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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Bibliographic Details

Published in:	Tellus: Series A, Dynamic Meteorology and Oceanography
Main Authors:	Jemima M. Tabeart, Sarah L. Dance, Amos S. Lawless, Nancy K. Nichols, Joanne A. Waller
Format:	Article
Language:	English
Published:	Stockholm University Press 2020-01-01
Subjects:	condition number covariance approximation observation error covariance matrix data assimilation reconditioning
Online Access:	http://dx.doi.org/10.1080/16000870.2019.1696646