The challenge of bounded, non-Gaussian, non-linear and multi-scale variables

Speaker: 
Craig Bishop

Affiliation: 
School of Earth Sciences and ARC Centre of Excellence for Climate Extremes
University of Melbourne

Seminar Date: 
8. April 2019 - 11:00 - 12:00

Current state estimation or data assimilation techniques assume Gaussian uncertainties for both forecasts and observations. However, unbiased observations of bounded variables can be shown to have highly non-Gaussian uncertainties and observation error standard deviations that depend on the value of the unknown true state. In particular, the observation error variance of such observations must tend to zero as the unknown true state tends to zero.

read more