**7. Application: High Degree Gravity Field Determination Using a Direct Solver**

**7.3 A Closed-Loop Simulation Scenario**

are block-cyclic distributed matrices. The only challenge is to operate on the proper sub-matrices
to use the correct columns corresponding to the samples for group i. As a final step the sum of
squared residuals Ω_{n} is computed for every NEQ group according to (4.8b), recalling the original
NEQs from disk. Note that the correct parameter subset of x(:,0) is extracted and afterwards
reordered to the numbering scheme associated with the original NEQsN_{n}andn_{n}using the already
introduced reordering concepts (cf. Sect. 4.3.2 and 4.3.3). For the OEQs, the design matrices are set
up as block-cyclic distributed matrices and v_{o} =A_{o}x(:,0)−```_{o} is computed such that Ω_{o} directly
is computed with (4.8a) again using computations for the block-cyclic distributed matrix v_{o}. The
final VCs directly follow from (4.22). They are stored in additions to the NEQs and the solution
on disk.

7.3. A Closed-Loop Simulation Scenario 111

Table 7.2: Data sets based on NEQs used in the closed-loop simulation scenario.

n name NEQ/ΣΣΣn reference nn d/o σn

0 SLR IWF-SLR Maier et al. (2012) EGM2008+N

0, σ_{n}^{2}N^{−1}_{n}

2–5 0.0606 1 GRACE ITG-Grace2010s Mayer-Gürr et al. (2010b) EGM2008+N

0, σ_{n}^{2}N^{−1}n

2–180 1.2910 2 GOCE_SST EGM_TIM_RL04 Brockmann et al. (2013) EGM2008+N

0, σ_{n}^{2}N^{−1}_{n}

2–130 0.7454 3 GOCE_SGG EGM_TIM_RL04 Brockmann et al. (2013) EGM2008+N

0, σ_{n}^{2}N^{−1}n

2–250 0.8165

7.3.1.2 Data sets based on OEQs

The simulation of observations is straightforward. To simulate different data sets, a global grid, covering the whole Earth is partioned into different groups. Each observation group stands for a data set from a specific geographical region. Over land, gravity anomalies (in spherical approximation) are simulated from EGM2008 for spherical harmonic degrees 2–720 as point-wise measurements.

As observation error, uncorrelated noise from a diagonal covariance matrix ΣΣΣ_{```}_{o}_{```}_{o} = σ^{2}_{o}QQQ_{```}_{o}_{```}_{o} was
added. The diagonal entries p

Q

QQ_{```}_{o}_{```}_{o}(i, i) of the cofactor matrix are randomly generated for every
data point following an uniform distribution between 0.9 and 1.1. This corresponds to a variation
of the standard deviation within a single group of±10 %. This diagonal cofactor matrix is assumed
to be known in the algorithm, whereas the value of σ_{o} used in generation of the noise is estimated
from the data. A regular 0.2^{◦}×0.2^{◦} grid was used over the land areas and afterwards partioned to
the geographical zones.

Over the oceans, altimetry observations along a virtual CryoSat-2 orbit (reference orbit provided
by ESA) are simulated from EGM2008. As a simplification for this study, the dynamic ocean
topography was neglected, thus it is assumed altimetry directly observes the static geoid^{11}. Six
30-day sub-cycles (sc1–sc6) of different accuracies are introduced as individual observation groups
for which a weight is estimated. The along-track observations were sampled with 1/3 Hz (for the
simulations). The noise is generated in the same way as for the data sets over land. The typical
along track error characteristic of altimetric measurements was neglected in the simulation, instead
a white noise was added. For that reason, the standard deviation of a single observations was chosen
higher than expected for real data with an a-long track error characteristic.

All necessary information on allO = 17data sets is listed in Tab. 7.3. The data sets (the pointwise standard deviations of the observations) are in addition shown in Fig. 7.1 (accuracy levels in terms of standard deviations of the involved data sets).

7.3.2 Results of the Closed Loop Simulation

The developed software is used to derive the spherical harmonic coefficients for d/o 2–720 (519 837
parameters, 2 TB NEQ matrix) and the estimates for the unknown weights from the simulated
data introduced above (>4·10^{6} observations plus4NEQ groups). This section only demonstrates
the estimates for the parameters and the covariance and does not cover the runtime analysis of
implementation which is covered in Sect. 7.4.

