page_title: Data assimilation
section_title: History
hierarchical_section_title: Data assimilation / Weather forecasting applications / History
caption_attribution_description: Lewis Fry Richardson, father of the numerical weather prediction. Depicted person&#58; &#32;Lewis Fry Richardson&#32;– mathematician, physicist, meteorologist, theory of war and conflict prevention
context_page_description: Data assimilation is a mathematical discipline that seeks to optimally combine theory with observations. There may be a number of different goals sought, for example—to determine the optimal state estimate of a system, to determine initial conditions for a numerical forecast model, to interpolate sparse observation data using knowledge of the system being observed, to train numerical model parameters based on observed data. Depending on the goal, different solution methods may be used. Data assimilation is distinguished from other forms of machine learning, image analysis, and statistical methods in that it utilizes a dynamical model of the system being analyzed.
  Data assimilation initially developed in the field of numerical weather prediction. Numerical weather prediction models are equations describing the dynamical behavior of the atmosphere, typically coded into a computer program. In order to use these models to make forecasts, initial conditions are needed for the model that closely resemble the current state of the atmosphere. Simply inserting point-wise measurements into the numerical models did not provide a satisfactory solution.
context_section_description: In 1922, Lewis Fry Richardson published the first attempt at forecasting the weather numerically. Using a hydrostatic variation of Bjerknes's primitive equations, Richardson produced by hand a 6-hour forecast for the state of the atmosphere over two points in central Europe, taking at least six weeks to do so. His forecast calculated that the change in surface pressure would be 145 millibars (4.3 inHg), an unrealistic value incorrect by two orders of magnitude. The large error was caused by an imbalance in the pressure and wind velocity fields used as the initial conditions in his analysis, indicating the need for a data assimilation scheme.
  Originally "subjective analysis" had been used in which NWP forecasts had been adjusted by meteorologists using their operational expertise. Then "objective analysis" (e.g. Cressman algorithm) was introduced for automated data assimilation. These objective methods used simple interpolation approaches, and thus were 3DDA methods.
  Later, 4DDA methods, called "nudging", were developed, such as in the MM5 model. They are based on the simple idea of Newtonian relaxation (the 2nd axiom of Newton). They introduce into the right part of dynamical equations of the model a term that is proportional to the difference of the calculated meteorological variable and the observed value. This term that has a negative sign keeps the calculated state vector closer to the observations. Nudging can be interpreted as a variant of the Kalman-Bucy filter (a continuous time version of the Kalman filter) with the gain matrix prescribed rather than obtained from covariances.
  A major development was achieved by L. Gandin (1963) who introduced the "statistical interpolation" (or "optimal interpolation") method, which developed earlier ideas of Kolmogorov.  This is a 3DDA method and is a type of regression analysis which utilizes information about the spatial distributions of covariance functions of the errors of the "first guess" field (previous forecast) and "true field". These functions are never known. However, the different approximations were assumed.
  The optimal interpolation algorithm is the reduced version of the Kalman filtering (KF) algorithm and in which the covariance matrices are not calculated from the dynamical equations but are pre-determined in advance.
  Attempts to introduce the KF algorithms as a 4DDA tool for NWP models came later. However, this was (and remains) a difficult task because the full version requires solution of the enormous number of additional equations (~N*N~10**12, where N=Nx*Ny*Nz is the size of the state vector, Nx~100, Ny~100, Nz~100 – the dimensions of the computational grid). To overcome this difficulty, approximate or suboptimal Kalman filters were developed. These include the Ensemble Kalman filter and the Reduced-Rank Kalman filters (RRSQRT).
  Another significant advance in the development of the 4DDA methods was utilizing the optimal control theory (variational approach) in the works of Le Dimet and Talagrand (1986), based on the previous works of J.-L. Lions and G. Marchuk, the latter being the first to apply that theory in the environmental modeling. The significant advantage of the variational approaches is that the meteorological fields satisfy the dynamical equations of the NWP model and at the same time they minimize the functional, characterizing their difference from observations. Thus, the problem of constrained minimization is solved. The 3DDA variational methods were developed for the first time by Sasaki (1958).
  As was shown by Lorenc (1986), all the above-mentioned 4DDA methods are in some limit equivalent, i.e. under some assumptions they minimize the same cost function. However, in practical applications these assumptions are never fulfilled, the different methods perform differently and generally it is not clear what approach (Kalman filtering or variational) is better. The fundamental questions also arise in application of the advanced DA techniques such as convergence of the computational method to the global minimum of the functional to be minimised.
caption: Lewis Fry Richardson
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