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Marc Bocquet, Carlos A. Pires, and Lin Wu

commonality of these fields is the very large dimension of the state and observation vector spaces. At first glance, this rules out most of the sophisticated probabilistic mathematical methods that are meant to estimate the full state probability density function (pdf), or higher-order moments, or to provide a state estimate without any approximation. b. Statistical modeling of the estimation problem A data assimilation system consists of a set of observations, and of a numerical model, that may be static

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