4-D Var Data Assimilation Method
Adjoin the dynamical constraints to J using Lagrange multipliers l


Setting ¦F/¦xi = 0 gives an equation for li, the adjoint of xi:






The adjoints to the control variables are given by  ¦F/¦ui  and ¦F/¦xoo as:




The gradient vector is given by ¦F/¦ui  and ¦F/¦xoo, so the optimal u and xo may then be found using oneÕs favorite descent method.       I use the BFGS method in order to obtain an estimate of the leading terms in the covariance matrix.