml:mi mathvariant="normal">bias</mml:mi></mml:msub><mml:mfenced close=")" open="("><mml:mrow><mml:mi>y</mml:mi><mml:mo>,</mml:mo><mml:mi>z</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msub><mml:mi>T</mml:mi><mml:mi mathvariant="normal">mean</mml:mi></mml:msub><mml:mfenced close=")" open="("><mml:mrow><mml:mi>y</mml:mi><mml:mo>,</mml:mo><mml:mi>z</mml:mi></mml:mrow></mml:mfenced><mml:mo>+</mml:mo><mml:mi>A</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi>y</mml:mi><mml:mo>,</mml:mo><mml:mi>z</mml:mi></mml:mrow></mml:mfenced><mml:mi>cos⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mi>t</mml:mi><mml:mn mathvariant="normal">365</mml:mn></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:mi>B</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi>y</mml:mi><mml:mo>,</mml:mo><mml:mi>z</mml:mi></mml:mrow></mml:mfenced><mml:mi>sin⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mi>t</mml:mi><mml:mn mathvariant="normal">365</mml:mn></mml:mfrac></mml:mstyle></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          where <inline-formula><mml:math id="M142" display="inline"><mml:mrow><mml:msub><mml:mi>T</mml:mi><mml:mi mathvariant="normal">mean</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> represents the annual mean, and the coefficients
<inline-formula><mml:math id="M143" display="inline"><mml:mi>A</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M144" display="inline"><mml:mi>B</mml:mi></mml:math></inline-formula> are estimated by the least-squares method.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F6"><?xmltex \currentcnt{6}?><label>Figure 6</label><caption><p id="d1e4012">The vertical profile of the global average of the Aura MLS
temperature bias (the solid black curve) with standard deviation (gray
shading). Error bars denote reported bias (Livesey et al., 2018).</p></caption>
          <?xmltex \igopts{width=199.169291pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f06.png"/>

        </fig>

      <p id="d1e4021">Figure 5 shows the estimated MLS bias as a function of calendar day and
latitude at 10, 1, 0.1, and 0.01 hPa. The MLS bias shows a strong dependence
on the altitude and latitude and has an annual cycle with amplitudes of 2 to
4 K. Figure 6 shows the vertical profiles of global mean Aura MLS bias along
with the bias reported in the data quality document (Liversey et al., 2018).
For example, the global mean MLS biases estimated by the present study are
<inline-formula><mml:math id="M145" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.6</mml:mn><mml:mo>±</mml:mo><mml:mn mathvariant="normal">0.7</mml:mn></mml:mrow></mml:math></inline-formula> K at 56.2 hPa, <inline-formula><mml:math id="M146" display="inline"><mml:mrow><mml:mn mathvariant="normal">2.0</mml:mn><mml:mo>±</mml:mo><mml:mn mathvariant="normal">1.4</mml:mn></mml:mrow></mml:math></inline-formula> K at 1 hPa, and <inline-formula><mml:math id="M147" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">3.8</mml:mn><mml:mo>±</mml:mo><mml:mn mathvariant="normal">1.1</mml:mn></mml:mrow></mml:math></inline-formula> K at 0.316 hPa. These are comparable to the biases described in the data
quality document, which are <inline-formula><mml:math id="M148" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> to 0 K at 56.2 hPa, 0 to 5 K at 1 hPa, and <inline-formula><mml:math id="M149" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">7</mml:mn></mml:mrow></mml:math></inline-formula> to 4 K at 0.316. This consistency indicates the validity of using the SABER
data as a reference to estimate the MLS bias.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F7" specific-use="star"><?xmltex \currentcnt{7}?><label>Figure 7</label><caption><p id="d1e4086">The meridional cross sections of zonal mean temperature <bold>(a, b)</bold> and zonal wind <bold>(e, f)</bold>. The results in panels <bold>(a)</bold> and <bold>(e)</bold> (<bold>b</bold> and <bold>f</bold>)
are from assimilating Aura MLS data without (with) bias correction, which are
averaged for the time period of 12 January to 20 February 2017. <bold>(c)</bold> The difference between <bold>(a)</bold> and <bold>(b)</bold>; <bold>(g)</bold> difference between <bold>(e)</bold> and <bold>(f)</bold>. <bold>(d)</bold> The corrected bias for
the same time period. Contour intervals are 10 K for <bold>(a)</bold> and <bold>(b)</bold>, 2 K for <bold>(c)</bold> and <bold>(d)</bold>, 10 m s<inline-formula><mml:math id="M150" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula> for <bold>(e)</bold> and <bold>(f)</bold>, and 5 m s<inline-formula><mml:math id="M151" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula> for <bold>(g)</bold>.</p></caption>
          <?xmltex \igopts{width=398.338583pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f07.png"/>

        </fig>

      <p id="d1e4182">To evaluate the effect of the bias correction, data assimilation was
performed using the MLS data with and without bias correction. Figure 7
compares the latitude and pressure section of the zonal mean temperature and
zonal wind between the two analyses. The difference in zonal mean
temperature between the two (Fig. 7c) resembles the corrected bias (Fig. 7d). In contrast, the difference in the zonal mean zonal wind is not very
large (Fig. 7g). This is because the latitudinal difference in the bias,
which largely affects the zonal mean zonal wind through the thermal wind
balance, is not large compared to the vertical difference. In our study, the
bias correction of the MLS data is made before the data assimilation, as in
standard assimilation parameter setting.</p>
</sec>
<sec id="Ch1.S3.SS3">
  <label>3.3</label><title>Data assimilation setting optimization for 30 ensemble members</title>
      <p id="d1e4193">A series of sensitivity tests were performed to obtain the best values of
each parameter in the data assimilation system with 30 ensemble members.
This number of members is practical for the data assimilation up to the
lower thermosphere with current supercomputer technology. The examined
assimilation parameters are the gross error coefficient, localization
length, inflation coefficient, and assimilation window length. The best
parameter set obtained by the sensitivity tests is denoted by Ctrl in
Table 1. There are six assimilation parameters to be examined. We performed
an assimilation run with almost all combinations of the parameters. Several
parameter settings did not work due to computational instability. We found a
parameter set that provides the best assimilation results in our system. This
best parameter set is placed as the control setting (Ctrl), and the parameter
dependence of the assimilation performance is examined by using the results
in which one of the parameters is changed from the Ctrl set. Section 3.3.5
gives a short summary of the data assimilation setting optimization for 30
ensemble members.</p>
<sec id="Ch1.S3.SS3.SSS1">
  <label>3.3.1</label><title>Gross error coefficient</title>
      <p id="d1e4203">The gross error check is a method of quality control (QC) for the
observation data used for the assimilation. In this method, an observation
is assimilated only if its OmF is smaller than expected, assuming that the
forecast model provides a reasonable representation of the true atmosphere.
In many previous studies, observations are not assimilated when the OmF
exceeds 3–5 times the observational error for the troposphere and
stratosphere. However, this criterion may not be suitable for the mesosphere
and lower thermosphere, in which<?pagebreak page3158?> the systematic bias and predictability of
the model are likely higher and lower, respectively (e.g., Pedatella et al.,
2014a). Thus, the maximal allowable difference between the MLS observations
and model forecasts normalized by the observational error, which is called
the “gross error coefficient”, is set at 20 (hereafter referred to as the
G20) for the MLS measurements as a control experiment of the present
study, whereas it is set at 5 for the PREPBUFR dataset as in previous
studies such as Miyoshi et al. (2007). Consequently, this setting uses most
of the MLS observations to correct the model forecast. To investigate the
effect of the enlarged gross error check coefficient, the result for the G20
is also compared to the experiment with the gross error coefficient of 5 for
the MLS measurement (G5). Note that the other parameters in addition to the gross
error coefficient are taken to be the same for the G20 (Ctrl) and G5 (see
Table 1).</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F8" specific-use="star"><?xmltex \currentcnt{8}?><label>Figure 8</label><caption><p id="d1e4208">Histogram of the OmF (thin curves) and OmA (thick curves) at 0.1 hPa <bold>(a, b)</bold>, 1 hPa <bold>(c, d)</bold>, and 10 hPa <bold>(e, f)</bold>. Panels <bold>(a)</bold>, <bold>(c)</bold>,
and <bold>(e)</bold> are the results from G20 (<bold>b</bold>, <bold>d</bold>, and <bold>f</bold> for G5) for the time
period of 12 January to 20 February 2017.</p></caption>
            <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f08.png"/>

