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...

وصف كامل

التفاصيل البيبلوغرافية

الحاوية / القاعدة:	Tellus: Series A, Dynamic Meteorology and Oceanography
المؤلفون الرئيسيون:	Jemima M. Tabeart, Sarah L. Dance, Amos S. Lawless, Nancy K. Nichols, Joanne A. Waller
التنسيق:	مقال
اللغة:	الإنجليزية
منشور في:	Stockholm University Press 2020-01-01
الموضوعات:	condition number covariance approximation observation error covariance matrix data assimilation reconditioning
الوصول للمادة أونلاين:	http://dx.doi.org/10.1080/16000870.2019.1696646