Interpretation of the NWP system of equations
ÒWe
use the model to forecast from
to

At
ÒThe
analysis is obtained by adding to the background the innovation
(difference between the observation and the first guess)
multiplied by the optimal Kalman gain matrixÓ
ÒThe optimal
weight is the background error covariance divided by the sum of
the observation and the background error covariance. ensures that the magnitudes and
units are correct. The larger the background error variance, the larger the correction to the first guess.Ó
Ó