The simulated data sets are combined to compute a least squares solution together with the weights.

The in a computational sense rigorous solution is computed as a demonstrator for an application
of the implementation to real data. Starting the iteration process with σ_{o} = σ_{n} = 1.0 for the
VC and thus wi = 1, ηmax = 4 VCE iterations are performed. K = 5 additional RHS for the
Monte Carlo based trace estimation were used within VCE. All in all the system was set up and

11For studies, where parts of the derived implementation were used to co-estimate the MDT, see Becker et al.

(2014a, 2013, 2014b).

Table 7.3: Data sets o introduced to the algorithm on the level of observations and used in the simulation. The observations were generated from EGM2008 for d/o 2–720.

o name functional no σo p

QQQl_{o}l_{o}(i, i)
0 CryoSat-2 sc1 geoid height 577 272 12.0 cm ∼ U(0.9,1.1)
1 CryoSat-2 sc2 geoid height 577 293 13.0 cm ∼ U(0.9,1.1)
2 CryoSat-2 sc3 geoid height 577 479 14.0 cm ∼ U(0.9,1.1)
3 CryoSat-2 sc4 geoid height 577 211 15.0 cm ∼ U(0.9,1.1)
4 CryoSat-2 sc5 geoid height 577 479 12.1 cm ∼ U(0.9,1.1)
5 CryoSat-2 sc6 geoid height 577 211 13.1 cm ∼ U(0.9,1.1)
6 Africa anomalies 63 750 21.0 mGal ∼ U(0.9,1.1)
7 Antarctica anomalies 155 576 22.0 mGal ∼ U(0.9,1.1)
8 Australia anomalies 17 276 14.0 mGal ∼ U(0.9,1.1)
9 Eurasia anomalies 163 691 13.0 mGal ∼ U(0.9,1.1)
10 Greenland anomalies 17 061 24.0 mGal ∼ U(0.9,1.1)
11 Indonesia anomalies 5 095 17.0 mGal ∼ U(0.9,1.1)
12 Island anomalies 497 12.0 mGal ∼ U(0.9,1.1)
13 New Zealand anomalies 724 11.0 mGal ∼ U(0.9,1.1)
14 North America anomalies 75 048 10.0 mGal ∼ U(0.9,1.1)
15 South America anomalies 38 504 25.0 mGal ∼ U(0.9,1.1)
16 North Pole Cap anomalies 23 400 23.0 mGal ∼ U(0.9,1.1)

solved for 106 RHS (K(O+N) + 1). All steps introduced in Sect. 7.2 (NEQ assembly, solution and VCE) are repeated four times with updated weights. Fig. 7.2 shows the four derived solutions (named FULL_00–FULL_03) as solid lines in terms of degree variances with respect to the “true”

EGM2008 model (black solid line). In addition, the estimated formal errors are shown as dashed lines. The sub-plot which covers the whole spectrum (degrees 2–720) shows only a different behavior of the solution FULL_00 and the other solutions. A difference between FULL_01, FULL_02 and FULL_03 in the coefficient differences and in the formal errors is not visible. As the standard deviations are all assumed to be1.0 in FULL_00, i) the error estimates are much to optimistic and ii) the combination of the different data sets does not work properly. As the surface data enters the solution with higher weight, it dominates the solution, also in the overlapping areas with the satellite data (available as NEQs in the degree range 2–250). After the first VCE iteration, the estimated standard deviations are in the correct order of magnitude. The solution, as well as the error estimates significantly improve (green, blue and orange line). As the formal error estimates and the differences agree well, not all lines are visible in the plot.

Three additional zooms are shown in Fig. 7.2, zooming into the low, medium and high degree range.

The zoom plots show some additional differences between the FULL_01 and FULL_03 solution.

Larger differences occur in the error estimates. Using degree variances only, differences between the FULL_02 and FULL_03 solutions are not visible. As it is a simulation only, used for a proof of concept, no other comparisons are done for the different solutions. To demonstrate that the developed software can handle the presented simulation scenario, the degree variance comparison is sufficient. Demonstrating additional differences between the solutions has no added value.

