Abstract: SUMMARY An order of magnitude reduction in the cost of fourdimensional variational assimilation (4D-Var) is required before operational implementation is possible. Reconditioning is considered and, although it offers a signi6cant reduction in cost, it seems that it is unlikely to provide a reduction as large as an order of magnitude. An approximation to 4D-Var, namely the incremental approach, is then considered and is shown to produce the same result at the end of the assimilation window as an extended Kalman filter in which no approximations ...
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Topics: 
Mathematical optimization