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Review on Mathematical Perspective for Data Assimilation Methods: Least Square Approach

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Document pages: 18 pages

Abstract: Environmental systems including our atmosphere oceans, biological… etc. can be modeled by mathematical equations to estimate their states. These equations can be solved with numerical methods. Initial and boundary conditions are needed for such of these numerical methods. Predication and simulations for different case studies are major sources for the great importance of these models. Satellite data from different wide ranges of sensors provide observations that indicate system state. So both numerical models and satellite data provide estimation of system states, and between the different estimations it is required the best estimate for system state. Assimilation of observations in numerical weather models with data assimilation techniques provide an improved estimate of system states. In this work, highlights on the mathematical perspective for data assimilation methods are introduced. Least square estimation techniques are introduced because it is considered the basic mathematical building block for data assimilation methods. Stochastic version of least square is included to handle the error in both model and observation. Then the three and four dimensional variational assimilation 3dvar and 4dvar respectively will be handled. Kalman filters and its derivatives Extended, (KF, EKF, ENKF) and hybrid filters are introduced.

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