Applications of data assimilation arise in many fields of geosciences, perhaps most importantly in weather forecasting and hydrology. Data assimilation proceeds by analysis cycles. In each analysis cycle, observations of the current (and possibly, past) state of a system are combined with the results from a numerical weather prediction model (the forecast) to produce an analysis, which is considered as 'the best' estimate of the current state of the system. This is called the analysis step.
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Hermitian adjoint
In mathematics, specifically in functional analysis, each linear operator on a Hilbert space has a corresponding adjoint operator. Adjoints of operators generalize conjugate transposes of square matrices to (possibly) infinite-dimensional situations. If one thinks of operators on a Hilbert space as "generalized complex numbers", then the adjoint of an operator plays the role of the complex conjugate of a complex number.
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Gradient
In vector calculus, the gradient of a scalar field is a vector field that points in the direction of the greatest rate of increase of the scalar field, and whose magnitude is that rate of increase. A generalization of the gradient for functions on a Euclidean space that have values in another Euclidean space is the Jacobian. A further generalization for a function from one Banach space to another is the Fréchet derivative.
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Mathematical model
A mathematical model is a description of a system using mathematical concepts and language. The process of developing a mathematical model is termed mathematical modelling. Mathematical models are used not only in the natural sciences and engineering disciplines, but also in the social sciences; physicists, engineers, statisticians, operations research analysts and economists use mathematical models most extensively.
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Linear map
In mathematics, a linear map, linear mapping, linear transformation, or linear operator (in some contexts also called linear function) is a function between two vector spaces that preserves the operations of vector addition and scalar multiplication. As a result, it always maps straight lines to straight lines or 0. The expression "linear operator" is commonly used for linear maps from a vector space to itself.
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Vector space
A vector space is a mathematical structure formed by a collection of elements called vectors, which may be added together and multiplied ("scaled") by numbers, called scalars in this context. Scalars are often taken to be real numbers, but there are also vector spaces with scalar multiplication by complex numbers, rational numbers, or generally any field. The operations of vector addition and scalar multiplication must satisfy certain requirements, called axioms, listed below.
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Oceanography
Oceanography (compound of the Greek words ωκεανός meaning "ocean" and γράφω meaning "to write"), also called oceanology or marine science, is the branch of Earth science that studies the ocean. It covers a wide range of topics, including marine organisms and ecosystem dynamics; ocean currents, waves, and geophysical fluid dynamics; plate tectonics and the geology of the sea floor; and fluxes of various chemical substances and physical properties within the ocean and across its boundaries.
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Loss function
In statistics and decision theory a loss function is a function that maps an event onto a real number intuitively representing some "cost" associated with the event. Typically it is used for parameter estimation, and the event in question is some function of the difference between estimated and true values for an instance of data. In the context of economics, for example, this is usually economic cost or regret.
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