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Bibliographic Details
Main Author: Sakov, Pavel
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2411.14809
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author Sakov, Pavel
author_facet Sakov, Pavel
contents It was recently found with the aid of machine learning that for a variety of toy data assimilation systems with chaotic Lorenz-96 model it is possible to achieve a nearly-optimal data assimilation without carrying the state error covariance between cycles. This result does not look surprising on its own because not carrying covariance is the approach taken by standard 4D-Var, but it was found ``astonishing'' in the context of the machine learning-based system trained on the ensemble Kalman filter. This note proposes two algorithms for building the state error covariance from a state estimate that yield good performance and could be worked out by the deep learning-based system.
format Preprint
id arxiv_https___arxiv_org_abs_2411_14809
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle On building the state error covariance from a state estimate
Sakov, Pavel
Chaotic Dynamics
It was recently found with the aid of machine learning that for a variety of toy data assimilation systems with chaotic Lorenz-96 model it is possible to achieve a nearly-optimal data assimilation without carrying the state error covariance between cycles. This result does not look surprising on its own because not carrying covariance is the approach taken by standard 4D-Var, but it was found ``astonishing'' in the context of the machine learning-based system trained on the ensemble Kalman filter. This note proposes two algorithms for building the state error covariance from a state estimate that yield good performance and could be worked out by the deep learning-based system.
title On building the state error covariance from a state estimate
topic Chaotic Dynamics
url https://arxiv.org/abs/2411.14809