To verify the estimated variance components used for relative weighting, Tab. 7.4 shows the initial,
the estimated as well as the true standard deviations (σ_{n,o} =p

1/w_{n,o}) for all groupsnand oused
in the simulation. The estimates of all four iterations are provided. The relative error with respect
to the true value

δ_{n,o}^{(ν)}:= |σ^{(ν)}_{n,o}−σ_{n,o}^{true}|

σ_{n,o}^{true} (7.10)

is provided for the first and the final estimate.

After four iterations, all standard deviations, except for four groups, are recovered with an error smaller or equal to0.5 %. Of course, the larger the group, the better the estimate for the variance

7.3. A Closed-Loop Simulation Scenario 113

(a) Standard deviations of generated observation of the surface data (in mGal).

(b) Standard deviations of generated observation over the ocean areas (in cm, subset only).

(c) Local zoom into the standard deviations of generated observation over the ocean areas (in

cmover the ocean, mGalin land areas).

(d) Local zoom into the standard deviations of generated observation over the ocean areas (in

cmover the ocean, mGalin land areas).

Figure 7.1: Accuracies of the simulated observation data sets. It should be noted that different scales and units are used.

component, as the number of samples the VC is estimated from is higher. For the NEQ groups, larger refers to the number of parameters, whereas for the OEQ groups it refers to the number of observations (dimension of the generated samples). The four groups, where the error remains above 0.5 % are the four smallest groups. On the one hand, i.e. group n= 0 (SLR NEQs), in which the sample used to generate the synthetic RHS has only 32 entries. A small sample of 32 values was used to generate the stochastic RHS, which is used to estimate the VC later on. Nevertheless, the error of that group is0.9 % only. The same holds for the remaining larger errors in the OEQ groups 11, 12 and 13. The errors there are 1.7 %,6.3 % and3.8 %. But again the number of observations is small in the groups (5095, 497 and 724 respectively). These groups are much smaller compared to the other groups (4 to 1000 times, cf. Tab. 7.3).

Another source of errors in the estimates of the variance components is the stochastic part within
the used Monte Carlo based estimator. This part covers only the partial redundancyr_{n,o} (cf. (4.14)
and (4.17)). Effects of an error in the estimates of the partial redundancy, or more precisely in
Υ_{n,o} are studied in Brockmann and Schuh (2010). The analysis is not performed here, as the error
strongly depends on the configuration of the data sets. Because the estimates were derived as the
mean value fromK= 5samples per group, the error from the stochastic trace estimation is assumed

0 200 400 600
10^{−5}

10^{−4}
10^{−3}
10^{−2}
10^{−1}
10^{0}

spherical harmonic degreel squarerootofdegree(error)varianceσl(m)

EGM2008 FULL 00 FULL 01 FULL 02 FULL 03

1

(a) For the whole spectrum.

0 10 20 30 40

10^{−5}
10^{−4}

spherical harmonic degreel squarerootofdegree(error)varianceσl(m)

(b) Zoom to low degrees.

100 150 200 250

10^{−4}
10^{−3}

spherical harmonic degreel squarerootofdegree(error)varianceσl(m)

(c) Zoom to medium degrees.

600 620 640 660 680 700

0.0025 0.0026 0.0027 0.0028 0.0029

spherical harmonic degreel squarerootofdegree(error)varianceσl(m)

(d) Zoom to high degrees (linear!).

Figure 7.2: Degree (error) variances of the four VCE solutions with respect to the true EGM2008 model. Degree error variances estimated from coefficient differences are shown as solid lines, whereas the error variances computed from formal errors are shown as dashed lines. Note that the formal error estimates are hard to see for iterations 1–3, as they agree with the solid lines.

to be small. Some details are studied in Sect. 8.4.1, where the same scenario is analyzed with the iterative solver.

7.3.3 Application of the Full Covariance Matrix as Demonstrator

The assembled combined NEQ — or its inverse as the full covariance matrix — can be easily used
in a further analysis or in applications requiring the full NEQ or covariance matrix within the
developed framework. To demonstrate that for instance the tool for variance propagation can be
easily used with the high resolution NEQ, Fig. 7.3(a) shows the propagation of the full covariance
matrix to geoid height errors for the full spectrum (degree 2 to 720) to points on a regular0.2^{◦}×0.2^{◦}
grid. The runtime was less than 3.5 h on a64×64 compute core grid.