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Lyapunov vectors and assimilation in the unstable subspace: theory and applications

Palatella, L., Carrassi, A. and Trevisan, A. (2013) Lyapunov vectors and assimilation in the unstable subspace: theory and applications. Journal of Physics A: Mathematical and Theoretical, 46 (25). 254020. ISSN 1751-8113

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To link to this item DOI: 10.1088/1751-8113/46/25/254020

Abstract/Summary

Based on a limited number of noisy observations, estimation algorithms provide a complete description of the state of a system at current time. Estimation algorithms that go under the name of assimilation in the unstable subspace (AUS) exploit the nonlinear stability properties of the forecasting model in their formulation. Errors that grow due to sensitivity to initial conditions are efficiently removed by confining the analysis solution in the unstable and neutral subspace of the system, the subspace spanned by Lyapunov vectors with positive and zero exponents, while the observational noise does not disturb the system along the stable directions. The formulation of the AUS approach in the context of four-dimensional variational assimilation (4DVar-AUS) and the extended Kalman filter (EKF-AUS) and its application to chaotic models is reviewed. In both instances, the AUS algorithms are at least as efficient but simpler to implement and computationally less demanding than their original counterparts. As predicted by the theory when error dynamics is linear, the optimal subspace dimension for 4DVar-AUS is given by the number of positive and null Lyapunov exponents, while the EKF-AUS algorithm, using the same unstable and neutral subspace, recovers the solution of the full EKF algorithm, but dealing with error covariance matrices of a much smaller dimension and significantly reducing the computational burden. Examples of the application to a simplified model of the atmospheric circulation and to the optimal velocity model for traffic dynamics are given.

Item Type:Article
Refereed:Yes
Divisions:Faculty of Science > School of Mathematical, Physical and Computational Sciences > Department of Meteorology
ID Code:89696
Publisher:IOP

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