The fixed-lag Kalman smoother (FLKS) has been proposed as a framework to construct data assimilation procedures capable of producing high-quality climate research datasets. FLKS-based systems, referred to as retrospective data assimilation systems, are an extension to three-dimensional filtering procedures with the added capability of incorporating observations not only in the past and present time of the estimate, but also at future times. A variety of simplifications are necessary to render retrospective assimilation procedures practical.
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Zhu et al. (2003) studied this question.
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