4,341 research outputs found
A Practical Method to Estimate Information Content in the Context of 4D-Var Data Assimilation. I: Methodology
Data assimilation obtains improved estimates of the state of a physical system
by combining imperfect model results with sparse and noisy observations of reality.
Not 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 linear and nonlinear test problems. In the companion paper
[Singh et al.(2011)] the methodology is applied to a global chemical data assimilation
problem
A reduced-order strategy for 4D-Var data assimilation
This paper presents a reduced-order approach for four-dimensional variational
data assimilation, based on a prior EO F analysis of a model trajectory. This
method implies two main advantages: a natural model-based definition of a mul
tivariate background error covariance matrix , and an important
decrease of the computational burden o f the method, due to the drastic
reduction of the dimension of the control space. % An illustration of the
feasibility and the effectiveness of this method is given in the academic
framework of twin experiments for a model of the equatorial Pacific ocean. It
is shown that the multivariate aspect of brings additional
information which substantially improves the identification procedure. Moreover
the computational cost can be decreased by one order of magnitude with regard
to the full-space 4D-Var method
Variational data assimilation using targetted random walks
The variational approach to data assimilation is a widely used methodology for both online prediction and for reanalysis (offline hindcasting). In either of these scenarios it can be important to assess uncertainties in the assimilated state. Ideally it would be desirable to have complete information concerning the Bayesian posterior distribution for unknown state, given data. The purpose of this paper is to show that complete computational probing of this posterior distribution is now within reach in the offline situation. In this paper we will introduce an MCMC method which enables us to directly sample from the Bayesian\ud
posterior distribution on the unknown functions of interest, given observations. Since we are aware that these\ud
methods are currently too computationally expensive to consider using in an online filtering scenario, we frame this in the context of offline reanalysis. Using a simple random walk-type MCMC method, we are able to characterize the posterior distribution using only evaluations of the forward model of the problem, and of the model and data mismatch. No adjoint model is required for the method we use; however more sophisticated MCMC methods are available\ud
which do exploit derivative information. For simplicity of exposition we consider the problem of assimilating data, either Eulerian or Lagrangian, into a low Reynolds number (Stokes flow) scenario in a two dimensional periodic geometry. We will show that in many cases it is possible to recover the initial condition and model error (which we describe as unknown forcing to the model) from data, and that with increasing amounts of informative data, the uncertainty in our estimations reduces
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