Hybrid Levenberg-Marquardt and weak constraint ensemble Kalman smoother method, Nonlinear Processes in Geophysics - Archive ouverte HAL Access content directly
Journal Articles Nonlinear Processes in Geophysics Year : 2016

Hybrid Levenberg-Marquardt and weak constraint ensemble Kalman smoother method, Nonlinear Processes in Geophysics

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Abstract

We propose to use the ensemble Kalman smoother (EnKS) as the linear least squaressolver in the Gauss–Newton method for the large nonlinear least squares in incre-mental 4DVAR. The ensemble approach is naturally parallel over the ensemble mem-bers and no tangent or adjoint operators are needed. Further, adding a regulariza-5tion term results in replacing the Gauss–Newton method, which may diverge, by theLevenberg–Marquardt method, which is known to be convergent. The regularizationis implemented efficiently as an additional observation in the EnKS. The method isillustrated on the Lorenz 63 and the two-level quasi-geostrophic model problems.
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Dates and versions

hal-03165022 , version 1 (11-03-2021)

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Attribution - CC BY 4.0

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Jan Mandel, El Houcine Bergou, Selime Gurol, Serge Gratton. Hybrid Levenberg-Marquardt and weak constraint ensemble Kalman smoother method, Nonlinear Processes in Geophysics. Nonlinear Processes in Geophysics, 2016, 23, pp.59--73. ⟨10.5194/npgd-2-865-2015⟩. ⟨hal-03165022⟩
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