Gejadze, I.Y. and Le-Dimet, F. and Shutyaev, V. (2007) On error covariances in variational data assimilation. Russian Journal of Numerical Analysis and Mathematical Modelling, 22 (2). pp. 163-175. ISSN 0927-6467
Full text not available in this repository. (Request a copy from the Strathclyde author)Official URL: http://dx.doi.org/10.1515/RJNAMM.2007.008
Abstract
The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem to find the initial condition function. The equation for the error of the optimal solution (analysis) is derived through the statistical errors of the input data (background and observation errors). The numerical algorithm is developed to construct the covariance operator of the analysis error using the covariance operators of the input errors. Numerical examples are presented.
| Item type: | Article |
|---|---|
| ID code: | 8511 |
| Keywords: | nonlinear evolution model, statistics, covariance, optimal control problem, variational data assimilation, Probabilities. Mathematical statistics, Engineering (General). Civil engineering (General) |
| Subjects: | Science > Mathematics > Probabilities. Mathematical statistics Technology > Engineering (General). Civil engineering (General) |
| Department: | Faculty of Engineering > Civil Engineering |
| Related URLs: | |
| Depositing user: | Strathprints Administrator |
| Date Deposited: | 10 Sep 2009 12:37 |
| Last modified: | 12 Mar 2012 10:49 |
| URI: | http://strathprints.strath.ac.uk/id/eprint/8511 |
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