Wavelet Approximation in Data Assimilation
Overview
Estimation of the state of the atmosphere with the Kalman filter remains a distant goal because of high computational cost of evolving the error covariance for both linear and nonlinear systems. Wavelet approximation is presented here as a possible solution that efficiently compresses both global and local covariance information. We demonstrate the compression characteristics on the the error correlation field from a global two-dimensional chemical constituent assimilation, and implement an adaptive wavelet approximation scheme on the assimilation of the one-dimensional Burger's equation. In the former problem, we show that 99%, of the error correlation can be represented by just 3% of the wavelet coefficients, with good representation of localized features. In the Burger's equation assimilation, the discrete linearized equations (tangent linear model) and analysis covariance are projected onto a wavelet basis and truncated to just 6%, of the coefficients. A nearly optimal forecast is achieved and we show that errors due to truncation of the dynamics are no greater than the errors due to covariance truncation.
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Details
- ISBN-13: 9781289289737
- ISBN-10: 1289289735
- Publisher: Bibliogov
- Publish Date: August 2013
- Dimensions: 9.69 x 7.44 x 0.08 inches
- Shipping Weight: 0.19 pounds
- Page Count: 38
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