          </fig>

      <p id="d1e4245">Figure 8 compares the histograms of the OmF (a gray curve) and OmA (a black
curve) for the G20 (left) and G5 (right) experiments at 0.1, 1, and 10 hPa.
For both settings, the mean OmF values are slightly negative, whereas both
the mean bias and standard deviations of the OmA are smaller than those of
the OmF at most pressure levels. As expected, the OmF is more widely
distributed for the G20 than for the G5. This reflects the inclusion of more
observations for the assimilation with the G20. Although the OmF
distribution for the G20 is close to the normal distribution, the
distribution of for the G5 seems distorted, probably by an overly strict
selection of observations close to the model forecasts, which can be seen
from the number of assimilated observations, as indicated by the area of the
histogram in Fig. 8, which is only a half or a third the number for the
G20.</p>
      <p id="d1e4249">Figure 9 shows vertical profiles of the mean OmF, OmA, and <inline-formula><mml:math id="M152" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> (see Sect. 2.4). Absolute values of the mean OmA are
smaller than those of the mean OmF at almost all levels for both the G20 and
G5 experiments. Note that the bias of the OmA is smaller than the standard
deviation, as shown in<?pagebreak page3159?> Fig. 8 as an example. The absolute values of the
mean OmF for the G20 are 1.5–2 times larger than those for the G5, implying
that more observations that deviate largely from the forecasts are
assimilated for the G20. It is worth noting that the absolute value of the
mean OmF tends to increase with height, indicating that the forecast is less
reliable in the upper stratosphere and mesosphere. The <inline-formula><mml:math id="M153" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> values with the G20 are larger than those with the G5 at all
levels, reflecting a larger OmF for the G20. Generally speaking, such large
<inline-formula><mml:math id="M154" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> values with the G20 suggest that optimizing
observation error and forecast spread is required. However, considering the
current immature stage of the forecast model performance in the upper
mesosphere and above, we permitted the large <inline-formula><mml:math id="M155" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> values with the G20, as it allows us to use a large number
of observations, which are sparse in the upper stratosphere and mesosphere.
In fact, the correlation between our analysis and observation is greatly
improved for the G20 compared with the G5 (shown later in Fig. 15). It
will be shown later that the <inline-formula><mml:math id="M156" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> values are
improved by taking a larger number of ensemble members.</p>

      <?xmltex \floatpos{p}?><fig id="Ch1.F9" specific-use="star"><?xmltex \currentcnt{9}?><label>Figure 9</label><caption><p id="d1e4309">The vertical profiles of the global mean <bold>(a)</bold> OmF and OmA, as well as <bold>(b)</bold> <inline-formula><mml:math id="M157" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>. The gray (black) curves
denote the OmF (OmA) in <bold>(a)</bold>. Dashed and solid curves denote results from the
G5 and G20 (Ctrl), respectively. Plotted is an average for the time period
of 12 January to 20 February 2017.</p></caption>
            <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f09.png"/>

          </fig>

      <?xmltex \floatpos{p}?><fig id="Ch1.F10" specific-use="star"><?xmltex \currentcnt{10}?><label>Figure 10</label><caption><p id="d1e4340">The vertical profiles of the global mean <bold>(a)</bold> OmF and OmA, as well as <bold>(b)</bold> <inline-formula><mml:math id="M158" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>. The gray (black) curves
denote the OmF (OmA) in <bold>(a)</bold>. Dashed, solid, and dotted curves denote results
from L300, L600 (Ctrl), and L1000, respectively. Plotted is an average for
the time period of 12 January to 20 February 2017.</p></caption>
            <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f10.png"/>

          </fig>

</sec>
<sec id="Ch1.S3.SS3.SSS2">
  <label>3.3.2</label><title>Localization length</title>
      <?pagebreak page3161?><p id="d1e4377">In the LETKF, the observation error is weighted with the inverse shape of
the Gaussian function (observational localization) of the distance (<inline-formula><mml:math id="M159" display="inline"><mml:mi>d</mml:mi></mml:math></inline-formula>) between
the location of the observation and the grid point:
              <disp-formula id="Ch1.E23" content-type="numbered"><label>23</label><mml:math id="M160" display="block"><mml:mrow><mml:msup><mml:mi>R</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:mi>R</mml:mi><mml:mo>⋅</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced close="]" open="["><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mi>d</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:msup><mml:mi>L</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
            where <inline-formula><mml:math id="M161" display="inline"><mml:mi>R</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M162" display="inline"><mml:mrow><mml:msup><mml:mi>R</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> are the original and modified observation error
covariances, respectively, and <inline-formula><mml:math id="M163" display="inline"><mml:mi>L</mml:mi></mml:math></inline-formula> is a horizontal length scale that
describes the distance to which the observation is effective in the
assimilation. The parameter <inline-formula><mml:math id="M164" display="inline"><mml:mi>L</mml:mi></mml:math></inline-formula> is called the “localization length”, which
is one of the key parameters that determine the LETKF performance. For a
forecast model with a high degree of freedom, as in the present study, a
small number of ensemble members may cause sampling errors in the forecast
error covariance at a long distance (e.g., Miyoshi et al., 2014). The
localization is introduced to reduce such spurious correlations at long
distances.</p>
      <p id="d1e4458">A sensitivity test is performed by taking <inline-formula><mml:math id="M165" display="inline"><mml:mrow><mml:mi>L</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">300</mml:mn></mml:mrow></mml:math></inline-formula> km (L300), <inline-formula><mml:math id="M166" display="inline"><mml:mrow><mml:mi>L</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">600</mml:mn></mml:mrow></mml:math></inline-formula> km
(L600, Ctrl), and <inline-formula><mml:math id="M167" display="inline"><mml:mrow><mml:mi>L</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1000</mml:mn></mml:mrow></mml:math></inline-formula> km (L1000) without changing the other parameters
(see Table 1). For the vertical localization length, we used the same
setting for all experiments. It is defined by the inverse of the Gaussian
function (Eq. 23), with <inline-formula><mml:math id="M168" display="inline"><mml:mrow><mml:mi>L</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.6</mml:mn></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M169" display="inline"><mml:mrow><mml:mi>d</mml:mi><mml:mo>=</mml:mo><mml:mi>ln⁡</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub><mml:mo>/</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mi>ln⁡</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mi mathvariant="normal">grid</mml:mi></mml:msub><mml:mo>/</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M170" display="inline"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M171" display="inline"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mi mathvariant="normal">grid</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>,
and <inline-formula><mml:math id="M172" display="inline"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> are the pressures of the observation, grid point, and surface,
respectively. Figure 10 shows the vertical profiles of the mean OmF, OmA,
and <inline-formula><mml:math id="M173" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> for the L300, L600 (Ctrl), and L1000. The
magnitude of the mean OmF is largest for the L1000 below 0.3 hPa and for the
L300 above between the three experiments. The OmA values are distributed
around zero for L600, whereas they tend to be negative for the L1000,
particularly at lower levels, and tend to be positive for the L300,
particularly at upper levels. The <inline-formula><mml:math id="M174" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> values are
smallest for the L300 and largest for the L1000.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T2"><?xmltex \currentcnt{2}?><label>Table 2</label><caption><p id="d1e4617">The localization length dependence of the root mean square (RMS)
difference (K) between the analysis temperature and the MLS temperature
observation. The averaged data for the time period of 12 January to 20 February 2017 are shown.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="4">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="right"/>
     <oasis:colspec colnum="3" colname="col3" align="right"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Height (hPa)</oasis:entry>
         <oasis:entry colname="col2">L300</oasis:entry>
         <oasis:entry colname="col3">L600 (Ctrl)</oasis:entry>
         <oasis:entry colname="col4">L1000</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">0.005</oasis:entry>
         <oasis:entry colname="col2">10.1</oasis:entry>
         <oasis:entry colname="col3">8.6</oasis:entry>
         <oasis:entry colname="col4">8.3</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">0.01</oasis:entry>
         <oasis:entry colname="col2">11.6</oasis:entry>
         <oasis:entry colname="col3">9.2</oasis:entry>
         <oasis:entry colname="col4">9.0</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">0.1</oasis:entry>
         <oasis:entry colname="col2">6.8</oasis:entry>
         <oasis:entry colname="col3">5.5</oasis:entry>
         <oasis:entry colname="col4">6.4</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">1</oasis:entry>
         <oasis:entry colname="col2">3.8</oasis:entry>
         <oasis:entry colname="col3">4.1</oasis:entry>
         <oasis:entry colname="col4">5.9</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">10</oasis:entry>
         <oasis:entry colname="col2">2.1</oasis:entry>
         <oasis:entry colname="col3">2.6</oasis:entry>
         <oasis:entry colname="col4">3.6</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

