Hessian-based covariance approximations in variational data assimilation

DOI10.1515/rnam-2018-0003zbMath1440.65061OpenAlexW2790537288WikidataQ130194154 ScholiaQ130194154MaRDI QIDQ1742001

François-Xavier Le Dimet, Victor P. Shutyaev, Igor Yu. Gejadze

Publication date: 11 April 2018

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam-2018-0003

zbMATH Keywords

Hessianvariational data assimilationoptimality systemestimation error covariance

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical solution to inverse problems in abstract spaces (65J22)

Related Items (3)

Stability analysis of functionals in variational data assimilation with respect to uncertainties of input data for a sea thermodynamics model ⋮ Numerical linear algebra in data assimilation ⋮ Linear and nonlinear sensor placement strategies for mean-flow reconstruction via data assimilation

Cites Work

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• On the solvability and numerical solution of data assimilation problems
• Adjoint Equations and Perturbation Algorithms in Nonlinear Problems
• On Analysis Error Covariances in Variational Data Assimilation
• MAP estimators and their consistency in Bayesian nonparametric inverse problems
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