A regularized-inverse-problem framing lets L-curve, GCV, and chi-squared criteria estimate model error covariance hyperparameters in weak constraint 4D-Var, with limited 1D twin-experiment validation.
Parameter estimation and inverse problems
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Model Error Covariance Estimation for Weak Constraint Data Assimilation
A regularized-inverse-problem framing lets L-curve, GCV, and chi-squared criteria estimate model error covariance hyperparameters in weak constraint 4D-Var, with limited 1D twin-experiment validation.