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11 IMSC Session Program<br />

Deriving dynamical models of glacial millennial-scale climate<br />

variability from ice-core records: parameter estimation, model<br />

performance and model selection<br />

Monday - Parallel Session 3<br />

Frank Kwasniok 1 and Gerrit Lohmann 2<br />

1<br />

University of Exeter, Exeter, UK<br />

2<br />

Alfred Wegener Institute for Polar and Marine Research, Bremerhaven, Germany<br />

Simple conceptual nonlinear dynamical models are derived from ice-core data, thus<br />

integrating models and theories with palaeoclimatic records. The method is based on<br />

parameter estimation using the unscented Kalman filter, a nonlinear extension of the<br />

Kalman filter. Unlike the conventional linear Kalman filter and the widely used<br />

extended Kalman filter, the unscented Kalman filter keeps the full system dynamics<br />

rather than linearising it, leading to a superior treatment of nonlinearities. The<br />

unscented Kalman filter truncates the filter probability density to a Gaussian in each<br />

iteration by only propagating first and second moments but neglecting higher-order<br />

moments. The method is applicable to both deterministic and stochastic models. It<br />

offers a practical and computationally cheap alternative to more complete but also<br />

considerably more cumbersome approaches like particle filters or Markov chain<br />

Monte Carlo methods.<br />

Different conceptual models for glacial millennial-scale climate transitions (the socalled<br />

Dansgaard-Oeschger events) are considered and their parameters estimated<br />

from a North Greenland ice-core record: (i) stochastically driven motion in a bistable<br />

potential; (ii) a stochastic oscillator in a bistable potential; (iii) a stochastic van der<br />

Pol-type oscillator. Model performance is evaluated against the ice-core data using<br />

various statistical quantities. An approach to model selection is proposed based on<br />

information-theoretic measures.<br />

Abstracts 78

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