2006
DOI: 10.1017/cbo9780511535949
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Discrete Inverse and State Estimation Problems

Abstract: The problems of making inferences about the natural world from noisy observations and imperfect theories occur in almost all scientific disciplines. This 2006 book addresses these problems using examples taken from geophysical fluid dynamics. It focuses on discrete formulations, both static and time-varying, known variously as inverse, state estimation or data assimilation problems. Starting with fundamental algebraic and statistical ideas, the book guides the reader through a range of inference tools includin… Show more

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Cited by 143 publications
(139 citation statements)
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“…In practice, the salt and heat conservations are formulated relative to a reference tracer value (taken here as the estimated average of the tracer over the considered layer volume, see Table C.5). As explained by (Wunsch, 2006), this formulation reduces the impact of possible mass imbalance on the tracer imbalance. In (C.1) the tracer divergence in the bottom friction layer is ignored.…”
Section: Water Massmentioning
confidence: 99%
See 1 more Smart Citation
“…In practice, the salt and heat conservations are formulated relative to a reference tracer value (taken here as the estimated average of the tracer over the considered layer volume, see Table C.5). As explained by (Wunsch, 2006), this formulation reduces the impact of possible mass imbalance on the tracer imbalance. In (C.1) the tracer divergence in the bottom friction layer is ignored.…”
Section: Water Massmentioning
confidence: 99%
“…The conservation constraints being applied simultaneously to several layers/tracers, after discretizing the tracer fluxes across the boundaries, a system of linear equations is solved for the model unknowns (see Appendix C.1 215 for more details). The number of constraints being usually smaller than the number of unknowns, we used the Gauss-Markov method which is adapted to find the best unbiased estimation of underdetermined systems of linear equations (see Wunsch, 2006).…”
mentioning
confidence: 99%
“…147], and connects to almost everything in the computational mathematics of PDEs. To mention some examples of relevance to the computational physicist, adjoints are central to a priori and a posteriori error estimation [18,19,20,21,17], sensitivity studies [22,23], PDE-constrained optimisation [24,25,26,27,28], non-normal stability analysis [29,30,31], and PDE-constrained Bayesian inference [32].…”
Section: Adjoint Modelsmentioning
confidence: 99%
“…Data assimilation synthesizes observed data and modeled physics based on statistical theories. This is an effective approach to fill the gap between observation and modeling studies (Wunsch, 2006;Blayo et al, 2015). Generally, data assimilation minimizes a modeldata misfit with an assessment of errors; the autocorrelation function and the decorrelation scale are necessary for these error assessments (Carton et al, 2000;Forget and Wunsch, 2007).…”
Section: Introductionmentioning
confidence: 99%