gives
more accurate estimates than a 1-sided filter.
(Gelb, 1974)
Kalman
filter vs. Kalman smoother
The 4-D Var method
is 2-sided, like a smoother.To
do the backwards pass, you need an adjoint.But since one of the big advantages of the EnKF is not
needing an adjoint, you might as well use the varational method at that
point.There _is_ the fixed-lag
smoother; this does not require an adjoint since it always moves forward in
time, but requires more storage to store multiple time steps in the state.
