D. Banfield et al., A STEADY-STATE KALMAN FILTER FOR ASSIMILATING DATA FROM A SINGLE POLAR ORBITING SATELLITE, Journal of the atmospheric sciences, 52(6), 1995, pp. 737-753
A steady-state scheme for data assimilation in the context of a single
, short period (relative to a day), sun-synchronous, polar-orbiting sa
tellite is examined. If the satellite takes observations continuously,
the gains, which are the weights for blending observations and predic
tions together, are: steady in time. For a linear system forced by ran
dom noise, the optimal steady-state gains (Wiener gains) are equivalen
t to those of a Kalman filter. Computing the Kalman gains increases th
e computational cost of the model by a large factor, but computing the
Wiener gains does not. The latter are computed by iteration using pri
or estimates of the gains to assimilate simulated observations of one
run of the model, termed ''truth,'' into another run termed ''predicti
on.'' At each stage, the prediction errors form the basis for the next
estimate of the gains. Steady state is achieved after three or four i
terations. Further simplification is achieved by making the gains depe
nd on longitudinal distance from the observation point, not on absolut
e longitude. For a single-layer primitive equation model, the scheme w
orks well even if only the mass field is observed but not the velocity
field. Although the scheme was developed for Mars Observer, it should
be applicable to data retrieved from Earth atmosphere satellites, for
example, UARS.