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A posteriori error covariances in variational data assimilation

Shutyaev, V. and Le Dimet, F.X. and Gejadze, I.Y. and , Russian Foundation for Basic Research (Funder) and , MOISE Project (Funder) and , 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). pp. 161-169. ISSN 0927-6467

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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.

    Item type: Article
    ID code: 16314
    Keywords: variational data assimilation, optimal solution error, model error, a posteriori covariance, Mathematics, Engineering (General). Civil engineering (General), Modelling and Simulation, Numerical Analysis
    Subjects: Science > Mathematics
    Technology > Engineering (General). Civil engineering (General)
    Department: Faculty of Engineering > Civil and Environmental Engineering
    Related URLs:
      Depositing user: Dr Igor Gejadze
      Date Deposited: 19 Feb 2010 12:01
      Last modified: 05 Sep 2014 23:50
      URI: http://strathprints.strath.ac.uk/id/eprint/16314

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