Statistical interpolation by means of successive corrections

Abstract

A theoretical investigation of the successive correction method for objective analysis of meteorological data is presented, and an explicit formula for the interation limit is offered. By means of this result, it is possible to formulate the method so that this limit conforms with statistical optimal interpolation. Simple experiments indicate that desirable properties of statistical interpolations are easily transferred to the successive correction approach. This includes the use of observation error statistics and multivariate analysis.