Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method - INRAE - Institut national de recherche pour l’agriculture, l’alimentation et l’environnement Accéder directement au contenu
Article Dans Une Revue Nonlinear Processes in Geophysics Année : 2016

Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method

Résumé

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 is000378162300001 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 quasigeostrophic model.
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Dates et versions

hal-02637237 , version 1 (27-05-2020)

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J. Mandel, El Houcine Bergou, S. Gürol, Serge Gratton, I. Kasanický. Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method. Nonlinear Processes in Geophysics, 2016, 23 (2), pp.59-73. ⟨10.5194/npg-23-59-2016⟩. ⟨hal-02637237⟩
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