Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother?method

Mandel J.; Bergou E.; Gürol S.; Gratton S.; Kasanicky I.

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Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother?method

机译：混合Levenberg–Marquardt和弱约束集合Kalman平滑器方法

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The ensemble Kalman smoother (EnKS) is used as a linear least-squares solver in the Gauss–Newton method for the large nonlinear least-squares system in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble members and no tangent or adjoint operators are needed. Furthermore, adding a regularization term results in replacing the Gauss–Newton method, which may diverge, by the Levenberg–Marquardt method, which is known to be convergent. The regularization is implemented efficiently as an additional observation in the EnKS. The method is illustrated on the Lorenz 63 model and a two-level quasi-geostrophic model.

机译：集合卡尔曼平滑器（EnKS）在增量4DVAR中的大型非线性最小二乘法系统的高斯-牛顿方法中用作线性最小二乘法求解器。合奏方法自然是在合奏成员上平行的，不需要切线或伴随运算符。此外，添加正则化项会导致用可能会收敛的Levenberg-Marquardt方法代替可能会发散的Gauss-Newton方法。在EnKS中，将正则化有效地实现为附加观察。该方法在Lorenz 63模型和两级准地转模型中进行了说明。

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《Nonlinear processes in geophysics》 |2016年第2期|共15页
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Mandel J.; Bergou E.; Gürol S.; Gratton S.; Kasanicky I.;
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1. Hybrid Levenberg-Marquardt and weak-constraint ensemble Kalman smoother method [J] . Mandel J., Bergou E., Gurol S., Nonlinear processes in geophysics . 2016,第2期

机译：混合Levenberg-Marquardt和弱约束集成Kalman平滑器方法
2. Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother?method [J] . Mandel J., Bergou E., Gürol S., Nonlinear Processes in Geophysics Discussions . 2016,第2期

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Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother?method

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