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Titel Hybrid Levenberg–Marquardt and weak constraint ensemble Kalman smoother method
VerfasserIn J. Mandel, E. Bergou, S. Gürol, S. Gratton
Medientyp Artikel
Sprache Englisch
ISSN 2198-5634
Digitales Dokument URL
Erschienen In: Nonlinear Processes in Geophysics Discussions ; 2, no. 3 ; Nr. 2, no. 3 (2015-05-26), S.865-902
Datensatznummer 250115176
Publikation (Nr.) Volltext-Dokument vorhandencopernicus.org/npgd-2-865-2015.pdf
 
Zusammenfassung
We propose to use the ensemble Kalman smoother (EnKS) as the 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 the Levenberg–Marquardt method, which is known to be convergent. The regularization is implemented efficiently as an additional observation in the EnKS. The method is illustrated on the Lorenz 63 and the two-level quasi-geostrophic model problems.
 
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