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A Complementary Note to 'A Lag-1 Smoother Approach to System-Error Estimation': The Intrinsic Limitations of Residual DiagnosticsRecently, this author studied an approach to the estimation of system error based on combining observation residuals derived from a sequential filter and fixed lag-1 smoother. While extending the methodology to a variational formulation, experimenting with simple models and making sure consistency was found between the sequential and variational formulations, the limitations of the residual-based approach came clearly to the surface. This note uses the sequential assimilation application to simple nonlinear dynamics to highlight the issue. Only when some of the underlying error statistics are assumed known is it possible to estimate the unknown component. In general, when considerable uncertainties exist in the underlying statistics as a whole, attempts to obtain separate estimates of the various error covariances are bound to lead to misrepresentation of errors. The conclusions are particularly relevant to present-day attempts to estimate observation-error correlations from observation residual statistics. A brief illustration of the issue is also provided by comparing estimates of error correlations derived from a quasi-operational assimilation system and a corresponding Observing System Simulation Experiments framework.
Document ID
20160006710
Acquisition Source
Goddard Space Flight Center
Document Type
Reprint (Version printed in journal)
External Source(s)
Authors
Todling, Ricardo
(NASA Goddard Space Flight Center Greenbelt, MD United States)
Date Acquired
May 31, 2016
Publication Date
October 1, 2015
Publication Information
Publication: Quarterly Journal of the Royal Meteorological Society: Part A
Publisher: Wiley
Volume: 141
Issue: 692
Subject Category
Statistics And Probability
Report/Patent Number
GSFC-E-DAA-TN31839
Distribution Limits
Public
Copyright
Other
Keywords
Fixed-lag smoothing
Kalman Filtering
Innovations process

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