Posterior Covariance vs. Analysis Error Covariance in Data Assimilation

François-Xavier Le Dimet 1, * Victor Shutyaev 2, * Igor Gejadze 3, *
* Auteur correspondant
1 MOISE - Modelling, Observations, Identification for Environmental Sciences
Inria Grenoble - Rhône-Alpes, LJK - Laboratoire Jean Kuntzmann, INPG - Institut National Polytechnique de Grenoble
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 (analysis). The data contain errors (observation and background errors), hence there is an error in the analysis. For mildly nonlinear dynamics, the analysis error covariance can be approximated by the inverse Hessian of the cost functional in the auxiliary data assimilation problem, whereas for stronger nonlinearity - by the 'effective' inverse Hessian. However, it has been noticed that the analysis error covariance is not the posterior covariance from the Bayesian perspective. While these two are equivalent in the linear case, the difference may become significant in practical terms with the nonlinearity level rising. For the proper Bayesian posterior covariance a new approximation via the Hessian is derived and its 'effective' counterpart is introduced. An approach for computing the mentioned estimates in the matrix-free environment using Lanczos method with preconditioning is suggested. Numerical examples which validate the developed theory are presented for the model governed by Burgers equation with a nonlinear viscous term.
Type de document :
Document associé à des manifestations scientifiques
6th WMO Symposium on Data Assimilation, Oct 2013, College Park, United States. 2013
Liste complète des métadonnées

https://hal.inria.fr/hal-00932577
Contributeur : Eugene Kazantsev <>
Soumis le : vendredi 17 janvier 2014 - 13:14:51
Dernière modification le : mercredi 11 avril 2018 - 01:59:38
Document(s) archivé(s) le : vendredi 18 avril 2014 - 11:38:26

Fichier

WMOFXLD.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-00932577, version 1

Collections

Citation

François-Xavier Le Dimet, Victor Shutyaev, Igor Gejadze. Posterior Covariance vs. Analysis Error Covariance in Data Assimilation. 6th WMO Symposium on Data Assimilation, Oct 2013, College Park, United States. 2013. 〈hal-00932577〉

Partager

Métriques

Consultations de la notice

418

Téléchargements de fichiers

41