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Back and forth nudging algorithm for data assimilation problems

By Didier Auroux and Jacques Blum

Abstract

International audienceIn 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

Topics: [MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC], [INFO.INFO-DL] Computer Science [cs]/Digital Libraries [cs.DL]
Publisher: Elsevier
Year: 2005
DOI identifier: 10.1016/j.crma.2005.05.006
OAI identifier: oai:HAL:inria-00189644v1
Provided by: HAL-UNICE

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