Observation thinning in data assimilation computations

Abstract

We propose to use an observation-thinning method for the efficient numerical solution of large-scale incremental four- dimensional (4D-Var) data assimilation problems. This decomposition is based on exploiting an adaptive hierarchy of the observations. Starting with a low-cardinality set and the solution of its corresponding optimization problem, observations are successively added based on a posteriori error estimates. The particular structure of the sequence of associated linear systems allows the use of a variant of the conjugate gradient algorithm which effectively exploits the fact that the number of observations is smaller than the size of the vector state in the 4D-Var model. The new algorithm is tested on a one-dimensional-wave equation and on the Lorenz96 system, the latter one being of special interest because of its similarity with numerical weather prediction systems.