Fig. 2.

The schematic windowed assimilation process. The conceptual relationship between the true state, observational data, modeled data, and model states is shown. The model ($\mathcal{M}$, red) performs the forecast process over the window (blue), simulating equivalents of data as well as the error covariance structure. The optimal solution at any time $t_S$ within the window derives from error analysis of data-forecast mismatch. (For interpretation of the references to color in this figure legend, the reader is referred to the web version of this article.)