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- Title
The Onsager-Machlup functional for data assimilation.
- Authors
Nozomi Sugiura
- Abstract
When taking the model error into account in data assimilation, one needs to evaluate the prior distribution represented by the Onsager-Machlup functional. Through numerical experiments, this study clarifies how the prior distribution should be incorporated into cost functions for discrete-time estimation problems. Consistent with previous theoretical studies, the divergence of the drift term is essential in weak-constraint 4D-Var (w4D-Var), but it is not necessary in Markov chain Monte Carlo with the Euler scheme. Although the former property may cause difficulties when implementing w4D-Var in large systems, this paper proposes a new technique for estimating the divergence term and its derivative.
- Subjects
DISCRETE-time systems; DISTRIBUTION (Probability theory); MARKOV chain Monte Carlo; ESTIMATION theory; PROBLEM solving
- Publication
Nonlinear Processes in Geophysics, 2017, Vol 24, Issue 4, p701
- ISSN
1023-5809
- Publication type
Article
- DOI
10.5194/npg-24-701-2017