Interpretation of the NWP system of equations
ÒWe
use the model to forecast from
to
Ó
Forecast
phase:
ÒWe
use the linear tangent model and its adjoint to forecast BÓ
ÒHowever, this step is so
horribly expensive that it makes KF unfeasibleÓ.
ÒEnsemble
Kalman Filter solves this problem by estimating B using an ensemble of forecasts.Ó