A methodology to obtain model-error covariances due to the discretization scheme from the parametric Kalman filter perspective - Archive ouverte HAL Access content directly
Journal Articles Nonlinear Processes in Geophysics Year : 2021

A methodology to obtain model-error covariances due to the discretization scheme from the parametric Kalman filter perspective

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Richard Ménard
  • Function : Author
Mohammad El Aabaribaoune
  • Function : Author
Matthieu Plu

Abstract

This contribution addresses the characterization of the model-error covariance matrix from the new theoretical perspective provided by the parametric Kalman filter method which approximates the covariance dynamics from the parametric evolution of a covariance model. The classical approach to obtain the modified equation of a dynamics is revisited to formulate a parametric modelling of the model-error covariance matrix which applies when the numerical model is dissipative compared with the true dynamics. As an illustration, the particular case of the advection equation is considered as a simple test bed. After the theoretical derivation of the predictability-error covariance matrices of both the nature and the numerical model, a numerical simulation is proposed which illustrates the properties of the resulting model-error covariance matrix.
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Dates and versions

insu-03668384 , version 1 (14-05-2022)

Licence

Attribution - CC BY 4.0

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Cite

Olivier Pannekoucke, Richard Ménard, Mohammad El Aabaribaoune, Matthieu Plu. A methodology to obtain model-error covariances due to the discretization scheme from the parametric Kalman filter perspective. Nonlinear Processes in Geophysics, 2021, 28, pp.1-22. ⟨10.5194/npg-28-1-2021⟩. ⟨insu-03668384⟩
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