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Cohn, S.

Publications and source records attributed to Cohn, S..

The Estimation Theory Framework of Data Assimilation

Lecture 1. The Estimation Theory Framework of Data Assimilation: 1. The basic framework: dynamical and observation models; 2. Assumptions and approximations; 3. The filtering, smoothing, and prediction problems; 4. Discrete Kalman filter and smoother algorithms; and 5. Example: A retrospective data assimilation system

Cohn, S.↗

Elementary Theory of Covariance Modeling

The contents include: 1. State space, spectral space, and observation space; 2. Variances and correlations; 3. Isotropic and anisotropic correlation modeling on the sphere; 4. Operational ozone data assimilation; and 5. Kalman filtering for trace constituents.

Cohn, S.↗

Covariance Propagation and Partial Eigendecomposition Filtering on the Continuum: The Cases of Advective Dynamics

As a motivation for this lecture, we begin by stating a paradox that challenges our fundamental understanding of covariance evolution (at least it challenged my own). Attempting to resolve this 'divergence paradox' leads us to introduce the continuum fundamental solution operator for the dynamics under consideration, which will be advection dynamics in this lecture. This operator is the object that is approximated by the discrete 'tangent linear model. We then show how the fundamental solution operator can be used to describe the solution of the continuum covariance evolution equation. This description is complete enough to resolve fully the divergence paradox.

Cohn, S.↗

Applications of estimation theory to numerical weather prediction

Numerical weather prediction (NWP) is an initial value problem for a system of nonlinear partial differential equations in which the initial values are known only incompletely and inaccurately. Data at initial time can be supplemented, however, by observations of the system distributed over a time interval preceding it. Estimation theory was successful in approaching such problems for models governed by systems of ordinary differential equations and of linear PDEs. Estimation-theoretic methods for NWP are developed. A model exhibiting many features of large scale atmospheric flow important in NWP is the one governed by the shallow fluid equations. The estimation problem for a linearized formulation of these equations is studied. A finite difference version of the equations is used as a forecast model to simulate the numerical models used in NWP.

Cohn, S.↗

Optimal interpolation and the Kalman filter

The estimation theory of stochastic-dynamic systems is described and used in a numerical study of optimal interpolation. The general form of data assimilation methods is reviewed. The Kalman-Bucy, KB filter, and optimal interpolation (OI) filters are examined for effectiveness in performance as gain matrices using a one-dimensional form of the shallow-water equations. Control runs in the numerical analyses were performed for a ten-day forecast in concert with the OI method. The effects of optimality, initialization, and assimilation were studied. It was found that correct initialization is necessary in order to localize errors, especially near boundary points. Also, the use of small forecast error growth rates over data-sparse areas was determined to offset inaccurate modeling of correlation functions near boundaries.

Cohn, S.↗