Year: 2017
Type: article
Abstract: . When taking the model error into account in data assimilation, one needs to evaluate the prior distribution represented by the Onsager–Machlup functional. Through numerical experiments, this study clarifies how the prior distribution should be incorporated into cost functions for discrete-time estimation problems. Consistent with previous theoretical studies, the divergence of the drift term is essential in weak-constraint 4D-Var (w4D-Var), but it is not necessary in Markov chain Monte Carlo with the Euler scheme. Although the former property may cause difficulties when implementing w4D-Var in large systems, this paper proposes a new technique for estimating the divergence term and its derivative.
Author: Nozomi Sugiura
Language: English
Subfield: Atmospheric Science
Field: Earth and Planetary Sciences
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $1,412
Awards: G8714424352, G8966188038
OpenAlex ID: W2607509898
