Venue:
The school will be in the AlbaNova main building (Roslagstullsbacken 21)
in auditorium FB53 (on Tuesday and Wednesday) and in FA32 on Thursday and
Friday. On Saturday morning we will be in the Nordita auditorium; see the
photo on the right.
Main topics:
The school consists of teaching lessons during the first week and project work in conjuction with the
program on
predictability and data assimilation in the second week.
 Assimilation of observations. The case of meteorology and oceanography. Inverse problems in general. Bayesian estimation.
 The linear case. Best Linear Unbiased Estimation. Simple examples.
 Advanced assimilation methods. Variational assimilation. Optimization. Adjoint equations.
 Advanced assimilation methods. Kalman Filter. Ensemble Kalman Filter and variants.
 Evaluation of assimilation algorithms
 The limits of present methods. Future perspectives. Particle filters.
Schedule:
First week:
Lecturers: Olivier Talagrand (OT) and Pavel Sakov (PS)
Tuesday, 26 April
9:00 Registration
10:00 Lecture 1 by OT: Assimilation of observations. The case of meteorology
and oceanography. Inverse problems in general. Bayesian estimation.
11:00 short coffee break
11:15 Lecture 2 by OT, continuation of Lecture 1
12:30 lunch
14:00 Lecture 3 by OT: The linear case. Best Linear Unbiased Estimation.
Simple examples.
15:00 coffee
15:30 Lecture 4 by OT, continuation of Lecture 3
16:30 student presentation
17:30 informal reception with wine and cheese

Wednesday, 27 April
9:00 Lecture 5 by PS: Kalman filter and smoother
10:00 short coffee break
10:15 Lecture 6 by PS, continuation of Lecture 5
11:15 short coffee break
11:30 Lecture 7 by OT: Advanced assimilation methods.
Variational assimilation. Adjoint equations.
12:30 lunch
14:00 Lecture 8 by OT, continuation of Lecture 7
15:00 coffee
15:30 Lecture 9 by PS: Ensemble Kalman filter (EnKF) and variants.
16:30 short coffee break
16:45 planning of project work

Thursday, 28 April
9:00 Lecture 10 by PS, continuation of Lecture 9
10:00 short coffee break
10:15 Lecture 11 by OT: Advanced assimilation methods. Variational assimilation.
Performances.
11:15 short coffee break
11:30 Lecture 12 by OT, continuation of Lecture 11
12:30 lunch
14:00 Lecture 13 by PS: Ensemble Kalman Smoother (EnKS) and Adaptive EnKF (AEnKF).
Localization, inflation etc. Iterative methods.
15:00 coffee
15:30 Lecture 14 by PS, continuation of Lecture 13
16:30 short coffee break
16:45 questions regarding project work

Friday, 29 April
9:00 Lecture 15 by PS, continuation of Lecture 14
10:00 short coffee break
10:15 Lecture 16 by PS, continuation of Lecture 15
11:15 short coffee break
11:30 Lecture 17 by OT: Evaluation of assimilation algorithms
12:30 lunch
14:00 Lecture 18 by OT, continuation of Lecture 17
15:00 coffee
15:30 start of project work
18:00 common Dinner at AlbaNova

Saturday, 30 April
9:00 Lecture 19 by OT: The limits of present methods.
Future perspectives. Particle filters.
10:00 short coffee break
11:15 Lecture 20 by OT, continuation of Lecture 19
12:30 lunch

Recommended reading:
In addition to the papers Talagrand.1987.pdf and Talagrand.2010.pdf
available on the link below, we recommend the following reading.
General
Kalnay, E., 2003, Atmospheric modeling, data assimilation and
predictability. Cambridge University Press, Cambridge, UK, 341 pp..
Talagrand, O., 1995: Assimilation of observations, an introduction. J.
Meteor. Soc. Japan, 75, 1B, 191209 (attached).
Variational assimilation
P. Courtier and O. Talagrand, 1990, Variational assimilation of
meteorological observations with the direct and adjoint shallowwater
equations, Tellus, 42A, 531549.
O. Talagrand, 2010, Variational Assimilation. in W. A. Lahoz, B. Khattatov
and R. MÃ©nard (editors), Data Assimilation: Making Sense of Observations,
SpringerVerlag GmbH Berlin Heidelberg, Germany, ISBN : 9783540747024,
4167 (attached)
Ensemble Kalman Filter
Geir Evensen: Data assimilation, The Ensemble Kalman Filter, 2nd ed.,
Springer, 2009
The Ensemble Kalman Filter: Theoretical Formulation and Practical
Implementation
Geir Evensen,
Ocean Dynamics, 53, 343367, 2003.
Available on http://link.springer.de
Particle filters
Particle filtering in geophysical systems Van Leeuwen, P.J., Monthly
Weather Rev. 137, 40894114, 2009 (available at the address
http://www.met.reading.ac.uk/~xv901096/research/publications.html)
Link to video recordings
Registration deadline was: 22 March 2011
