Improving the condition number of estimated covariance matrices
High dimensional error covariance matrices and their inverses are used to weight the contribution of observation and background information in data assimilation procedures. As observation error covariance matrices are often obtained by sampling methods, estimates are often degenerate or ill-conditio...
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| Principais autores: | , , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Stockholm University Press
2020-01-01
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| coleção: | Tellus: Series A, Dynamic Meteorology and Oceanography |
| Assuntos: | |
| Acesso em linha: | http://dx.doi.org/10.1080/16000870.2019.1696646 |
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