Data assimilation obtains improved estimates of the state of a physical system by combining
imperfect model results with sparse and noisy observations of reality. all observations used in data
assimilation are equally valuable. The ability to characterize the usefulness of different data points
is important for analyzing the effectiveness of the assimilation system, for data pruning, and for the
design of future sensor systems.
This paper focuses on the four dimensional variational (4D-Var) data assimilation framework. Metrics
from information theory are used to quantify the contribution of observations to decreasing the
uncertainty with which the system state is known. We establish an interesting relationship between different
information-theoretic metrics and the variational cost function/gradient under Gaussian linear
assumptions. Based on this insight we derive an ensemble-based computational procedure to estimate
the information content of various observations in the context of 4D-Var. The approach is illustrated
on a nonlinear test problem. In the companion paper (Singh et al., 2012a) the methodology is applied
to a global chemical data assimilation experiment
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