General Information

• Course Number: Duke - Stat 259.02; NC State MA (Stat) 810J-006; UNC-CH Math 261.001
• Date and Location: Tuesdays for 4:30pm-7pm at NISS Room 104.
• Grades: Based on Project
• Instructor: Kayo Ide (UCLA); Office Hours: Tuesdays and Fridays at SAMSI, Thursdays at UNC-CH.
• Teaching Assistant: Minjung Kyung (NC State).

Course Description

Data assimilation provides a way to combine the models and observations effectively for the estimation of the present state of the ocean and atmosphere. It also forms a basis for the forecast of the future and re-analysis of the past. Data assimilation is a subject that requires a balanced understanding of statistics and applied mathematics as well as the relevant geophysical systems. This course introduces the concepts of data assimilation derived in the context of estimation theory and covers a variety of methods for numerical weather prediction and ocean forecasting, such as optimal interpolation, Kalman-filtering and variational based methods. Advanced topics and the state-of-art data assimilation systems will also be discussed.

References (Recommended, Not Required)

• Kalnay, E., 2003: Atmospheric modeling, data assimilation and predictability. Cambridge University Press, 341 pp.
• Daley, R., 1991: Atmospheric Data Analysis. Cambridge University Press, 457 pp.
• Jazwinski, A. H., 1970: Stochastic Processes and Filtering Theory. Academic Press, 376pp.

Schedule

• January 18th, 2005: Introduction to Data Assimilation
• January 25th, 2005: SAMSI "Tutorial and Kick-Off Workshop" (Tutorial Talk) [No Regular Class]
• February 1st, 2005: Estimation Theory. Univariate
• February 8th, 2005: Estimation Theory (Multivariate), Forecasting and Linear Error Growth By Dynamics
• February 15th, 2005: More on Forecasting and Kalman Filtering
• February 22nd, 2005: IPAM Workshop "Mathematical Issues and Challenges in Data Assimilation for Geophysical Systems: Interdisciplinary Perspectives" [No Regular Class]
• March 1st, 2005: Topics in Kalman Filtering
• March 8th, 2005: Ensemble Kalman Filter and Bayesian Aspects of Data Assimilation
• March 15th, 2005: Spring Break [No Class]
• March 22nd, 2005: Variational Approach. 3Dvar
• March 29th, 2005: More on Variational Approach. 3Dvar
• April 5th, 2005: More onf Variational Approach. 3Dvar
• April 12th, 2005: Variational Approach. 4Dvar
• April 19th, 2004: Guest Lecture by Christopher K.R.T. Jones (UNC-CH), "Assimilating Lagrangian data and Lagrangian model evaluations"
• April 26th, 2005: Advanced Data Assimilation

Last Update: September 15, 2005