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arxiv: 1304.5271 · v1 · pith:5GKUNN3Rnew · submitted 2013-04-18 · ⚛️ physics.ao-ph · math.DS

4DVAR by ensemble Kalman smoother

classification ⚛️ physics.ao-ph math.DS
keywords ensemblemethoddvarenksgauss-newtonkalmanleastregularization
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We propose to use the ensemble Kalman smoother (EnKS) as linear least squares solver in the Gauss-Newton method for the large nonlinear least squares in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble members and no tangent or adjoint operators are needed. Further, adding a regularization term results in replacing the Gauss-Newton method, which may diverge, by^M the Levenberg-Marquardt method, which is known to be convergent. The regularization is implemented efficiently as an additional observation in the EnKS.

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