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Theory of optimum interpolation
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    "Statistical interpolation procedures to provide initial conditions for operational numerical weather prediction models were first introduced in the Soviet Union and later in Canada (Kruger, 1969; Rutherford, 1972). This methodology was not seriously considered at NMC until the transition of the data base to a fundamentally nonhomogeneous nature became an established trend. Somewhat earlier, other modeling groups in the international community evinced interest in statistical, or "optimum," interpolation, largely stimulated by activities connected with the Global Atmospheric Research Program. By the middle 1970's, interest in optimum interpolation was widespread. Global assimilation systems based on this concept were being developed at a number of institutions, including the National Center for Atmospheric Research (Schlatter, 1975), the Geophysical Fluid Dynamics Laboratory (Miyakoda et al., 1978), and the National Meteorological Center (Bergman, 1979; McPherson et al., 1979) in the United States, as well as the European Centre for Medium Range Weather Forecasts (Lorenc et al., 1977). An understanding of the theory of optimum interpolation is necessary to appreciate the reasons for such widespread and continuing interest. This paper represents a general discussion of the theory and illustrates some of its important aspects with simple examples. For a more comprehensive treatment of the theory, the reader would do well to consult the original work of Gandin (1963)"--Introduction.

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