Documents ECMWF Slide 1 ECMWF Data Assimilation Training Course - Kalman Filter Techniques Mike Fisher.

Slide 1 ECMWF Slide 1 ECMWF Data Assimilation Training Course - Kalman Filter Techniques Mike Fisher Slide 2 ECMWF Slide 2 Kalman Filter – Derivation 1 Consider a general…