Statistical estimation: univariate case
Xb = forecast(or background field)
eb = (Xb - Xt): forecast error
eo = (Xo - Xt): observation error
ea = (Xa - Xt): analysis error
Underlying hypotheses to statistical interpolation
- Observation and forecast error is unbiased áebñ = áeoñ = 0
- error variances sb2 et so2 are known