| Sasaki, Y., 1970: Some basic formalisms in numerical variational analysis. Mon. Wea. Rev., 98, 875--883. |
.... the notation y i j H i [x(t i ) Here B Gamma1 is an a priori weight matrix, with B meant to approximate the error covariance matrix of x b , and the minimization of (11) is done with respect to the initial state x(t 0 ) The formulation (11) reflects the imposition of a strong constraint (Sasaki, 1970). Alternative formulations that only impose a weak constraint and their connection to various smoothers derived from sequential estimation results are given by Bennett (1992) and by M enard and Daley (1996) Efficient methods for performing the minimization of J require its partial derivatives ....
Sasaki, Y., 1970: Some basic formalisms in numerical variational analysis. Mon. Wea. Rev., 98, 875--883.
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