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Data Assimilation and Inverse Methods in Terms of a Probabilistic Formulation

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  • 1 Institute for Marine and Atmospheric Research Utrecht (IMAU), Utrecht University, Utrecht, the Netherlands
  • | 2 Nansen Environmental and Remote Sensing Center, Bergen, Norway
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Abstract

The weak constraint inverse for nonlinear dynamical models is discussed and derived in term of a probabilistic formulation. The well-known result that for Gaussian error statistics the minimum of the weak constraint inverse is equal to the maximum-likelihood estimate is rederived. Then several methods based on ensemble statistics that can be used to find the smoother (as opposed to the filter) solution are introduced and compared to traditional methods. A strong point of the new methods is that they avoid the integration of adjoint equations, which is a complex task for real oceanographic or atmospheric applications. They also avoid iterative searches in a Hilbert space, and error estimates can be obtained without much additional computational effort. The feasibility of the new methods is illustrated in a two-layer quasigeostrophic ocean model.

Abstract

The weak constraint inverse for nonlinear dynamical models is discussed and derived in term of a probabilistic formulation. The well-known result that for Gaussian error statistics the minimum of the weak constraint inverse is equal to the maximum-likelihood estimate is rederived. Then several methods based on ensemble statistics that can be used to find the smoother (as opposed to the filter) solution are introduced and compared to traditional methods. A strong point of the new methods is that they avoid the integration of adjoint equations, which is a complex task for real oceanographic or atmospheric applications. They also avoid iterative searches in a Hilbert space, and error estimates can be obtained without much additional computational effort. The feasibility of the new methods is illustrated in a two-layer quasigeostrophic ocean model.

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