Minimum variance estimate: univariate case

• Univariate analysis: analysis of a single meteorological field at each model grid point

• Dimension of the random variable:

  • (# levels) ´ (# grid points) = 28 ´(400 ´ 200) ~ 106

• Error autocovariances:

• B has dimension (106 ´ 106) = 1012.

• Linear estimate:where K is now a matrix of order (N ´ M)

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