      <p id="d1e4731">This result suggests that the best localization length depends on the
height. To see the height dependence in a different way, the root mean
square (RMS) of the temperature difference from the (bias-corrected) MLS
observations was calculated for each experiment at each height. Results are
shown in Table 2 for typical levels of 10, 1, 0.1, 0.01, and
0.005 hPa in the stratosphere and mesosphere. A smaller RMS means that
observations are better assimilated. The RMS is smallest for the L300 at
lower levels of 10 and 1 hPa, for the L600 at 0.1 hPa, and for the L1000
at upper levels of 0.01 and 0.005 hPa, suggesting that optimal
localization length depends on the height.</p>
      <p id="d1e4734">Based on the results, we employed the L600 as the best <inline-formula><mml:math id="M175" display="inline"><mml:mi>L</mml:mi></mml:math></inline-formula> to obtain a better
analysis for all levels from the stratosphere to the upper mesosphere. Our
assimilation does not necessarily provide the best analysis data for a
limited height region, but it does ensure that the analysis has a
sufficient, nearly uniform quality for the whole middle atmosphere.<?xmltex \hack{\newpage}?></p>
</sec>
<sec id="Ch1.S3.SS3.SSS3">
  <label>3.3.3</label><title>Inflation coefficient</title>
      <p id="d1e4753">To avoid possible underestimations in the forecast error covariances due to
the small number of ensembles used in the assimilation, a covariance
inflation technique is employed (see Eq. 9). The inflation coefficient is
generally set to <inline-formula><mml:math id="M176" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 10 % for the tropospheric system (e.g.,
Miyoshi et al., 2007; Miyoshi and Yamane, 2007; Hunt et al., 2007). We
tested three different inflation coefficients, namely 7 % (I7), 15 %
(I15, Ctrl), and 25 % (I25). Note again that the sensitivity test was
conducted by changing the inflation coefficient only (see Table 1).</p>
      <p id="d1e4763">Figure 11 shows meridional cross sections of the zonal mean ensemble spread
of temperature for each assimilation run. The ensemble spread for the I7 is
about 1 K at most in the mesosphere and lower thermosphere, which is smaller
than the observation accuracy (1–3 K). In contrast, the ensemble spreads
for the I15 and I25 are distributed in the range of the observation
accuracy. The necessity of a larger inflation coefficient is likely due to the
large diffusion coefficient in the upper mesosphere and lower thermosphere
used in the forecast model (Fig. 1). However, a larger inflation
coefficient leads to an unrealistically thin vertical structure of ensemble
spreads in the lower mesosphere, which is conspicuous for the I25 (Fig. 11). Figure 12 shows the time series of the global mean temperature spreads
for respective settings at 0.01 and 10 hPa. The temperature spreads vary
slightly in time and seem stable after 13 January for both pressure levels.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F11" specific-use="star"><?xmltex \currentcnt{11}?><label>Figure 11</label><caption><p id="d1e4768">The meridional cross section of the zonal mean ensemble spread of
temperature (K) for <bold>(a)</bold> I7, <bold>(b)</bold> I15 (Ctrl), and <bold>(c)</bold> I25 averaged for the
time period of 12 January to 20 February 2017.</p></caption>
            <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f11.png"/>

          </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F12" specific-use="star"><?xmltex \currentcnt{12}?><label>Figure 12</label><caption><p id="d1e4789">The time series of the global mean temperature spread for <bold>(a)</bold> 0.01 hPa and <bold>(b)</bold> 10 hPa. Dashed, solid, and dotted curves denote results from
I7, I15 (Ctrl), and I25, respectively.</p></caption>
            <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f12.png"/>

          </fig>

      <p id="d1e4804">The vertical profiles of the mean OmF, OmA, and <inline-formula><mml:math id="M177" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> for the I7, I15, and I25 are shown in Fig. 13. The
absolute value of the OmF and OmA is the smallest for the I15 at most
altitudes. The <inline-formula><mml:math id="M178" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> values are also small for the
I15 at most altitudes. Thus, we employed the best inflation coefficient of
15 % (i.e., I15).</p>
      <p id="d1e4829">Interestingly, the range of the best inflation coefficient also depends on
the height from a viewpoint of <inline-formula><mml:math id="M179" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>: the
<inline-formula><mml:math id="M180" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> values for the I15 are similar to those for
the I25 but smaller than the I5 above 0.2 hPa, whereas they are similar to
those for the I7 but smaller than the I25 below 0.2 hPa.</p>
</sec>
<sec id="Ch1.S3.SS3.SSS4">
  <label>3.3.4</label><title>Assimilation window length</title>
      <p id="d1e4863">The length of the assimilation window, which is a time duration of forecast
and observation to be assimilated during one assimilation cycle, is also
examined. When the assimilation window is set to 6 h, the forecast is first
performed for <inline-formula><mml:math id="M181" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>–9 h, and next the analysis at <inline-formula><mml:math id="M182" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:math></inline-formula> h
is obtained by the assimilation using the forecasts and observations for the
time period of <inline-formula><mml:math id="M183" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula>–9 h in the assimilation. Note that this
assimilation scheme uses future information to obtain the analysis at a
certain time. The obtained analysis is used as an initial condition for the
next forecast for 9 h (i.e., <inline-formula><mml:math id="M184" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:math></inline-formula>–15 h). By repeating these
processes of forecast and assimilation, an analysis is obtained every 6 h.
Thus, the length of the<?pagebreak page3162?> assimilation window determines the length of the
forecast run as well as the analysis interval.</p>
      <p id="d1e4914">A longer window has the advantage that more observations are assimilated at
once, while taking the predicted physically balanced time evolution of
dynamical fields into account. However, the longer forecast length may
increase model errors. Moreover, the 4D-EnKF assumes a linear time evolution
of the dynamical field during the assimilation window length. Thus,
variations with strong nonlinearity or with timescales shorter than the
assimilation window length are not taken into account. We tested
assimilation windows of 3 h (W3), 6 h (W6, Ctrl), and 12 h (W12) (see Table 1). The W12 (W3) assimilation was performed using the forecasts for
<inline-formula><mml:math id="M185" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:math></inline-formula>–18 h (<inline-formula><mml:math id="M186" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula>–4 h) out of the forecast run over 18 h
(4 h) and the corresponding observations.</p>

      <?xmltex \floatpos{p}?><fig id="Ch1.F13" specific-use="star"><?xmltex \currentcnt{13}?><label>Figure 13</label><caption><p id="d1e4943">The vertical profiles of the global mean <bold>(a)</bold> OmF and OmA, as well as <bold>(b)</bold> <inline-formula><mml:math id="M187" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>. The gray (black) curves
denote the OmF (OmA) in <bold>(a)</bold>. Dashed, solid, and dotted curves denote results
from I7, I15 (Ctrl), and I25, respectively. Plotted is an average for the
time period of 12 January to 20 February 2017.</p></caption>
            <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f13.png"/>

          </fig>

      <?xmltex \floatpos{p}?><fig id="Ch1.F14" specific-use="star"><?xmltex \currentcnt{14}?><label>Figure 14</label><caption><p id="d1e4975">The vertical profiles of the global mean <bold>(a)</bold> OmF and OmA, as well as <bold>(b)</bold> <inline-formula><mml:math id="M188" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>. The gray (black) curves
denote the OmF (OmA) in <bold>(a)</bold>. Dashed, solid, and dotted curves denote results
from W3, W6 (Ctrl), and W12, respectively. Plotted is an average for the
time period of 12 January to 20 February 2017.</p></caption>
            <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f14.png"/>

