Approximate Gauss-Newton methods for optimal state estimation using reduced-order models
The Gauss–Newton (GN) method is a well‐known iterative technique for solving nonlinear least‐squares problems subject to dynamical system constraints. Such problems arise commonly in optimal state estimation where the systems may be stochastic. Variational data assimilation techniques for state esti...
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Published in | International journal for numerical methods in fluids Vol. 56; no. 8; pp. 1367 - 1373 |
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Main Authors | , , , |
Format | Journal Article Conference Proceeding |
Language | English |
Published |
Chichester, UK
John Wiley & Sons, Ltd
20.03.2008
Wiley |
Subjects | |
Online Access | Get full text |
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Summary: | The Gauss–Newton (GN) method is a well‐known iterative technique for solving nonlinear least‐squares problems subject to dynamical system constraints. Such problems arise commonly in optimal state estimation where the systems may be stochastic. Variational data assimilation techniques for state estimation in weather, ocean and climate systems currently use approximate GN methods. The GN method solves a sequence of linear least‐squares problems subject to linearized system constraints. For very large systems, low‐resolution linear approximations to the model dynamics are used to improve the efficiency of the algorithm. We propose a new method for deriving low‐order system approximations based on model reduction techniques from control theory. We show how this technique can be combined with the GN method to retain the response of the dynamical system more accurately and improve the performance of the approximate GN method. Copyright © 2007 John Wiley & Sons, Ltd. |
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Bibliography: | istex:6564EC06B8AAD8920664984E0D692116D96E5A51 ark:/67375/WNG-408XGJ3V-R The UK Natural Environment Research Council The British Council The German Academic Exchange Service (DAAD) ArticleID:FLD1629 SourceType-Scholarly Journals-2 ObjectType-Feature-2 ObjectType-Conference Paper-1 content type line 23 SourceType-Conference Papers & Proceedings-1 ObjectType-Article-3 |
ISSN: | 0271-2091 1097-0363 |
DOI: | 10.1002/fld.1629 |