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The conditioning of least squares problems in variational data assimilation

Tabeart, J. M., Dance, S. L., Haben, S. A., Lawless, A. S., Nichols, N. K. and Waller, J. A. (2018) The conditioning of least squares problems in variational data assimilation. Numerical Linear Algebra with Applications, 25 (5). e2165. ISSN 1099-1506

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To link to this item DOI: 10.1002/nla.2165

Abstract/Summary

In variational data assimilation a least squares objective function is minimised to obtain the most likely state of a dynamical system. This objective function combines observation and prior (or background) data weighted by their respective error statistics. In numerical weather prediction (NWP), data assimilation is used to estimate the current atmospheric state, which then serves as an initial condition for a forecast. New developments in the treatment of observation uncertainties have recently been shown to cause convergence problems for this least squares minimization. This is important for operational NWP centres due to the time constraints of producing regular forecasts. The condition number of the Hessian of the objective function can be used as a proxy to investigate the speed of convergence of the least squares minimisation. In this paper we develop novel theoretical bounds on the condition number of the Hessian. These new bounds depend on the minimum eigenvalue of the observation error covariance matrix, and the ratio of background error variance to observation error variance. Numerical tests in a linear setting show that the location of observation measurements has an important effect on the condition number of the Hessian. We identify that the conditioning of the problem is related to the complex interactions between observation error covariance and background error covariance matrices. Increased understanding of the role of each constituent matrix in the conditioning of the Hessian will prove useful for informing the choice of correlated observation error covariance matrix and observation location, particularly for practical applications.

Item Type:Article
Refereed:Yes
Divisions:Faculty of Science > School of Mathematical, Physical and Computational Sciences > National Centre for Earth Observation (NCEO)
Faculty of Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
Faculty of Science > School of Mathematical, Physical and Computational Sciences > Department of Meteorology
ID Code:74981
Publisher:John Wiley and Sons

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