          </fig>

      <p id="d1e5004">Figure 14 shows the vertical profiles of the mean OmF, OmA, and
<inline-formula><mml:math id="M189" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> for the three assimilations. The OmF for the
W3 (W12) is calculated using the forecast for 3 h (12 h), while for the other
experiments, whose assimilation window is 6 h, the forecast for 6 h is used.
The mean OmF and OmA values for the W6 and W12 are larger than for the W3,
suggesting larger forecast errors in longer windows. There are two possible
reasons: first, forecast error is generally larger for a longer forecast time
at a certain parameter setting. Second, relatively short-period disturbances
such as quasi-2 d waves are dominant, particularly in the mesosphere
(e.g., Pancheva et al., 2016), which requires a short assimilation window
for their expression. However, <inline-formula><mml:math id="M190" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> is
significantly larger for the W3 than for the W6 and W12, particularly below
0.2 hPa, suggesting that the 3 h window may have been too short to develop
forecast error spreads sufficiently, especially for the lower atmosphere.
Based on these results, the length of 6 h is regarded as the best
assimilation window.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T3" specific-use="star"><?xmltex \currentcnt{3}?><label>Table 3</label><caption><p id="d1e5032">The bias of the time series of zonal mean temperature at 70<inline-formula><mml:math id="M191" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N for the time period from 15 January to 20 February 2017 from
each assimilation experiment and from MERRA-2 (see Fig. 15). The RMS of
the differences between the time series of each experiment and MERRA-2, as
well as the correlation (Corr) between the time series from each experiment
and from MERRA-2, is also shown. Results for <bold>(a)</bold> 500 hPa, <bold>(b)</bold> 10 hPa, <bold>(c)</bold> 1 hPa, and <bold>(d)</bold> 0.1 hPa are shown. The numerals showing a better performance than
Ctrl are boldfaced.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="9">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="right"/>
     <oasis:colspec colnum="3" colname="col3" align="right" colsep="1"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:colspec colnum="5" colname="col5" align="right" colsep="1"/>
     <oasis:colspec colnum="6" colname="col6" align="right"/>
     <oasis:colspec colnum="7" colname="col7" align="right" colsep="1"/>
     <oasis:colspec colnum="8" colname="col8" align="right"/>
     <oasis:colspec colnum="9" colname="col9" align="right"/>
     <oasis:thead>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry rowsep="1" namest="col2" nameend="col3" align="center" colsep="1"><bold>(a)</bold> 500 hPa </oasis:entry>
         <oasis:entry rowsep="1" namest="col4" nameend="col5" align="center" colsep="1"><bold>(b)</bold> 10 hPa </oasis:entry>
         <oasis:entry rowsep="1" namest="col6" nameend="col7" align="center" colsep="1"><bold>(c)</bold> 1.0 hPa </oasis:entry>
         <oasis:entry rowsep="1" namest="col8" nameend="col9" align="center"><bold>(d)</bold> 0.1 hPa </oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">RMS</oasis:entry>
         <oasis:entry colname="col3">Corr</oasis:entry>
         <oasis:entry colname="col4">RMS</oasis:entry>
         <oasis:entry colname="col5">Corr</oasis:entry>
         <oasis:entry colname="col6">RMS</oasis:entry>
         <oasis:entry colname="col7">Corr</oasis:entry>
         <oasis:entry colname="col8">RMS</oasis:entry>
         <oasis:entry colname="col9">Corr</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Ctrl</oasis:entry>
         <oasis:entry colname="col2">0.808</oasis:entry>
         <oasis:entry colname="col3">0.928</oasis:entry>
         <oasis:entry colname="col4">1.635</oasis:entry>
         <oasis:entry colname="col5">0.994</oasis:entry>
         <oasis:entry colname="col6">3.358</oasis:entry>
         <oasis:entry colname="col7">0.954</oasis:entry>
         <oasis:entry colname="col8">4.069</oasis:entry>
         <oasis:entry colname="col9">0.959</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">DC</oasis:entry>
         <oasis:entry colname="col2"><bold>0.787</bold></oasis:entry>
         <oasis:entry colname="col3">0.914</oasis:entry>
         <oasis:entry colname="col4"><bold>1.602</bold></oasis:entry>
         <oasis:entry colname="col5"><bold>0.995</bold></oasis:entry>
         <oasis:entry colname="col6">3.888</oasis:entry>
         <oasis:entry colname="col7">0.944</oasis:entry>
         <oasis:entry colname="col8">4.566</oasis:entry>
         <oasis:entry colname="col9">0.944</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">P0.5</oasis:entry>
         <oasis:entry colname="col2">1.009</oasis:entry>
         <oasis:entry colname="col3">0.912</oasis:entry>
         <oasis:entry colname="col4">1.729</oasis:entry>
         <oasis:entry colname="col5">0.989</oasis:entry>
         <oasis:entry colname="col6">3.630</oasis:entry>
         <oasis:entry colname="col7">0.951</oasis:entry>
         <oasis:entry colname="col8">4.599</oasis:entry>
         <oasis:entry colname="col9">0.943</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">P1</oasis:entry>
         <oasis:entry colname="col2">1.062</oasis:entry>
         <oasis:entry colname="col3">0.926</oasis:entry>
         <oasis:entry colname="col4">1.813</oasis:entry>
         <oasis:entry colname="col5">0.993</oasis:entry>
         <oasis:entry colname="col6">4.579</oasis:entry>
         <oasis:entry colname="col7">0.926</oasis:entry>
         <oasis:entry colname="col8">5.051</oasis:entry>
         <oasis:entry colname="col9">0.957</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">G5</oasis:entry>
         <oasis:entry colname="col2">0.826</oasis:entry>
         <oasis:entry colname="col3"><bold>0.929</bold></oasis:entry>
         <oasis:entry colname="col4">2.295</oasis:entry>
         <oasis:entry colname="col5">0.990</oasis:entry>
         <oasis:entry colname="col6">5.140</oasis:entry>
         <oasis:entry colname="col7">0.923</oasis:entry>
         <oasis:entry colname="col8">8.870</oasis:entry>
         <oasis:entry colname="col9">0.848</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">L300</oasis:entry>
         <oasis:entry colname="col2">0.987</oasis:entry>
         <oasis:entry colname="col3"><bold>0.951</bold></oasis:entry>
         <oasis:entry colname="col4"><bold>1.535</bold></oasis:entry>
         <oasis:entry colname="col5"><bold>0.995</bold></oasis:entry>
         <oasis:entry colname="col6"><bold>3.030</bold></oasis:entry>
         <oasis:entry colname="col7"><bold>0.956</bold></oasis:entry>
         <oasis:entry colname="col8">8.014</oasis:entry>
         <oasis:entry colname="col9">0.949</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">L1000</oasis:entry>
         <oasis:entry colname="col2">1.700</oasis:entry>
         <oasis:entry colname="col3">0.397</oasis:entry>
         <oasis:entry colname="col4">2.385</oasis:entry>
         <oasis:entry colname="col5">0.980</oasis:entry>
         <oasis:entry colname="col6">5.941</oasis:entry>
         <oasis:entry colname="col7">0.915</oasis:entry>
         <oasis:entry colname="col8"><bold>3.812</bold></oasis:entry>
         <oasis:entry colname="col9">0.951</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">I7</oasis:entry>
         <oasis:entry colname="col2">1.023</oasis:entry>
         <oasis:entry colname="col3">0.810</oasis:entry>
         <oasis:entry colname="col4">1.694</oasis:entry>
         <oasis:entry colname="col5"><bold>0.995</bold></oasis:entry>
         <oasis:entry colname="col6">3.548</oasis:entry>
         <oasis:entry colname="col7"><bold>0.965</bold></oasis:entry>
         <oasis:entry colname="col8">7.028</oasis:entry>
         <oasis:entry colname="col9"><bold>0.970</bold></oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">I25</oasis:entry>
         <oasis:entry colname="col2">0.835</oasis:entry>
         <oasis:entry colname="col3"><bold>0.956</bold></oasis:entry>
         <oasis:entry colname="col4">2.022</oasis:entry>
         <oasis:entry colname="col5">0.986</oasis:entry>
         <oasis:entry colname="col6">4.593</oasis:entry>
         <oasis:entry colname="col7">0.922</oasis:entry>
         <oasis:entry colname="col8">4.239</oasis:entry>
         <oasis:entry colname="col9">0.900</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">W3</oasis:entry>
         <oasis:entry colname="col2">1.005</oasis:entry>
         <oasis:entry colname="col3">0.915</oasis:entry>
         <oasis:entry colname="col4">1.809</oasis:entry>
         <oasis:entry colname="col5">0.988</oasis:entry>
         <oasis:entry colname="col6">3.506</oasis:entry>
         <oasis:entry colname="col7">0.950</oasis:entry>
         <oasis:entry colname="col8"><bold>3.385</bold></oasis:entry>
         <oasis:entry colname="col9">0.946</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">W12</oasis:entry>
         <oasis:entry colname="col2">1.321</oasis:entry>
         <oasis:entry colname="col3">0.720</oasis:entry>
         <oasis:entry colname="col4">2.110</oasis:entry>
         <oasis:entry colname="col5">0.992</oasis:entry>
         <oasis:entry colname="col6">3.759</oasis:entry>
         <oasis:entry colname="col7">0.946</oasis:entry>
         <oasis:entry colname="col8">6.853</oasis:entry>
         <oasis:entry colname="col9">0.956</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">M90</oasis:entry>
         <oasis:entry colname="col2"><bold>0.794</bold></oasis:entry>
         <oasis:entry colname="col3"><bold>0.976</bold></oasis:entry>
         <oasis:entry colname="col4"><bold>1.570</bold></oasis:entry>
         <oasis:entry colname="col5"><bold>0.996</bold></oasis:entry>
         <oasis:entry colname="col6"><bold>2.381</bold></oasis:entry>
         <oasis:entry colname="col7"><bold>0.970</bold></oasis:entry>
         <oasis:entry colname="col8"><bold>2.408</bold></oasis:entry>
         <oasis:entry colname="col9"><bold>0.973</bold></oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">M200</oasis:entry>
         <oasis:entry colname="col2">0.879</oasis:entry>
         <oasis:entry colname="col3"><bold>0.961</bold></oasis:entry>
         <oasis:entry colname="col4"><bold>1.500</bold></oasis:entry>
         <oasis:entry colname="col5"><bold>0.997</bold></oasis:entry>
         <oasis:entry colname="col6"><bold>1.932</bold></oasis:entry>
         <oasis:entry colname="col7"><bold>0.977</bold></oasis:entry>
         <oasis:entry colname="col8"><bold>2.333</bold></oasis:entry>
         <oasis:entry colname="col9"><bold>0.975</bold></oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

