Abstract

Abstract Forecast-error statistics have traditionally been used to investigate model performance and to calculate analysis weights for atmospheric data assimilation. Forecast error has two components: the model error, caused by model imperfections, and the predictability error, which is due to the model generation of instabilities from an imperfectly defined initial state. Traditionally, these two error sources have been difficult to separate. The Kalman filter theory assumes that the model error is additive white (in time) noise, which permits the separation of the model and predictability error. Progress can be made by assuming that the model-error statistics are homogeneous and stationary, an assumption that is more justifiable for the model-error statistics than for the forcast-error statistics. A methodology for estimating the homogeneous, stationary component of the model- error covariance is discussed and tested in a simple data-assimilation system.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.