Potential artifacts in conservation laws and invariants inferred from sequential state estimation

Abstract. In sequential estimation methods often used in oceanic and general climate calculations of the state and of forecasts, observations act mathematically and statistically as source or sink terms in conservation equations for heat, salt, mass, and momentum. These artificial terms obscure the inference of the system's variability or secular changes. Furthermore, for the purposes of calculating changes in important functions of state variables such as total mass and energy or volumetric current transports, results of both filter and smoother-based estimates are sensitive to misrepresentation of a large variety of parameters, including initial conditions, prior uncertainty covariances, and systematic and random errors in observations. Here, toy models of a coupled mass–spring oscillator system and of a barotropic Rossby wave system are used to demonstrate many of the issues that arise from such misrepresentations. Results from Kalman filter estimates and those from finite interval smoothing are analyzed. In the filter (and prediction) problem, entry of data leads to violation of conservation and other invariant rules. A finite interval smoothing method restores the conservation rules, but uncertainties in all such estimation results remain. Convincing trend and other time-dependent determinations in “reanalysis-like” estimates require a full understanding of models, observations, and underlying error structures. Application of smoother-type methods that are designed for optimal reconstruction purposes alleviate some of the issues.