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

Throughput-Distortion Computation Of Generic Matrix Multiplication: Toward A Computation Channel For Digital Signal Processing Systems

The generic matrix multiply (GEMM) function is the core element of high-performance linear algebra libraries used in many computationally-demanding digital signal processing (DSP) systems. We propose an acceleration technique for GEMM based on dynamically adjusting the imprecision (distortion) of computation. Our technique employs adaptive scalar companding and rounding to input matrix blocks followed by two forms of packing in floating-point that allow for concurrent calculation of multiple results. Since the adaptive companding process controls the increase of concurrency (via packing), the increase in processing throughput (and the corresponding increase in distortion) depends on the input data statistics. To demonstrate this, we derive the optimal throughput-distortion control framework for GEMM for the broad class of zero-mean, independent identically distributed, input sources. Our approach converts matrix multiplication in programmable processors into a computation channel: when increasing the processing throughput, the output noise (error) increases due to (i) coarser quantization and (ii) computational errors caused by exceeding the machine-precision limitations. We show that, under certain distortion in the GEMM computation, the proposed framework can significantly surpass 100% of the peak performance of a given processor. The practical benefits of our proposal are shown in a face recognition system and a multi-layer perceptron system trained for metadata learning from a large music feature database.Comment: IEEE Transactions on Signal Processing (vol. 60, 2012