A Posteriori Validation of Assimilation Algorithms

The theory of statistical linear estimation, upon which most of presently existing assimilation algorithms are based, has been succinctly described in the chapter Bayesian Estimation. Optimal Interpolation. Statistical Linear Estimation (which will hereafter be referred to as Part I). We recall eq. (4.1) of that chapter, which links the data vector z, belonging to data space D, with dimension m, to the state vector x to be determined, belonging to state space S, with dimension n

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