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contributor authorDaley, Roger
date accessioned2017-06-09T16:08:51Z
date available2017-06-09T16:08:51Z
date copyright1992/08/01
date issued1992
identifier issn0027-0644
identifier otherams-61997.pdf
identifier urihttp://onlinelibrary.yabesh.ir/handle/yetl/4202839
description abstractForecast-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.
publisherAmerican Meteorological Society
titleEstimating Model-Error Covariances for Application to Atmospheric Data Assimilation
typeJournal Paper
journal volume120
journal issue8
journal titleMonthly Weather Review
identifier doi10.1175/1520-0493(1992)120<1735:EMECFA>2.0.CO;2
journal fristpage1735
journal lastpage1746
treeMonthly Weather Review:;1992:;volume( 120 ):;issue: 008
contenttypeFulltext


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