Data assimilation with regularized nonlinear instabilities

In variational formulations of data assimilation, the estimation of parameters or initial state values by a search for a minimum of a cost function can be hindered by the numerous local minima in the dependence of the cost function on those quantities. We argue that this is a result of instability on the synchronization manifold where the observations are required to match the model outputs in the situation where the data and the model are chaotic. The solution to this impediment to estimation is given as controls moving the positive conditional Lyapunov exponents on the synchronization manifold to negative values and adding to the cost function a penalty that drives those controls to zero as a result of the optimization process implementing the assimilation. This is seen as the solution to the proper size of 'nudging' terms: they are zero once the estimation has been completed, leaving only the physics of the problem to govern forecasts after the assimilation window. We show how this procedure, called Dynamical State and Parameter Estimation (DSPE), works in the case of the Lorenz96 model with nine dynamical variables. Using DSPE, we are able to accurately estimate the fixed parameter of this model and all of the state variables, observed and unobserved, over an assimilation time interval [0, T]. Using the state variables at T and the estimated fixed parameter, we are able to accurately forecast the state of the model for t > T to those times where the chaotic behaviour of the system interferes with forecast accuracy. Copyright (C) 2010 Royal Meteorological Society