|
|
|
Requires
covariance forecasts
|
|
Prohibitive for
large systems without simplifications
|
|
Requires tangent
linear model
|
|
May be unstable
for highly non-linear problems
|
|
Basis for most
sequential methods ie OI, nudging, PSAS etc
|
|
We will
concentrate on the Kalman filter in this presentation
|
