It is the same as the
scalar formula for T, but now x is a model state
vector, with 106-8d.o.f., and yo is the set of observations, with 105-9 d.o.f.
R is the observational error covariance,
B the forecast error
covariance.
•
In 3D-Var B is constant: it does not include “errors of the day”
