1 Experimental Data Evaluation: Basic Concepts |
|
1 | (58) |
|
1.1 Experimental Data Uncertainties |
|
|
3 | (10) |
|
1.2 Uncertainties and Probabilities |
|
|
13 | (19) |
|
1.2.1 Axiomatic, Frequency, and Subjective Probability |
|
|
13 | (16) |
|
1.2.2 Bayes' Theorem for Assimilating New Information |
|
|
29 | (3) |
|
1.3 Moments, Means, and Covariances |
|
|
32 | (27) |
|
1.3.1 Means and Covariances |
|
|
34 | (9) |
|
1.3.2 A Geometric Model for Covariance Matrices |
|
|
43 | (10) |
|
1.3.3 Computing Covariances: Simple Examples |
|
|
53 | (6) |
2 Computation of Means and Variances from Measurements |
|
59 | (74) |
|
2.1 Statistical Estimation of Means, Covariances, and Confidence Intervals |
|
|
61 | (12) |
|
2.2 Assigning Prior Probability Distributions under Incomplete Information |
|
|
73 | (9) |
|
2.2.1 Assigning Prior Distributions Using Group Theory |
|
|
74 | (2) |
|
2.2.2 Assigning Prior Distributions Using Entropy Maximization |
|
|
76 | (6) |
|
2.3 Evaluation of Consistent Data with Independent Random Errors |
|
|
82 | (10) |
|
2.3.1 Evaluation of Unknown Location Parameter with Known Scale Parameters |
|
|
82 | (2) |
|
2.3.2 Evaluation of Unknown Location and Scale Parameters |
|
|
84 | (4) |
|
2.3.3 Scale Parameter (Count Rate) Evaluation in the Presence of Background Noise |
|
|
88 | (4) |
|
2.4 Evaluation of Consistent Data with Random and Systematic Errors |
|
|
92 | (17) |
|
2.4.1 Discrete Outcomes: Correlated and Uncorrelated Relative Frequencies |
|
|
93 | (4) |
|
2.4.2 Continuous Outcomes: Consistent Data with Random and Systematic Errors |
|
|
97 | (12) |
|
2.5 Evaluation of Discrepant Data with Unrecognized Random Errors |
|
|
109 | (22) |
|
2.5.1 Using Jeffreys' Prior for the Scale Factor c |
|
|
112 | (5) |
|
2.5.2 Using an Exponential Prior for the Scale Factor c |
|
|
117 | (3) |
|
2.5.3 Marginal Posterior Distribution for the Unrecognized Errors |
|
|
120 | (11) |
|
|
131 | (2) |
3 Optimization Methods For Large-Scale Data Assimilation |
|
133 | (50) |
|
|
134 | (6) |
|
3.2 Limited Memory Quasi-Newton(LMQN) Algorithms for Unconstrained Minimization |
|
|
140 | (7) |
|
3.2.1 The CONMIN Algorithm |
|
|
141 | (2) |
|
3.2.2 The E04DGF Algorithm |
|
|
143 | (1) |
|
3.2.3 The L-BFGS Quasi-Newton Algorithm |
|
|
144 | (1) |
|
3.2.4 The BBVSCG Algorithm |
|
|
145 | (2) |
|
3.3 Truncated-Newton (T-N) Methods |
|
|
147 | (3) |
|
3.4 Hessian Information in Optimization |
|
|
150 | (5) |
|
3.4.1 Hessian's Spectrum: Convergence Rate in Unconstrained Minimization |
|
|
151 | (2) |
|
3.4.2 Role of the Hessian in Constrained Minimization |
|
|
153 | (2) |
|
3.5 Nondifferentiable Minimization: Bundle Methods |
|
|
155 | (3) |
|
|
158 | (2) |
|
|
160 | (1) |
|
3.8 Scaling and Preconditioning |
|
|
161 | (2) |
|
3.8.1 Preconditioning for Linear Problems |
|
|
161 | (1) |
|
3.8.2 Preconditioning for Nonlinear Problems |
|
|
162 | (1) |
|
3.9 Nonlinearly Constrained Minimization |
|
|
163 | (7) |
|
3.9.1 Penalty and Barrier Function Methods |
|
|
163 | (1) |
|
3.9.2 Augmented Lagrangian Methods |
|
|
164 | (1) |
|
3.9.3 Sequential Quadratic Programming (SQP) Methods' |
