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9 - Optimization for Filtering and Smoothing: 3DVAR and 4DVAR

Published online by Cambridge University Press:  27 July 2023

Daniel Sanz-Alonso
Affiliation:
University of Chicago
Andrew Stuart
Affiliation:
California Institute of Technology
Armeen Taeb
Affiliation:
University of Washington
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Summary

This chapter demonstrates the use of optimization, namely the 3DVAR and 4DVAR methodologies, to obtain information from the filtering and smoothing distributions. We emphasize that the methods we present in this chapter do not provide approximations of the filtering and smoothing distributions; they simply provide estimates of the signal, given data, in the filtering (on-line) and smoothing (off-line) data scenarios.

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Publisher: Cambridge University Press
Print publication year: 2023

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