Hybrid Levenberg-Marquardt and weak-constraint ensemble Kalman smoother method

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.