195-616B   Topics in Geophysical Fluid Dynamics (Winter Term 2002)

Department of Atmospheric and Oceanic Sciences, McGill University

Introduction to Data Assimilation and applications to atmospheric data analysis

Professor: Pierre Gauthier
Email: pierre.gauthier@uqam.ca


Lecture No.1  Introduction: data assimilation and the inverse problem

Lecture No.2 Basic statistics

Lecture No.3 univariate statistical interpolation

Lecture No.4 a Bayesian approach to statistical data assimilation

Lecture No.5 multivariate statistical interpolation.

Lecture No.6 Extension of statistical interpolation to the 4D case: the Kalman filter

Lecture No.7 Quadri-dimensional variational data assimilation: the 4D-Var.



Burden, R.L., J.D. Faires et A.C. Reynolds, 1978: Numerical analysis. Ed Prindle, Weber and Schmidt, 579 pages.

Golub, G.H. et C.F. van Loan, 1983: Matrix computations. John Hopkins University Press, 476 pages.

Press, W.H., S.A. Teukolsky, W.T. Vetterling et B.P. Flannery, 1992: Numerical recipes: the art of scientific computing (Second Edition). Cambridge University Press, 963 pages

Applications to geophysical flows

Bennett, A.F., 1992: Inverse methods in physical oceanography. Cambridge University Press, 346 pages.

Daley, R., 1991: Atmospheric data analysis. Cambridge University Press, Atmospheric and Space Science Series, 457 pages.

Rodgers, R.D., 2000: Inverse Methods for Atmospheric Sounding: theory and practice. World Scientific Series On Atmospheric and Planetary Physics, vol.2, 238 pages.

Tarantola, A., 1987: Inverse problem theory: methods for data fitting and model parameter estimation. Elsevier, Amsterdam, 613 pages.

Wunsch, C., 1996: The ocean circulation inverse problem. Cambridge University Press, 442 pages.


Jazwinski, A., 1970: Stochastic processes and filtering theory. Academic Press, 376 pages.

Maybeck, P.S., 1979: Stochastic models, estimation and control: vol. 1 et 2. Academic Press, Mathematics in science and engineering, 712 pages.

ECMWF Web site

Training course:

Fisher, M., 2001: Assimilation techniques: 3D-Var

Fisher, M., 2001: Assimilation techniques: 4D-Var

Fisher, M., 2001: Assimilation techniques: Approximate Kalman Filters and Singular Vectors

Bouttier, F. and P. Courtier, 2000: Data assimilation concepts and methods

Järvinen, H., 1998: Observations and diagnostic tools for data assimilation: