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Proceedings Paper

A lower bound for prediction uncertainty in nowcasting/forecasting models
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Paper Abstract

We introduce a formalism for computing the Cramer-Rao lower bound (CRLB) for a general dynamical system, develop an approach to bounding the process noise for a general dynamical system, and discuss the application of this formalism in the context of a prototypical forecasting model. This model consists of a simple transport diffusion process with assimilation updates based on point source measurements. We investigate the use of Krylov subspace techniques for efficient computation of two point correlation functions, and the use of this technique in generating a coarse-grained state covariance.

Paper Details

Date Published: 12 September 2007
PDF: 8 pages
Proc. SPIE 6685, Assimilation of Remote Sensing and In Situ Data in Modern Numerical Weather and Environmental Prediction Models, 668505 (12 September 2007); doi: 10.1117/12.740665
Show Author Affiliations
J. Clayton Kerce, Propagation Research Associates, Inc. (United States)
Francois Vandenberghe, The National Ctr. for Atmospheric Research (United States)


Published in SPIE Proceedings Vol. 6685:
Assimilation of Remote Sensing and In Situ Data in Modern Numerical Weather and Environmental Prediction Models
Xiaolei Zou; Dale Barker; Francois-Xavier Le Dimet, Editor(s)

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