Systematic estimation of forecast and observation error covariances in four-dimensional data assimilation
A two-part algorithm is presented for reliably computing weather forecast model and observational error covariances during data assimilation. Data errors arise from instrumental inaccuracies and sub-grid scale variability, whereas forecast errors occur because of modeling errors and the propagation of previous analysis errors. A Kalman filter is defined as the primary algorithm for estimating the forecast and analysis error convariance matrices. A second algorithm is described for quantifying the noise covariance matrices of any degree to obtain accurate values for the observational error covariances. Numerical results are provided from a linearized one-dimensional shallow-water model. The results cover observational noise covariances, initial instrumental errors and erroneous model values.