On optimal solution error covariances in variational data assimilation

V. Shutyaev, F.X. Le Dimet, I.Y. Gejadze

Research output: Contribution to journalArticle

7 Citations (Scopus)

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. The covariance operator of the optimal solution error is obtained using the Hessian of an auxiliary data assimilation problem based on the tangent linear model constraints.
LanguageEnglish
Pages197-205
Number of pages8
JournalRussian Journal of Numerical Analysis and Mathematical Modelling
Volume23
Issue number2
DOIs
Publication statusPublished - 2008

Fingerprint

Data Assimilation
Optimal Solution
Covariance Operator
Unknown Parameters
Tangent line
Optimal Control Problem
Linear Model
Model

Keywords

  • variational data assimilation
  • parameter estimation
  • optimal solution error covariances
  • hessian
  • preconditioning

Cite this

Shutyaev, V. ; Le Dimet, F.X. ; Gejadze, I.Y. / On optimal solution error covariances in variational data assimilation. In: Russian Journal of Numerical Analysis and Mathematical Modelling. 2008 ; Vol. 23, No. 2. pp. 197-205.
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On optimal solution error covariances in variational data assimilation. / Shutyaev, V.; Le Dimet, F.X.; Gejadze, I.Y.

In: Russian Journal of Numerical Analysis and Mathematical Modelling, Vol. 23, No. 2, 2008, p. 197-205.

Research output: Contribution to journalArticle

TY - JOUR

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AU - Shutyaev, V.

AU - Le Dimet, F.X.

AU - Gejadze, I.Y.

PY - 2008

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N2 - 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. The covariance operator of the optimal solution error is obtained using the Hessian of an auxiliary data assimilation problem based on the tangent linear model constraints.

AB - 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. The covariance operator of the optimal solution error is obtained using the Hessian of an auxiliary data assimilation problem based on the tangent linear model constraints.

KW - variational data assimilation

KW - parameter estimation

KW - optimal solution error covariances

KW - hessian

KW - preconditioning

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T2 - Russian Journal of Numerical Analysis and Mathematical Modelling

JF - Russian Journal of Numerical Analysis and Mathematical Modelling

SN - 0927-6467

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