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| HAL: inria-00391900, version 1 |
| DOI: 10.1515/RJNAMM.2007.008 |
| See detailed view |  BibTeX,EndNote,... |
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| Russian Journal of Numerical Analysis and Mathematical Modelling 22, 2 (2007) 163-175 |
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| On error covariances in variational data assimilation |
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| Igor Yu Gejadze 1François-Xavier Le Dimet 2 |
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| (2007-05) |
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| The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem to find the initial condition function. The equation for the error of the optimal solution (analysis) is derived through the statistical errors of the input data (background and observation errors). The numerical algorithm is developed to construct the covariance operator of the analysis error using the covariance operators of the input errors. Numerical examples are presented. |
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| 1: | University of Strathclyde |
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University of Strathclyde |
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| 2: | MOISE (INRIA Grenoble Rhône-Alpes / LJK Laboratoire Jean Kuntzmann) |
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CNRS : UMR5224 – INRIA – Laboratoire Jean Kuntzmann – Université Joseph Fourier - Grenoble I – Institut Polytechnique de Grenoble - Grenoble Institute of Technology |
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| 3: | Institute of Numerical Mathematics [Moscou] (INM-RAS) |
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Russian Academy of Sciences |
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| Domain | : | Mathematics/Optimization and Control |
| inria-00391900, version 1 | |
| http://hal.inria.fr/inria-00391900 | |
| oai:hal.inria.fr:inria-00391900 | |
| From: Arthur Vidard | |
| Submitted for: | |
| Submitted on: Friday, 5 June 2009 10:31:54 | |
| Updated on: Tuesday, 5 February 2013 20:51:22 | |
