Hybrid Levenberg–Marquardt and weak-constraint ensemble Kalman smoother method
- 1University of Colorado Denver, Denver, CO 80217-3364, USA
- 2INRA, MaIAGE, Université Paris-Saclay, 78350 Jouy-en-Josas, France
- 3CERFACS, 31100 Toulouse, France
- 4INP-ENSEEIHT, 31071 Toulouse, France
- 5Institute of Computer Science, The Czech Academy of Sciences, 182 07 Prague, Czech Republic
Abstract. The ensemble Kalman smoother (EnKS) is used as a linear least-squares solver in the Gauss–Newton method for the large nonlinear least-squares system in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble members and no tangent or adjoint operators are needed. Furthermore, adding a regularization term results in replacing the Gauss–Newton method, which may diverge, by the Levenberg–Marquardt method, which is known to be convergent. The regularization is implemented efficiently as an additional observation in the EnKS. The method is illustrated on the Lorenz 63 model and a two-level quasi-geostrophic model.