Statistical interpolation(or Gauss-Markov method)(Gandin, 1963; Rutherford, 1973; Schlatter,1977; Daley, 1991)
y Î Rm: observation vector (m ~ 105)
X Î Rn: model state vector (n ~ 107)
H: Rn ® Rm: observation operator
B = áebebTñ: background (forecast) error covariances
R = áeoeoTñ: observational error covariances
Observation and forecast error are assumed to be uncorrelated áebeoTñ = 0.