</sec>
<?pagebreak page3164?><sec id="Ch1.S3.SS3.SSS5">
  <label>3.3.5</label><title>Comparison of a series of sensitivity tests for data assimilation with 30 ensemble members</title>
      <p id="d1e5585">In Sect. 3.3.1 to 3.3.4, a series of sensitivity tests for each parameter
in the data assimilation system with 30 ensemble members was performed as
shown in Table 1. Figure 15 shows the time series of the zonal mean
temperatures at 70<inline-formula><mml:math id="M192" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N for 500, 10, 1, and 0.1 hPa for
the time period of 15 January to 20 February 2017 from the respective
assimilation tests shown in Table 1 (black curves). Gray curves represent
the time series from MERRA-2. Using the time series shown in Fig. 16,
the RMSs of the differences and correlations between the time series of each
run and MERRA-2 are calculated and summarized in Table 3. The criteria
of the major SSW were satisfied on 1 February.</p>
      <p id="d1e5597">The Ctrl time series is also quite similar to that of MERRA-2 in spite of
the small number of ensemble members, including drastic temperature change
during the major SSW event, although a warm bias of <inline-formula><mml:math id="M193" display="inline"><mml:mrow><mml:mo>∼</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula> K is
observed at 0.1 hPa before and after the cooling time period associated with
the warming at 10 hPa. It is worth noting that the G5 has a significant warm
bias: <inline-formula><mml:math id="M194" display="inline"><mml:mrow><mml:mo>∼</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula> K at 10 hPa from 31 January to 5 February during the
warming event, <inline-formula><mml:math id="M195" display="inline"><mml:mrow><mml:mo>∼</mml:mo><mml:mn mathvariant="normal">10</mml:mn></mml:mrow></mml:math></inline-formula> K at 1 hPa on
23 January when a sudden temperature drop was observed, and <inline-formula><mml:math id="M196" display="inline"><mml:mrow><mml:mo>∼</mml:mo><mml:mn mathvariant="normal">10</mml:mn></mml:mrow></mml:math></inline-formula> K at 0.1 hPa before and after the cooling
time period (i.e., before 27 January and after 6 February). Such
significantly large biases are probably due to the model bias because they
are not observed for the Ctrl run, in which a much larger number of
observations was assimilated.<?xmltex \hack{\newpage}?></p>
</sec>
</sec>
<sec id="Ch1.S3.SS4">
  <label>3.4</label><title>The effect of ensemble size and an estimate of the optimal ensemble size for the data assimilation in the middle atmosphere</title>
      <p id="d1e5651">The EnKF statistically estimates the forecast error covariance using
ensembles. A large ensemble size (i.e., a large number of ensemble members)
is favorable because it reduces the sampling error of the covariance and
improves the quality of the analysis. However, the ensemble size has a
practical limit related to the allowable computational resources. An
ensemble size of <inline-formula><mml:math id="M197" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 30 is usually used in operational
weather forecasting. Here, the minimum optimal ensemble size is estimated by
performing additional experiments with 90 (M90) and 200 (M200) members and
comparing them with the Ctrl experiment of 30 members (M30, Ctrl). No
assimilation parameters, except for the ensemble size, are changed in the
M90 and M200 experiments (see Table 1). Note that the best values of the
assimilation parameters for the larger ensemble sizes may be different from
those for Ctrl. For example, a larger ensemble size may allow for a
larger localization length. However, further investigation was not made
because a high computational cost is required.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F15" specific-use="star"><?xmltex \currentcnt{15}?><label>Figure 15</label><caption><p id="d1e5663">The time series of the zonal mean temperature at 70<inline-formula><mml:math id="M198" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N
for <bold>(a)</bold> 500 hPa, <bold>(b)</bold> 10 hPa, <bold>(c)</bold> 1 hPa, and <bold>(d)</bold> 0.1 hPa. The black curves show
the results from each parameter setting (see Table 1). The right axis is
given for the result of Ctrl, and the other curves are vertically shifted by
<bold>(a)</bold> 5 K, <bold>(b)</bold> 15 K, <bold>(c)</bold> 10 K, and <bold>(d)</bold> 15 K. The gray curves show the time series
calculated using MERRA-2 as a reference.</p></caption>
          <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f15.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F16" specific-use="star"><?xmltex \currentcnt{16}?><label>Figure 16</label><caption><p id="d1e5708">The vertical profiles of the global mean <bold>(a)</bold> OmF and OmA, as well as <bold>(b)</bold> <inline-formula><mml:math id="M199" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>. The gray (black) curves
denote the OmF (OmA) in <bold>(a)</bold>. Dashed, solid, and dotted curves denote results
from M30 (Ctrl), M90, and M200, respectively. Plotted is an average for the
time period of 12 January to 20 February 2017.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f16.png"/>

        </fig>

      <p id="d1e5738">Figure 16 shows the vertical profiles of the mean OmF, OmA, and <inline-formula><mml:math id="M200" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>
for the M30 (Ctrl), M90, and M200. The OmFs for the M90 and M200 are
significantly smaller than for the M30, particularly below 0.1 hPa (by
<inline-formula><mml:math id="M201" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 50 %), while the OmAs are comparable for the three runs.
The difference between the OmFs of the M90 and M200 runs is small. Although
the <inline-formula><mml:math id="M202" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> values are <inline-formula><mml:math id="M203" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 6–17 for M30, they are
<inline-formula><mml:math id="M204" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 3–4 for M90 and <inline-formula><mml:math id="M205" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 1–2 for M200, which are
close to the optimal values of <inline-formula><mml:math id="M206" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>. The reduced values of <inline-formula><mml:math id="M207" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> by increasing the ensemble size are remarkable compared with those by
optimizing the other parameters (Sect. 3.3). However, the M90<?pagebreak page3165?> and M200
both require such large computational costs, as already stated, that they
are not available for long-term reanalysis calculations. The time series
obtained from the M90 and M200 are also shown in Fig. 15. Both time series
agree well with the MERRA-2 time series and do not have even a slight warm
bias like that observed at 0.1 hPa in the Ctrl time series.</p>
      <p id="d1e5814">In the following, an attempt is made to estimate the minimum number of
ensemble members as a function of height using forecasts of ensemble members
from the M200 experiment because 90 is a sufficient number for high-quality
assimilation, judged from the similarity of the performances of the M90 and
M200 runs. Figure 17 shows the correlation coefficient of forecasts at each
longitude for a reference point of 180<inline-formula><mml:math id="M208" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> E for 40<inline-formula><mml:math id="M209" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N at
10 and 0.01 hPa that are computed using 12, 25, 50, and 100 members
randomly chosen from the M200 forecasts at 06:00 UTC, 21 January 2017. The
longitudinal profile of the correlation coefficient for 200 members is also
shown. The correlation is generally reduced as the distance from the reference
point increases, with large ripples<?pagebreak page3166?> for the results of ensemble sizes smaller
than 50, although the correlation profile near the reference point is
expressed for all the members. Large ripples reaching <inline-formula><mml:math id="M210" display="inline"><mml:mo>±</mml:mo></mml:math></inline-formula>0.6 observed
for 12 members are considered spurious correlations caused by the
under-sampling. In contrast, the correlation coefficients for 100 and 200
ensemble members are generally smaller than 0.2 except for a meaningfully
high correlation region around the reference point. We performed the same
analysis for other latitudes and heights and obtained similar results (not
shown).</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F17"><?xmltex \currentcnt{17}?><label>Figure 17</label><caption><p id="d1e5844">An example of ensemble correlation of temperature. Results for
40<inline-formula><mml:math id="M211" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N at 10 hPa <bold>(a)</bold> and 0.01 hPa <bold>(b)</bold>. Each curve shows the results of
the 200 (a thick solid curve), 100 (thick dashed), 50 (thin solid), 25 (thin
dashed), and 12 (thick gray) ensembles. We performed the same analysis for
other latitudes and heights and obtained similar results.</p></caption>
          <?xmltex \igopts{width=184.942913pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f17.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F18"><?xmltex \currentcnt{18}?><label>Figure 18</label><caption><p id="d1e5870">An example of the RMS of spurious correlation. Results for
40<inline-formula><mml:math id="M212" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N at 0.01 hPa (06:00 UTC on 21 January 2017) as a function of the
number of ensembles. The gray curves show the results of respective
longitude, and a black curve shows the average. A dashed line shows the
number of members for which the mean RMS is 0.1 (i.e., 91).</p></caption>
          <?xmltex \igopts{width=184.942913pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f18.png"/>

        </fig>

      <?pagebreak page3167?><p id="d1e5888">The RMS of the spurious correlation in the region outside the meaningful
correlation region is used to estimate the minimum optimal number of
ensemble members. The RMS is examined as a function of the number of
ensemble members. Each edge longitude of the meaningful correlation region
is determined where the correlation falls below 0.1 nearest the reference
point, which are 171.6<inline-formula><mml:math id="M213" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> E and 171.6<inline-formula><mml:math id="M214" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> W for 10 hPa and
149.1<inline-formula><mml:math id="M215" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> E and 146.2<inline-formula><mml:math id="M216" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> W for 0.01 hPa for the case shown
in Fig. 17. Note that the threshold value 0.1 to determine the edge
longitude is arbitrary and is used as one of several possible appropriate
values. The RMS of the spurious correlation is calculated by taking each
longitude and latitude as a reference point. Figure 18 shows the results at
40<inline-formula><mml:math id="M217" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N and 0.01 hPa as a function of the number of ensemble members
as an example. Different curves denoted by the same thin line show the
results for different longitudes. The thick curve shows mean RMS for all
longitudes. Similar results were obtained at other latitudes (not shown).
The mean RMS decreases as the number of ensemble members increases and falls
to 0.1 for 91 ensemble members. Again, the choice of 0.1 is arbitrary, but
from this result, we can estimate the minimum optimal ensemble size at 91.
In a similar way, the minimum number of optimal ensemble members is
estimated as a function of the latitude and height.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F19"><?xmltex \currentcnt{19}?><label>Figure 19</label><caption><p id="d1e5939">The vertical profiles of the minimum number of required ensemble
members that were estimated from the RMS of spurious correlation. The black,
dark gray, and light gray curves show the results for the Equator,
40<inline-formula><mml:math id="M218" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N, and 40<inline-formula><mml:math id="M219" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S, respectively.</p></caption>
          <?xmltex \igopts{width=142.26378pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f19.png"/>

