4DVAR by ensemble Kalman smoother
Atmospheric and Oceanic Physics
2017-03-10 v1 Dynamical Systems
Abstract
We propose to use the ensemble Kalman smoother (EnKS) as linear least squares solver in the Gauss-Newton method for the large nonlinear least squares in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble members and no tangent or adjoint operators are needed. Further, adding a regularization term results in replacing the Gauss-Newton method, which may diverge, by^M the Levenberg-Marquardt method, which is known to be convergent. The regularization is implemented efficiently as an additional observation in the EnKS.
Cite
@article{arxiv.1304.5271,
title = {4DVAR by ensemble Kalman smoother},
author = {Jan Mandel and Elhoucine Bergou and Serge Gratton},
journal= {arXiv preprint arXiv:1304.5271},
year = {2017}
}
Comments
9 pages