Abstract
The basic theory of statistical linear estimation has been described in the chapter Bayesian Estimation. Optimal Interpolation. Statistical Linear Estimation (which will hereafter be referred to as Part I). A number of formulae, which are mutually equivalent, have been established for the BLUE x a of the state vector, given a vector of data z. Some of these formulae express x a as the minimiser of a scalar objective function defined on state space.
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Talagrand, O. (2003). Variational Assimilation. Adjoint Equations. In: Swinbank, R., Shutyaev, V., Lahoz, W.A. (eds) Data Assimilation for the Earth System. NATO Science Series, vol 26. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0029-1_4
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DOI: https://doi.org/10.1007/978-94-010-0029-1_4
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