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Hybrid Levenberg–marquardt and Weak Constraint Ensemble Kalman Smoother~method : Volume 2, Issue 3 (26/05/2015)

By Mandel, J.

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Book Id: WPLBN0004020153
Format Type: PDF Article :
File Size: Pages 38
Reproduction Date: 2015

Title: Hybrid Levenberg–marquardt and Weak Constraint Ensemble Kalman Smoother~method : Volume 2, Issue 3 (26/05/2015)  
Author: Mandel, J.
Volume: Vol. 2, Issue 3
Language: English
Subject: Science, Nonlinear, Processes
Collections: Periodicals: Journal and Magazine Collection, Copernicus GmbH
Historic
Publication Date:
2015
Publisher: Copernicus Gmbh, Göttingen, Germany
Member Page: Copernicus Publications

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Gratton, S., Bergou, E., Gürol, S., & Mandel, J. (2015). Hybrid Levenberg–marquardt and Weak Constraint Ensemble Kalman Smoother~method : Volume 2, Issue 3 (26/05/2015). Retrieved from http://hawaiilibrary.net/


Description
Description: University of Colorado Denver, Denver, CO, USA. We propose to use the ensemble Kalman smoother (EnKS) as the linear least squares solver in the Gauss–Newton method for the large nonlinear least squares in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble members and no tangent or adjoint operators are needed. Further, 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 and the two-level quasi-geostrophic model problems.

Summary
Hybrid Levenberg–Marquardt and weak constraint ensemble Kalman smoother~method

Excerpt
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