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Limited-Memory BFGS Diagonal Preconditioners for a Data Assimilation Problem in Meteorology

✍ Scribed by F. Veersé; D. Auroux; M. Fisher


Book ID
110285173
Publisher
Springer US
Year
2000
Tongue
English
Weight
97 KB
Volume
1
Category
Article
ISSN
1389-4420

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## Abstract We recall a theoretical analysis of the equivalence between the Kalman filter and the four‐dimensional variational (4D‐Var) approach to solve data‐assimilation problems. This result is then extended to cover the comparison of the singular evolutive extended Kalman (SEEK) filter with a r