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Indian Journal of Pure and Applied Mathematics 37, 1 (2006) 41-58
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Several data assimilation methods for geophysical problems
Didier Auroux1

In this paper, we present an overview of various data assimilation methods, in order to identify the initial condition of a geophysical system and reconstruct its evolution in time and space. We first present the well known four dimensional variational adjoint method, the 4D-VAR algorithm, and then the four dimensional variational dual method, the 4D-PSAS algorithm, extended to nonlinear models. We present then an improved sequential data assimilation algorithm, the SEEK filter. We finally introduce a new simple algorithm, the Back and Forth Nudging. Some theoretical and numerical results about the BFN algorithm are finally given.
1:  INRIA Grenoble Rhône-Alpes / LJK Laboratoire Jean Kuntzmann - MOISE
data assimilation – geophysical fluids – 4D-VAR – 4D-PSAS – SEEK filter – nudging