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arXiv · 1703.06663

The Onsager--Machlup functional for data assimilation

Nozomi Sugiura
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Abstract

When taking the model error into account in data assimilation, one needs to evaluate the prior distribution represented by the Onsager--Machlup functional. Through numerical experiments, this study clarifies how the prior distribution should be incorporated into cost functions for discrete-time estimation problems. Consistent with previous theoretical studies, the divergence of the drift term is essential in weak-constraint 4D-Var (w4D-Var), but it is not nec essary in Markov chain Monte Carlo with the Euler scheme. Although the former property may cause difficulties when implementing w4D-Var in large systems, this paper proposes a new technique for estimating the divergence term and its derivative.

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Nozomi Sugiura. 2017-03-20. The Onsager--Machlup functional for data assimilation. https://doi.org/10.5194/npg-24-701-2017

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