|
|
165 | (5) |
|
|
170 | (13) |
|
3.10.1 Simulated Annealing |
|
|
172 | (2) |
|
3.10.1.1 Annealing Schedule |
|
|
172 | (1) |
|
3.10.1.2 Choice of Initial and Final Temperatures |
|
|
173 | (1) |
|
3.10.1.3 Computational Considerations |
|
|
173 | (1) |
|
3.10.2 Genetic Algorithms |
|
|
174 | (23) |
|
3.10.2.1 Solution Representation |
|
|
175 | (1) |
|
3.10.2.2 Population Selection |
|
|
176 | (2) |
|
3.10.2.3 Advanced GA Operators |
|
|
178 | (1) |
|
3.10.2.4 Population Assessment |
|
|
178 | (1) |
|
3.10.2.5 Control Parameters |
|
|
179 | (1) |
|
3.10.2.6 GA Computational Considerations |
|
|
180 | (1) |
|
3.10.2.7 GA Operators in Detail |
|
|
180 | (1) |
|
3.10.2.8 Extensions of GA Methods to Constrained Optimization |
|
|
181 | (2) |
4 Basic Principles of 4-D VAR |
|
183 | (44) |
|
4.1 Nudging Methods (Newtonian Relaxation) |
|
|
186 | (2) |
|
4.2 Optimal Interpolation, Three-Dimensional Variational, and Physical Space Statistical Analysis Methods |
|
|
188 | (4) |
|
4.3 Estimation of Error Covariance Matrices |
|
|
192 | (5) |
|
4.4 Framework of Time-Dependent ("Four-Dimensional") Variational Data Assimilation (4-D VAR) |
|
|
197 | (20) |
|
|
201 | (4) |
|
|
205 | (4) |
|
4.4.3 Optimality Properties of 4-D VAR |
|
|
209 | (8) |
|
4.5 Numerical Experience with Unconstrained Minimization Methods for 4-D VAR Using the Shallow Water Equations |
|
|
217 | (5) |
|
4.5.1 Performance of LMQN Methods |
|
|
218 | (2) |
|
4.5.2 Performance of Truncated Newton (T-N) Methods |
|
|
220 | (2) |
|
4.6 Treatment of Model Errors in Variational Data Assimilation |
|
|
222 | (5) |
5 4-D VAR in Numerical Weather Prediction Models |
|
227 | (32) |
|
5.1 The Objective of 4-D VAR |
|
|
227 | (5) |
|
5.2 Computation of Cost Functional Gradient Using the Adjoint Model |
|
|
232 | (4) |
|
5.3 Adjoint Coding of the FFT and of the Inverse FFT |
|
|
236 | (2) |
|
5.4 Developing Adjoint Programs for Interpolations and "On/Off" Processes |
|
|
238 | (4) |
|
5.5 Construction of Background Covariance Matrices |
|
|
242 | (2) |
|
5.6 Characterization of Model Errors in 4-D VAR |
|
|
244 | (4) |
|
5.7 The Incremental 4-D VAR Algorithm |
|
|
248 | (9) |
|
|
248 | (1) |
|
5.7.2 The 4-D VAR Incremental Method |
|
|
249 | (4) |
|
5.7.3 Preconditioning of Incremental 4-D VAR |
|
|
253 | (2) |
|
5.7.4 Summary and Discussion |
|
|
255 | (2) |
|
|
257 | (2) |
6 Appendix A |
|
259 | (18) |
|
6.1 Frequently Encountered Probability Distributions |
|
|
259 | (18) |
7 Appendix B |
|
277 | (22) |
|
7.1 Elements of Functional Analysis for Data Analysis and Assimilation |
|
|
277 | (22) |
8 Appendix C |
|
299 | (12) |
|
8.1 Parameter Identification and Estimation |
|
|
299 | (12) |
|
8.1.1 Mathematical Framework for Parameter Identification and Regularization |
|
|
300 | (5) |
|
8.1.2 Maximum Likelihood (ML) Method for Parameter Estimation |
|
|
305 | (1) |
|
8.1.3 Maximum Total Variation as an L1-Regularization Method for Estimation of Parameters with Discontinuities |
|
|
306 | (1) |
|
8.1.4 Parameter Estimation by Extended Kalman Filter |
|
|
307 | (4) |
Bibliography |
|
311 | (24) |
Index |
|
335 | |