Data Assimilation and Inverse Methods in Terms of a Probabilistic FormulationVan Leeuwen, P. J. and Evensen, G. (1996) Data Assimilation and Inverse Methods in Terms of a Probabilistic Formulation. Monthly Weather Review, 124 (12). pp. 2898-2913. ISSN 0027-0644
It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing. To link to this item DOI: 10.1175/1520-0493(1996)124<2898:DAAIMI>2.0.CO;2 Abstract/SummaryThe weak-constraint inverse for nonlinear dynamical models is discussed and derived in terms of a probabilistic formulation. The well-known result that for Gaussian error statistics the minimum of the weak-constraint inverse is equal to the maximum-likelihood estimate is rederived. Then several methods based on ensemble statistics that can be used to find the smoother (as opposed to the filter) solution are introduced and compared to traditional methods. A strong point of the new methods is that they avoid the integration of adjoint equations, which is a complex task for real oceanographic or atmospheric applications. they also avoid iterative searches in a Hilbert space, and error estimates can be obtained without much additional computational effort. the feasibility of the new methods is illustrated in a two-layer quasigeostrophic model.
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