On the Sensitivity Equations of Four-Dimensional Variational (4D-Var) Data Assimilation

Abstract

Abstract The equations of the forecast sensitivity to observations and to the background estimate in a four-dimensional variational data assimilation system (4D-Var DAS) are derived from the first-order optimality condition in unconstrained minimization. Estimation of the impact of uncertainties in the specification of the error statistics is considered by evaluating the sensitivity to the observation and background error covariance matrices. The information provided by the error covariance sensitivity analysis is used to identify the input components for which improved estimates of the statistical properties of the errors are of most benefit to the analysis and forecast. A close relationship is established between the sensitivities within each input pair data/error covariance such that once the observation and background sensitivities are available the evaluation of the sensitivity to the specification of the corresponding error statistics requires little additional computational effort. The relevance of the 4D-Var sensitivity equations to assess the data impact in practical applications is discussed. Computational issues are addressed and idealized 4D-Var experiments are set up with a finite-volume shallow-water model to illustrate the theoretical concepts. Time-dependent observation sensitivity and potential applications to improve the model forecast are presented. Guidance provided by the sensitivity fields is used to adjust a 4D-Var DAS to achieve forecast error reduction through assimilation of supplementary data and through an accurate specification of a few of the background error variances.