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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
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Sprache |
Englisch
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ISSN |
2198-5634
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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
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Publikation (Nr.) |
copernicus.org/npgd-2-865-2015.pdf |
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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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Teil von |
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