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The control of gravity waves
in data assimilation
27 April 1999
By Adrian
Simmons
European Centre for Medium-Range Weather
Forecasts
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APPENDIX C . The non-recursive implementation of the recursive filter
Consider the recursive filter defined in general by equation (73):
|
Define a vector
of dimension
by
|
(C.24) |
and define
similarly.Let
and 
denote matrices
whose rows are given by 
and 
for 
.The non-recursive form of the recursive filter is then:
|
(C.25) |
and
can be constructed inductively:
|
(C.26) |
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07.06.2002 |
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