On the dynamic estimation of relative weights for observation and forecast in numerical weather prediction

The problem of merging direct and remotely sensed (indirect) data with forecast data to get an estimate of the present state of the atmosphere for the purpose of numerical weather prediction is examined. To carry out this merging optimally, it is necessary to provide an estimate of the relative weights to be given to the observations and forecast. It is possible to do this dynamically from the information to be merged, if the correlation structure of the errors from the various sources is sufficiently different. Some new statistical approaches to doing this are described, and conditions quantified in which such estimates are likely to be good.