NASA NTRS1993
Gains are the spatial weighting of an observation in its neighborhood versus the local values of a model prediction. They are the key to data assimilation, as they are the direct measure of how the data are used to guide the model. As derived in the broad context of data assimilation by Kalman and in the context of meteorology, for example, by Rutherford, the optimal gains are functions of the prediction error covariances between the observation and analysis points. Kalman introduced a very powerful technique that allows one to calculate these optimal gains at the time of each observation. Unfortunately, this technique is both computationally expensive and often numerically unstable for dynamical systems of the magnitude of meteorological models, and thus is unsuited for use in PMIRR data assimilation. However, the optimal gains as calculated by a Kalman filter do reach a steady state for regular observing patterns like that of a satellite. In this steady state, the gains are constants in time, and thus could conceivably be computed off-line. These steady-state Kalman gains (i.e., Wiener gains) would yield optimal performance without the computational burden of true Kalman filtering. We proposed to use this type of constant-in-time Wiener gain for the assimilation of data from PMIRR and Mars Observer.