A matrix combination of vector-valued information on meteorological parameters is proposed for the incorporation of data from irregularly spaced observing systems, as well as data from forecasts and climatology. This is a generalization of a procedure which is well known in the treatment of scalar quantities. Its development here makes no assumptions of independence, either among the vector components or among data sources. The criterion which defines the matrices of the combination is minimization of the variances of the components of the estimate, and hence maximization of the estimate's stability.
For comparative purposes, in those data-use situations to which Gandin's optimal interpolation method applies, a multivariate extension of Gandin's procedure is made; and a means of comparing its field performance with that of the combination procedure introduced here is suggested.