Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method
The ensemble Kalman smoother (EnKS) is used as a linear least-squares solver in the Gauss–Newton method for the large nonlinear least-squares system in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble members and no tangent or adjoint operators are needed. Furthermore...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
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Copernicus Publications
2016-03-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/23/59/2016/npg-23-59-2016.pdf |
| _version_ | 1818177193764716544 |
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| author | J. Mandel E. Bergou S. Gürol S. Gratton I. Kasanický |
| author_facet | J. Mandel E. Bergou S. Gürol S. Gratton I. Kasanický |
| author_sort | J. Mandel |
| collection | DOAJ |
| description | The ensemble Kalman smoother (EnKS) is used as a linear least-squares solver
in the Gauss–Newton method for the large nonlinear least-squares system in
incremental 4DVAR. The ensemble approach is naturally parallel over the
ensemble members and no tangent or adjoint operators are needed. Furthermore,
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 model and
a two-level quasi-geostrophic model. |
| first_indexed | 2024-12-11T20:28:12Z |
| format | Article |
| id | doaj.art-d678fdbd426043ed975a50bad923eac0 |
| institution | Directory Open Access Journal |
| issn | 1023-5809 1607-7946 |
| language | English |
| last_indexed | 2024-12-11T20:28:12Z |
| publishDate | 2016-03-01 |
| publisher | Copernicus Publications |
| record_format | Article |
| series | Nonlinear Processes in Geophysics |
| spelling | doaj.art-d678fdbd426043ed975a50bad923eac02022-12-22T00:51:54ZengCopernicus PublicationsNonlinear Processes in Geophysics1023-58091607-79462016-03-01232597310.5194/npg-23-59-2016Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother methodJ. Mandel0E. Bergou1S. Gürol2S. Gratton3I. Kasanický4University of Colorado Denver, Denver, CO 80217-3364, USAINRA, MaIAGE, Université Paris-Saclay, 78350 Jouy-en-Josas, FranceCERFACS, 31100 Toulouse, FranceCERFACS, 31100 Toulouse, FranceInstitute of Computer Science, The Czech Academy of Sciences, 182 07 Prague, Czech RepublicThe ensemble Kalman smoother (EnKS) is used as a linear least-squares solver in the Gauss–Newton method for the large nonlinear least-squares system in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble members and no tangent or adjoint operators are needed. Furthermore, 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 model and a two-level quasi-geostrophic model.http://www.nonlin-processes-geophys.net/23/59/2016/npg-23-59-2016.pdf |
| spellingShingle | J. Mandel E. Bergou S. Gürol S. Gratton I. Kasanický Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method Nonlinear Processes in Geophysics |
| title | Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method |
| title_full | Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method |
| title_fullStr | Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method |
| title_full_unstemmed | Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method |
| title_short | Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method |
| title_sort | hybrid levenberg marquardt and weak constraint ensemble kalman smoother method |
| url | http://www.nonlin-processes-geophys.net/23/59/2016/npg-23-59-2016.pdf |
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