        </fig>

      <p id="d1e5966">Figure 19 shows the minimum optimal number of ensemble members as a function
of the height for 40<inline-formula><mml:math id="M220" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S, the Equator, and 40<inline-formula><mml:math id="M221" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N. Roughly
speaking, 100 members are sufficient below 80 km for all displayed latitudes
except for 50 km at the Equator. The minimum optimal number of ensemble
members above 80 km is larger than 100 and close to 150. From this result,
more than 150 ensemble members likely give an optimal estimation of the
forecast error covariance for the middle atmosphere. However, it is
important to note that even if the number of ensemble members is smaller
than 150, using the localization as examined in Sect. 3.3.2 will minimize
the effect of the spurious error covariance due to under-sampling, as
understood from the good performance of the Ctrl assimilation using 30
ensemble members.</p>
</sec>
</sec>
<sec id="Ch1.S4">
  <label>4</label><title>Validation of the assimilation</title>
<sec id="Ch1.S4.SS1">
  <label>4.1</label><title>Comparison with other reanalysis data</title>
      <p id="d1e6003">This paper gives the first results of the 4D-LETKF applied to the GCM that
include the MLT region. Thus, to examine the performance of our
assimilation system, the best result obtained from the M200 run among the
assimilation experiments is compared with MERRA-2 as one of the standard
reanalysis datasets. First, we calculated the spatial correlation of the
geopotential height anomaly from the zonal mean as a function of the
pressure level and time (Fig. 20). The correlation is higher than 0.9
between <inline-formula><mml:math id="M222" display="inline"><mml:mrow><mml:mo>∼</mml:mo><mml:mn mathvariant="normal">900</mml:mn></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M223" display="inline"><mml:mrow><mml:mo>∼</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> hPa. The top height
with the high correlation varies with time. This time variation may be
related to the model predictability, although such a detailed analysis is
beyond the scope of the present paper. The reduction of correlation near the
ground is likely due to the difference in the resolution of topography.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F20"><?xmltex \currentcnt{20}?><label>Figure 20</label><caption><p id="d1e6028">The zonal mean of the spatial correlation of the geopotential
height anomaly from the zonal mean between the analysis (M200) and MERRA-2.
Contours of 0.5, 0.6, 0.7, 0.8, 0.9, 0.95, 0.97, and 0.99 are shown.</p></caption>
          <?xmltex \igopts{width=199.169291pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f20.png"/>

        </fig>

      <?xmltex \floatpos{p}?><fig id="Ch1.F21" specific-use="star"><?xmltex \currentcnt{21}?><label>Figure 21</label><caption><p id="d1e6039">The meridional cross section of the zonal mean temperature (<bold>a</bold>,
<bold>b</bold>, <bold>e</bold>, <bold>f</bold>, <bold>i</bold>, and <bold>j</bold>) and zonal wind (<bold>c</bold>, <bold>d</bold>, <bold>g</bold>, and <bold>h</bold>). Panels <bold>(a)</bold>,
<bold>(c)</bold>, <bold>(e)</bold>, <bold>(g)</bold>, and <bold>(i)</bold> are averaged for the time period of 21–25 January 2017, and panels <bold>(b)</bold>, <bold>(d)</bold>, <bold>(f)</bold>, <bold>(h)</bold>, and <bold>(j)</bold> are for 1–5 February 2017. Panels <bold>(a–d)</bold> are the results of the data assimilation (M200), panels <bold>(e–h)</bold> are the results of the MERRA-2 data,
and panels <bold>(i)</bold> and <bold>(j)</bold> are the results of the Aura MLS data. The contour intervals
are 10 K for <bold>(a)</bold>, <bold>(b)</bold>, <bold>(e)</bold>, <bold>(f)</bold>, <bold>(i)</bold>, and <bold>(j)</bold> and 10 m s<inline-formula><mml:math id="M224" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula> for <bold>(c)</bold>,
<bold>(d)</bold>, <bold>(g)</bold>, and <bold>(h)</bold>.</p></caption>
          <?xmltex \igopts{width=455.244094pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f21.png"/>

        </fig>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T4" specific-use="star"><?xmltex \currentcnt{4}?><label>Table 4</label><caption><p id="d1e6171">Location, radar type, and vertical resolution used for the
comparison with the analysis. “MST radar” stands for the
mesosphere–stratosphere–troposphere radar.</p></caption><oasis:table frame="top"><oasis:tgroup cols="5">
     <oasis:colspec colnum="1" colname="col1" align="justify" colwidth="3cm"/>
     <oasis:colspec colnum="2" colname="col2" align="justify" colwidth="3cm"/>
     <oasis:colspec colnum="3" colname="col3" align="right"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:colspec colnum="5" colname="col5" align="left"/>
     <oasis:thead>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"/>
         <oasis:entry colname="col3">Vertical</oasis:entry>
         <oasis:entry colname="col4">Time</oasis:entry>
         <oasis:entry colname="col5"/>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Station</oasis:entry>
         <oasis:entry colname="col2">Radar type</oasis:entry>
         <oasis:entry colname="col3">resolution</oasis:entry>
         <oasis:entry colname="col4">interval</oasis:entry>
         <oasis:entry colname="col5">Organization</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Longyearbyen <?xmltex \hack{\hfill\break}?>(78.2<inline-formula><mml:math id="M225" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N, 16.0<inline-formula><mml:math id="M226" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> E)</oasis:entry>
         <oasis:entry colname="col2">Meteor radar</oasis:entry>
         <oasis:entry colname="col3">2 km</oasis:entry>
         <oasis:entry colname="col4">30 min</oasis:entry>
         <oasis:entry colname="col5">NIPR</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Kototabang <?xmltex \hack{\hfill\break}?>(0.2<inline-formula><mml:math id="M227" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S, 100.3<inline-formula><mml:math id="M228" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> E)</oasis:entry>
         <oasis:entry colname="col2">Meteor radar</oasis:entry>
         <oasis:entry colname="col3">2 km</oasis:entry>
         <oasis:entry colname="col4">1 h</oasis:entry>
         <oasis:entry colname="col5">Kyoto University</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Syowa Station <?xmltex \hack{\hfill\break}?>(69.0<inline-formula><mml:math id="M229" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S, 39.6<inline-formula><mml:math id="M230" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> E)</oasis:entry>
         <oasis:entry colname="col2">MST radar <?xmltex \hack{\hfill\break}?>(the PANSY radar)</oasis:entry>
         <oasis:entry colname="col3">300 m</oasis:entry>
         <oasis:entry colname="col4">30 min</oasis:entry>
         <oasis:entry colname="col5">The University of Tokyo/NIPR</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"/>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
         <oasis:entry colname="col5"/>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

      <?pagebreak page3169?><p id="d1e6358">Next, the zonal mean zonal wind and temperature in the latitude–height
section from our analysis and MERRA-2 are shown for the time periods before
the major warming onset (i.e., 21–25 January) and after (i.e., 1–5 February) (Fig. 21). A thick horizontal bar shows the 0.1 hPa level up to
which MERRA-2 pressure level data are provided. The overall structures of
the two datasets are similar: the stratopause in the northern polar region
is located at a height of <inline-formula><mml:math id="M231" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 50 km (<inline-formula><mml:math id="M232" display="inline"><mml:mo lspace="0mm">∼</mml:mo></mml:math></inline-formula> 40 km) in
the early (later) period. In the Northern Hemisphere, an eastward jet is
observed at <inline-formula><mml:math id="M233" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 63<inline-formula><mml:math id="M234" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N in the wide height range of
20–53 km in the early period. A characteristic westward jet associated with
the SSW is observed in the later period in both datasets. The spatial
structure and magnitude of the westward jet are both quite similar. In the
Southern Hemisphere, a summer westward jet is clearly observed in both sets
of data. The poleward tilt with height and a maximum of <inline-formula><mml:math id="M235" display="inline"><mml:mrow><mml:mo>∼</mml:mo><mml:mo>-</mml:mo><mml:mn mathvariant="normal">70</mml:mn></mml:mrow></mml:math></inline-formula> m s<inline-formula><mml:math id="M236" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula> of the jet also accord well. A relatively large
difference is observed around 55 km in the equatorial region. The eastward
shear with height seems much stronger in MERRA-2 than in our analysis. As
the geostrophic balance does not hold in the equatorial region, it may be
difficult to reproduce wind by assimilation of only temperature data. This
may be the reason for the large discrepancy observed in the equatorial upper
stratosphere between the two datasets.</p>
</sec>
<sec id="Ch1.S4.SS2">
  <label>4.2</label><title>Comparison with MST and meteor radar observations</title>
      <p id="d1e6424">The winds obtained from the M200 assimilation experiment are also compared
with wind observations by meteor radars at Longyearbyen (78.2<inline-formula><mml:math id="M237" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> N,
16.0<inline-formula><mml:math id="M238" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> E; Hall et al., 2002) at 91 km and Kototabang
(0.2<inline-formula><mml:math id="M239" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S, 100.3<inline-formula><mml:math id="M240" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> E; Batubara et al., 2011) at 92 km, as well as
by the PANSY radar at Syowa Station (69.0<inline-formula><mml:math id="M241" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> S, 39.6<inline-formula><mml:math id="M242" display="inline"><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:math></inline-formula> E)
at 85 km. Note that these radar observations were not assimilated and can thus
be used for validation as independent reference data. Table 4 gives a
brief description of these data. Figure 22 shows the time series of zonal
wind and meridional wind observed at each site (black) and corresponding
6-hourly data from our data assimilation analysis (red). A 6 h running mean
was made for the time series of the radar data, although the time intervals
of original data are much shorter.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F22" specific-use="star"><?xmltex \currentcnt{22}?><label>Figure 22</label><caption><p id="d1e6484">The time series of the zonal <bold>(a, c, e)</bold> and meridional <bold>(b, d, f)</bold> wind from 6-hourly analysis (red curves) and from observations (black
curves) <bold>(a–b)</bold> by a meteor radar at Longyearbyen in the Arctic at a
height of 91 km, <bold>(c–d)</bold> by a meteor radar at Kototabang near the
Equator at 92 km, and <bold>(e–f)</bold> by the PANSY radar at Syowa Station in the
Antarctic at 85 km. Although the time intervals of the radar observation
data are 1 h for meteor radars and 30 min for the PANSY radar, the 6 h
running mean time series are plotted.</p></caption>
          <?xmltex \igopts{width=398.338583pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/13/3145/2020/gmd-13-3145-2020-f22.png"/>

