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Back and forth nudging algorithm for data assimilation problems

Abstract : In this Note, we introduce a new algorithm for data assimilation problems, called the back and forth nudging (BFN) algorithm. The standard forward nudging algorithm is first studied for a linear ODE model. The backward nudging algorithm is then introduced in order to reconstruct the initial state of the system. These two algorithms are combined in the new BFN algorithm. The mathematical proof of its convergence is given for a linear ODE system.
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Didier Auroux, Jacques Blum. Back and forth nudging algorithm for data assimilation problems. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2005, 340, pp.873-878. ⟨10.1016/j.crma.2005.05.006⟩. ⟨inria-00189644⟩



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