18 research outputs found
What is the correct cost functional for variational data assimilation?
Variational approaches to data assimilation, and weakly constrained four dimensional variation (WC-4DVar) in particular, are important in the geosciences but also in other communities (often under different names). The cost functions and the resulting optimal trajectories may have a probabilistic interpretation, for instance by linking data assimilation with maximum aposteriori (MAP) estimation. This is possible in particular if the unknown trajectory is modelled as the solution of a stochastic differential equation (SDE), as is increasingly the case in weather forecasting and climate modelling. In this situation, the MAP estimator (or “most probable path” of the SDE) is obtained by minimising the Onsager–Machlup functional. Although this fact is well known, there seems to be some confusion in the literature, with the energy (or “least squares”) functional sometimes been claimed to yield the most probable path. The first aim of this paper is to address this confusion and show that the energy functional does not, in general, provide the most probable path. The second aim is to discuss the implications in practice. Although the mentioned results pertain to stochastic models in continuous time, they do have consequences in practice where SDE’s are approximated by discrete time schemes. It turns out that using an approximation to the SDE and calculating its most probable path does not necessarily yield a good approximation to the most probable path of the SDE proper. This suggest that even in discrete time, a version of the Onsager–Machlup functional should be used, rather than the energy functional, at least if the solution is to be interpreted as a MAP estimator
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Uncertainties in steric sea level change estimation during the satellite altimeter era: concepts and practices
This article presents a review of current practice in estimating steric sea level change, focussed on the treatment of uncertainty. Steric sea level change is the contribution to the change in sea level arising from the dependence of density on temperature and salinity. It is a significant component of sea level rise and a reflection of changing ocean heat content. However tracking these steric changes remains still a significant challenge for the scientific community. We review the importance of understanding the uncertainty in estimates of steric sea level change. Relevant concepts of uncertainty are discussed and illustrated with the example of observational uncertainty propagation from a single profile of temperature and salinity measurements to steric height. We summarise and discuss the recent literature on methodologies and techniques used to estimate steric sea level in the context of the treatment of uncertainty. Our conclusions are that progress in quantifying steric sea level uncertainty will benefit from: greater clarity and transparency in published discussions of uncertainty, including exploitation of international standards for quantifying and expressing uncertainty in measurement; and the development of community ‘recipes’ for quantifying the error covariances in observations and from sparse sampling, and for estimating and propagating uncertainty across spatio-temporal scales
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