        </fig>

      <p id="d1e6508">Strong fluctuations with time-varying amplitudes are observed for both zonal
and meridional radar winds for each station. The dominant time period is
longer at Kototabang in the equatorial region than that of <inline-formula><mml:math id="M243" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 12 h at Longyearbyen in the Arctic. The amplitudes of the meridional wind
fluctuations there are larger than those of zonal wind fluctuations at
Kototabang. These characteristics are consistent with the wind fluctuations
estimated by our assimilation system. However, there are significant
differences: the time variation of the amplitudes do not accord well with
observations. Differences in the phases of the oscillations between
observations and estimations are sometimes small and sometimes large.</p>
      <p id="d1e6519">In contrast, some consistency is observed for relatively long-period
variations (periods longer than several days). At Longyearbyen, the slowly
varying zonal wind component is slightly positive before 31 January and
significantly positive from 1 to 6 February, while the slowly varying
meridional wind tends to be significantly negative in the time period of
28–31 January. At Kototabang, the slowly varying zonal wind tends to be
slightly negative before 29 January and almost zero afterward, while the
slowly varying meridional wind is almost zero throughout the displayed time
period. At Syowa Station, the slowly varying zonal wind tended to be
negative from 23 to 30 January and after 2–5 February, while the slowly
varying meridional wind tends to be positive from 24 to 31 January.</p>
      <p id="d1e6522">There are several plausible causes for the discrepancy in short-period
variations. First, there may be room to improve the model performance to
reproduce such short-period variations. Second, the Aura MLS provides data
along a sun-synchronous orbits, and hence fluctuations associated with
migrating tides may be hard for it to capture. Third, a large local
increment added by the assimilation of the MLS data may cause spurious waves
in the model. Fourth, there may be inertia–gravity waves with large
amplitudes in the upper mesosphere (e.g., Sato et al., 2017; Shibuya et al.,
2017), which cannot be captured with the relatively low-resolution GCM.</p>
</sec>
</sec>
<sec id="Ch1.S5" sec-type="conclusions">
  <label>5</label><title>Summary and concluding remarks</title>
      <p id="d1e6535">A new advanced data assimilation system employing a 4D-LETKF method for the
height region from the surface to the<?pagebreak page3170?> lower thermosphere has been developed
using a GCM with a very high top that we called JAGUAR. Observation
data from NCEP PREPBUFR and Aura MLS that covered the whole neutral
atmosphere up to the lower thermosphere were used for the assimilation. The
time period focused on by the present study was 10 January to 28 February 2017. This period includes a major SSW event that occurred on 1 February in
the Arctic, for which an international observation campaign for the
troposphere, stratosphere, and mesosphere was performed using a radar
network.</p>
      <p id="d1e6538">Before optimizing the parameters of the data assimilation system, the vertical
profile of the horizontal dissipation and source intensity of the
non-orographic gravity wave parameterization used in JAGUAR were tuned by
comparing them to the vertical profiles of gradient winds estimated from the
MLS temperature and horizontal winds observed by the PANSY radar. The
observation bias in the MLS temperature data was estimated using the SABER
temperature data and subsequently corrected.</p>
      <p id="d1e6541">By performing a series of sensitivity experiments, the best values of the
other parameters were obtained for the data assimilation system using 30
ensemble members as a practical assimilation system for the middle
atmosphere. The best parameter set is called the Ctrl experiment in
Table 1. The optimized value for each parameter in the assimilation of the
atmospheric data up to the lower thermosphere was different from those used
for the standard model covering the troposphere and stratosphere. There are
several possible reasons for these differences: first, the model performance
is not very mature for the MLT region. Second, the number of observation
data and observable quantities are limited for the MLT region. Third, the
dominant disturbances (and dynamics as well) are different from those in the
lower atmosphere. Because of the first and second reasons, it is better to
take a larger gross error check coefficient in order to include a larger
percentage of the observation data. It was shown that the optimal
localization length depends on the height: a smaller localization length is
better for lower heights. Thus, the best length for the middle of the model
altitude range (i.e., 0.1 hPa) was employed in the best parameter set. It
was also shown that the inflation factor should be larger than for the
standard model, although overly large factors do not give stable ensemble
spreads. A shorter assimilation window seemed better for the MLT region,
which is probably due to<?pagebreak page3171?> the dominance of short-period disturbances, such as
quasi-2 d waves and tides. However, shorter assimilation windows have a
problem. The number of available observation data becomes small and the
analysis thus tends to be more reflected by the model forecasts that are not
as mature as those for the lower atmosphere.</p>
      <p id="d1e6544">In addition, a minimum optimal number of ensemble members was examined using
the results with an assimilation system of 200 ensemble members based on
the erroneous ripple of correlation function. The minimum optimal number of
ensemble members slightly depends on the height: about 100 members below 80 km and 150 members above. It should be noted, however, that the introduction of
the finite localization length to the assimilation may work to avoid
spurious correlation at distant locations even with a lower number of
ensemble members than the optimal number.</p>
      <p id="d1e6548">The validity of the data obtained from our assimilation system was examined
by comparing the MERRA-2 reanalysis dataset that has the highest top among
the currently available reanalysis datasets. The correlation was greater
than <inline-formula><mml:math id="M244" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 0.95 up to 1 hPa, depending on time. A comparison with
radar observations in the upper mesosphere was also performed. The time
variation of horizontal winds with periods longer than several days obtained
from our assimilation system was consistent with the radar observations.
However, the accordance of fluctuations with short wave periods,
particularly shorter than 1 d, was not adequate with their slight
dependence on the latitude.
<?xmltex \hack{\newpage}?>
Nevertheless, the analysis data from our assimilation system will be useful
for the study of the detailed dynamical processes in the middle atmosphere, some of which are measured by a limited number of observation instruments.
An international observation campaign by an MST radar network has been
performed to capture the modulation of the stratosphere and mesosphere, including
gravity waves initiated by the major SSW in the Arctic, which encompasses the event
that the present study focused on. The low-resolution analysis product from
the assimilation system developed in the present study will be used as an
initial condition for a high-resolution JAGUAR model to simulate the real
atmosphere, including gravity waves.</p>
      <p id="d1e6560">In future work, we plan to use more observation data in the middle
atmosphere for the assimilation. These include satellite data, such as
temperature observation data from SABER, radiance data from the SSMIS,
and Global Navigation Satellite System (GNSS) radio occultation data, as well as wind data from radars in the mesosphere. We also plan to examine the
impact of assimilating these data with observation system simulation
experiments using simulation data from a high-resolution GCM. The predictability
of the GCM will also be studied in the near future.</p><?xmltex \hack{\clearpage}?>
</sec>

      
      </body>
    <back><app-group>

<?pagebreak page3172?><app id="App1.Ch1.S1">
  <?xmltex \currentcnt{A}?><label>Appendix A</label><title/>
      <p id="d1e6574">Here we show the equivalence of the two methods, namely the calculation of
time development after the data assimilation and the 4D data assimilation
with the calculation of time development. The case of
<inline-formula><mml:math id="M245" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn><mml:mo>=</mml:mo><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>, that is,
<inline-formula><mml:math id="M246" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mi mathvariant="bold">M</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>,
is considered. In the first method, the analysis
<inline-formula><mml:math id="M247" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup></mml:mrow></mml:math></inline-formula> and the analysis error covariance matrix
<inline-formula><mml:math id="M248" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup></mml:mrow></mml:math></inline-formula> at the time step <inline-formula><mml:math id="M249" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> are written using Eqs. (7)
and (8):

