A posteriori error covariances in variational data assimilation

V.P. Shutyaev, F.X. Le Dimet, I.Yu. Gejadze, Russian Foundation for Basic Research (Funder), MOISE Project (Funder), Scottish Funding Council via GRPE (Funder)

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Abstract

The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem to find some unknown parameters of the model. The equation for the error of the optimal solution is derived through the statistical errors of the input data (background, observation, and model errors). A numerical algorithm is developed to construct an a posteriori covariance operator of the analysis error using the Hessian of an auxiliary control problem based on tangent linear model constraints.
Original languageEnglish
Pages (from-to)161-169
Number of pages8
JournalRussian Journal of Numerical Analysis and Mathematical Modelling
Volume24
Issue number2
DOIs
Publication statusPublished - Jul 2009

Keywords

  • variational data assimilation
  • optimal solution error
  • model error
  • a posteriori covariance

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  • Cite this

    Shutyaev, V. P., Le Dimet, F. X., Gejadze, I. Y., Russian Foundation for Basic Research (Funder), MOISE Project (Funder), & Scottish Funding Council via GRPE (Funder) (2009). A posteriori error covariances in variational data assimilation. Russian Journal of Numerical Analysis and Mathematical Modelling, 24(2), 161-169. https://doi.org/10.1515/RJNAMM.2009.011