On error covariances in variational data assimilation

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.
Type de document :
Article dans une revue
Russian Journal of Numerical Analysis and Mathematical Modelling, De Gruyter, 2007, 22 (2), pp.163-175. 〈10.1515/RJNAMM.2007.008〉
Liste complète des métadonnées

https://hal.inria.fr/inria-00391900
Contributeur : Arthur Vidard <>
Soumis le : vendredi 5 juin 2009 - 10:31:54
Dernière modification le : mercredi 11 avril 2018 - 01:59:45

Lien texte intégral

Identifiants

Collections

Citation

Igor Yu Gejadze, François-Xavier Le Dimet, Victor P. Shutyaev. On error covariances in variational data assimilation. Russian Journal of Numerical Analysis and Mathematical Modelling, De Gruyter, 2007, 22 (2), pp.163-175. 〈10.1515/RJNAMM.2007.008〉. 〈inria-00391900〉

Partager

Métriques

Consultations de la notice

235