Ensemble Statistics and Error Covariance of a Rapidly Intensifying Hurricane

This thesis presents an investigation of ensemble Gaussianity, the effect of non- Gaussianity on covariance structures, storm-centered data assimilation techniques, and the relationship between commonly used data assimilation variables and the underlying dynamics for the case of Hurricane Humberto. Using an Ensemble Kalman Filter (EnKF), a comparison of data assimilation results in Storm-centered and Eulerian coordinate systems is made. In addition, the extent of the non-Gaussianity of the model ensemble is investigated and quantified. The effect of this non-Gaussianity on covariance structures, which play an integral role in the EnKF data assimilation scheme, is then explored. Finally, the correlation structures calculated from a Weather Research Forecast (WRF) ensemble forecast of several state variables are investigated in order to better understand the dynamics of this rapidly intensifying cyclone. Hurricane Humberto rapidly intensified in the northwestern Gulf of Mexico from a tropical disturbance to a strong category one hurricane with 90 mph winds in 24 hours. Numerical models did not capture the intensification of Humberto well. This could be due in large part to initial condition error, which can be addressed by data assimilation schemes. Because the EnKF scheme is a linear theory developed on the assumption of the normality of the ensemble distribution, non-Gaussianity in the ensemble distribution used could affect the EnKF update. It is shown that multiple state variables do indeed show significant non-Gaussianity through an inspection of statistical moments. In addition, storm-centered data assimilation schemes present an alternative to traditional Eulerian schemes by emphasizing the centrality of the cyclone to the assimilation window. This allows for an update that is most effective in the vicinity of the storm center, which is of most concern in mesoscale events such as Humberto. Finally, the effect of non-Gaussian distributions on covariance structures is examined through data transformations of normal distributions. Various standard transformations of two Gaussian distributions are made. Skewness, kurtosis, and correlation between the two distributions are taken before and after the transformations. It can be seen that there is a relationship between a change in skewness and kurtosis and the correlation between the distributions. These effects are then taken into consideration as the dynamics contributing to the rapid intensification of Humberto are explored through correlation structures