              <disp-formula specific-use="align" content-type="numbered"><mml:math id="M250" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="App1.Ch1.S1.E24"><mml:mtd><mml:mtext>A1</mml:mtext></mml:mtd><mml:mtd><mml:mstyle displaystyle="true" class="stylechange"/></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="bold">H</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="App1.Ch1.S1.E25"><mml:mtd><mml:mtext>A2</mml:mtext></mml:mtd><mml:mtd><mml:mstyle displaystyle="true" class="stylechange"/></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold">I</mml:mi><mml:mo>-</mml:mo><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">HP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">R</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold">H</mml:mi></mml:mrow></mml:mfenced><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

          Using the model forecast matrix <inline-formula><mml:math id="M251" display="inline"><mml:mi mathvariant="bold">M</mml:mi></mml:math></inline-formula>, <inline-formula><mml:math id="M252" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M253" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup></mml:mrow></mml:math></inline-formula> at the
next time step <inline-formula><mml:math id="M254" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> are obtained:
          <disp-formula id="App1.Ch1.S1.E26" content-type="numbered"><label>A3</label><mml:math id="M255" display="block"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:mi mathvariant="bold">M</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:mi mathvariant="bold">M</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="bold">MP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="bold">H</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>

          <disp-formula id="App1.Ch1.S1.E27" content-type="numbered"><label>A4</label><mml:math id="M256" display="block"><mml:mtable rowspacing="0.2ex" class="split" columnspacing="1em" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msubsup><mml:mi mathvariant="bold">MP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">M</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mi mathvariant="bold">M</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold">I</mml:mi><mml:mo>-</mml:mo><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">HP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">R</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold">H</mml:mi></mml:mrow></mml:mfenced><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">M</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        In the second method, the analysis
<inline-formula><mml:math id="M257" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup></mml:mrow></mml:math></inline-formula> is written as
          <disp-formula id="App1.Ch1.S1.E28" content-type="numbered"><label>A5</label><mml:math id="M258" display="block"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mrow><mml:msup><mml:mi/><mml:mo>′</mml:mo></mml:msup><mml:mi mathvariant="normal">T</mml:mi></mml:mrow></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        where <inline-formula><mml:math id="M259" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> is the observation operator at the
time step <inline-formula><mml:math id="M260" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> and is related to <inline-formula><mml:math id="M261" display="inline"><mml:mi mathvariant="bold">H</mml:mi></mml:math></inline-formula>:
          <disp-formula id="App1.Ch1.S1.E29" content-type="numbered"><label>A6</label><mml:math id="M262" display="block"><mml:mrow><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold">HM</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        <?xmltex \hack{\newpage}?>By substituting this formula into Eq. (A5), the analysis
<inline-formula><mml:math id="M263" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup></mml:mrow></mml:math></inline-formula> is written as
          <disp-formula id="App1.Ch1.S1.Ex1"><mml:math id="M264" display="block"><mml:mtable class="split" columnspacing="1em" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mi mathvariant="bold">M</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HM</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi mathvariant="bold">HM</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mi mathvariant="bold">M</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">M</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi mathvariant="bold">HM</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mi mathvariant="bold">M</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="bold">MP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">R</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="bold">H</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mi mathvariant="bold">M</mml:mi><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        which is identical to Eq. (A3).</p>
      <p id="d1e7504">Similarly, the analysis error covariance <inline-formula><mml:math id="M265" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup></mml:mrow></mml:math></inline-formula> is
written as
          <disp-formula id="App1.Ch1.S1.E30" content-type="numbered"><label>A7</label><mml:math id="M266" display="block"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>=</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold">I</mml:mi><mml:mo>-</mml:mo><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mrow><mml:msup><mml:mi/><mml:mo>′</mml:mo></mml:msup><mml:mi mathvariant="normal">T</mml:mi></mml:mrow></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mrow><mml:msup><mml:mi/><mml:mo>′</mml:mo></mml:msup><mml:mi mathvariant="normal">T</mml:mi></mml:mrow></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">R</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        which is transformed using Eq. (A6) to
          <disp-formula id="App1.Ch1.S1.Ex2"><mml:math id="M267" display="block"><mml:mtable rowspacing="0.2ex" class="split" columnspacing="1em" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mfenced open="(" close=""><mml:mrow><mml:mi mathvariant="bold">I</mml:mi><mml:mo>-</mml:mo><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HM</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HM</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HM</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">R</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mfenced open="" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HM</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mfenced><mml:msubsup><mml:mi mathvariant="bold">MP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">M</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold">I</mml:mi><mml:mo>-</mml:mo><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">M</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:mrow></mml:msup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">HM</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">M</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:mrow></mml:msup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">R</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mi mathvariant="bold">HM</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">MP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">M</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold">I</mml:mi><mml:mo>-</mml:mo><mml:msubsup><mml:mi mathvariant="bold">MP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">HP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">R</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mi mathvariant="bold">HM</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mfenced><mml:msubsup><mml:mi mathvariant="bold">MP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">M</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mi mathvariant="bold">M</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold">I</mml:mi><mml:mo>-</mml:mo><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">HP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi mathvariant="bold">R</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold">H</mml:mi></mml:mrow></mml:mfenced><mml:msubsup><mml:mi mathvariant="bold">P</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>f</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">M</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">MP</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mtext>a</mml:mtext></mml:msubsup><mml:msup><mml:mi mathvariant="bold">M</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        This is identical to Eq. (A4). These relations can be derived for any <inline-formula><mml:math id="M268" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> other than
<inline-formula><mml:math id="M269" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn><mml:mo>=</mml:mo><mml:mi>j</mml:mi><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>.</p><?xmltex \hack{\clearpage}?>
</app>
  </app-group><notes notes-type="codedataavailability"><title>Code and data availability</title>

      <p id="d1e8062">The source codes for the data assimilation are available for the editor and
reviewers. The copyright of the code for LETKF belongs to Takemasa Miyoshi,
and the related code can be accessed from
<uri>https://github.com/takemasa-miyoshi/letkf</uri> (last access: 26 June 2020, Miyoshi, 2016).</p>

      <p id="d1e8068">Meteor radar data from Kototabang are available at the Inter-university
Upper atmosphere Global Observation NETwork (IUGONET) site
(<uri>http://search.iugonet.org/metadata/001/00000158</uri>, last access: 26 June 2020, IUGONET, 2016). Meteor radar data from Longyearbyen are available
by request from the National Institute of Polar Research by contacting
Masaki Tsutsumi (tutumi@nipr.ac.jp). The PANSY radar observational data are
available at the project website: <uri>http://pansy.eps.s.u-tokyo.ac.jp</uri>, last access: 26 June 2020, PANSY Research Group, 2012). NCEP
PREPBUFR data are available from <ext-link xlink:href="https://doi.org/10.5065/Z83F-N512" ext-link-type="DOI">10.5065/Z83F-N512</ext-link>
(National Centers for Environmental Prediction/National Weather Service/NOAA/U.S. Department of Commerce, 2008). Aura MLS data, which are compiled and archived by
NASA, were also used for the data assimilation (available from
<uri>https://acdisc.gesdisc.eosdis.nasa.gov/data/Aura_MLS_Level2/</uri>, last access: 26 June 2020, GES DISC, 2016).</p>
  </notes><notes notes-type="authorcontribution"><title>Author contributions</title>

      <p id="d1e8086">DK and KS designed the experiments, and DK carried them
out. SW developed the forecast model (JAGUAR) code. KM
implemented the data assimilation module into JAGUAR. KS and DK
prepared the paper with contributions from all the coauthors.</p>
  </notes><notes notes-type="competinginterests"><title>Competing interests</title>

      <p id="d1e8092">The authors declare that they have no conflict of interest.</p>
  </notes><ack><title>Acknowledgements</title><p id="d1e8098">We greatly appreciate Takemasa Miyoshi, Tomoyuki Higuchi, and Hiromichi Nagao for fruitful discussion and also Masaki Tsutsumi and Chris Hall
for providing the meteor radar data from Longyearbyen. The data assimilation
experiments were performed using the Japan Agency for Marine-Earth Science
and Technology (JAMSTEC) Data Analyzer (DA) system. Part of this work was performed at the Jet Propulsion Laboratory,
California Institute of Technology, under a contract with NASA. PANSY is a
multi-institutional project with core members from the University of Tokyo,
the National Institute of Polar Research, and Kyoto University. The PANSY radar
measurements at Syowa Station are operated by the Japanese Antarctic
Research Expedition (JARE). The figures were produced by the GFD-DENNNOU
Library. We thank two anonymous reviewers for their constructive comments.</p></ack><notes notes-type="financialsupport"><title>Financial support</title>

      <p id="d1e8103">This research has been supported by the JST CREST (grant no. JPMJCR1663) and the JSPS KAKENHI (grant no. 18H01276).</p>
  </notes><notes notes-type="reviewstatement"><title>Review statement</title>

      <p id="d1e8109">This paper was edited by Josef Koller and reviewed by two anonymous referees.</p>
  </notes><?xmltex \hack{\newpage}?><ref-list>
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