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• W3190808545 abstract "Abstract Data assimilation algorithms combine prior and observational information, weighted by their respective uncertainties, to obtain the most likely posterior of a dynamical system. In variational data assimilation the posterior is computed by solving a nonlinear least squares problem. Many numerical weather prediction (NWP) centers use full observation error covariance (OEC) weighting matrices, which can slow convergence of the data assimilation procedure. Previous work revealed the importance of the minimum eigenvalue of the OEC matrix for conditioning and convergence of the unpreconditioned data assimilation problem. In this article we examine the use of correlated OEC matrices in the preconditioned data assimilation problem for the first time. We consider the case where there are more state variables than observations, which is typical for applications with sparse measurements, for example, NWP and remote sensing. We find that similarly to the unpreconditioned problem, the minimum eigenvalue of the OEC matrix appears in new bounds on the condition number of the Hessian of the preconditioned objective function. Numerical experiments reveal that the condition number of the Hessian is minimized when the background and observation lengthscales are equal. This contrasts with the unpreconditioned case, where decreasing the observation error lengthscale always improves conditioning. Conjugate gradient experiments show that in this framework the condition number of the Hessian is a good proxy for convergence. Eigenvalue clustering explains cases where convergence is faster than expected." @default.
• W3190808545 created "2021-08-16" @default.
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• W3190808545 date "2021-08-07" @default.
• W3190808545 modified "2023-10-14" @default.
• W3190808545 title "New bounds on the condition number of the Hessian of the preconditioned variational data assimilation problem" @default.
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• W3190808545 doi "https://doi.org/10.1002/nla.2405" @default.
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