P. Courtier et al., A STRATEGY FOR OPERATIONAL IMPLEMENTATION OF 4D-VAR, USING AN INCREMENTAL APPROACH, Quarterly Journal of the Royal Meteorological Society, 120(519), 1994, pp. 1367-1387
An order of magnitude reduction in the cost of four-dimensional variat
ional assimilation (4D-Var) is required before operational implementat
ion is possible. Preconditioning is considered and, although it offers
a significant reduction in cost, it seems that it is unlikely to prov
ide a reduction as large as an order of magnitude. An approximation to
4D-Var, namely the incremental approach, is then considered and is sh
own to produce the same result at the end of the assimilation window a
s an extended Kalman filter in which no approximations are made in the
assimilating model but in which instead a simplified evolution of the
forecast error is introduced. This approach provides the flexibility
for a cost-benefit trade-off of 4D-Var to be made.