A reduced and limited-memory preconditio
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S. Gratton; P. Laloyaux; A. Sartenaer; J. Tshimanga
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Article
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2011
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John Wiley and Sons
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English
⚖ 240 KB
## Abstract We recall a theoretical analysis of the equivalence between the Kalman filter and the four‐dimensional variational (4D‐Var) approach to solve data‐assimilation problems. This result is then extended to cover the comparison of the singular evolutive extended Kalman (SEEK) filter with a r