Data assimilation as a nonlinear dynamical systems problem: stability and convergence of the prediction-assimilation system.

@article{Carrassi2008DataAA,
  title={Data assimilation as a nonlinear dynamical systems problem: stability and convergence of the prediction-assimilation system.},
  author={Alberto Carrassi and Michael Ghil and Anna Trevisan and Francesco Mattia Uboldi},
  journal={Chaos},
  year={2008},
  volume={18 2},
  pages={
          023112
        }
}
We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system leads to the uniqueness of its sequentially estimated solutions and is required for the convergence of these solutions to the system's true, chaotic evolution. The key ideas of our approach are illustrated for a linearized Lorenz system. Stability of two… CONTINUE READING

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