2001
DOI: 10.1002/qj.49712757220
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Optimality of variational data assimilation and its relationship with the Kalman filter and smoother

Abstract: The known properties of equivalence between four-dimensional variational (4D-Var) data assimilation and the Kalman filter as well as the fixed-interval Kalman smoother point to particular optimal properties of 4D-Var. In the linear context, the 4D-Var solution is optimal, not only with respect to the model trajectory segment over the assimilation time interval, but also with respect to any model state at a single observation time level; in the batch processing (cycling 4D-Var) method, the information in 4D-Var… Show more

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Cited by 100 publications
(69 citation statements)
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“…Other examples are shown in Rabier et al (1997). The implied B-matrix propagation is believed to hold generally in 4d-VAR, which is connected to the equivalence of 4d-VAR to the Kalman smoother (Ménard and Daley, 1996;Li and Navon, 2001;Fisher, Leutbecher and Kelly, 2005), which holds under special conditions (i.e. linear observation operators, linear forecast model, and the same background error covariance matrix at the start of the assimilation).…”
Section: Note About Background Error Propagation In 4d-varmentioning
confidence: 99%
“…Other examples are shown in Rabier et al (1997). The implied B-matrix propagation is believed to hold generally in 4d-VAR, which is connected to the equivalence of 4d-VAR to the Kalman smoother (Ménard and Daley, 1996;Li and Navon, 2001;Fisher, Leutbecher and Kelly, 2005), which holds under special conditions (i.e. linear observation operators, linear forecast model, and the same background error covariance matrix at the start of the assimilation).…”
Section: Note About Background Error Propagation In 4d-varmentioning
confidence: 99%
“…In fact, oceanographic observations are commonly collected at asynchronous times. For this reason, in variational data assimilation, the past asynchronous observations are simultaneously used to minimize the cost function that measures the weighted difference between background states and observations over the time interval, and identify the best estimate of the initial state condition (Drecourt, 2004;Ide et al, 1997;Li and Navon, 2001). In addition to the 3D-Var and 4D-Var methods, Hunt et al (2004) proposed a four-dimensional ensemble Kalman filter (4DEnKF) which adapts EnKF to handle observations that have occurred at non-assimilation times.…”
Section: Introductionmentioning
confidence: 99%
“…In theory, it is possible to fully transfer information from the previous assimilation time window to the next via the background term (Li and Navon(2001) [20]. This allows specification of background error covariance matrix at the beginning of assimilation window.…”
Section: Introductionmentioning
confidence: 99%