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This study demonstrates how the incremental 4D-Var data assimilation method can be applied efficiently preconditione d in an application to an oceanographic problem. The approach consists in performing a few iterations of the reduced-order 4D-Var prior to the incremental 4D-Var in the full space in order to achieve faster convergence. An application performed in the tropical Pacific Ocean, with assimilation of TAO temperature data, shows the method to be both feasible and efficient. It allows the global cost of the assimilation to be reduced by a factor of 2 without affecting the quality of the solution.
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Robert et al. (2007) studied this question.