Introduction to Optimal Interpolation and Variational Analysis
This lecture was originally given at the Varna Summer School 2008 for "Statistical Analysis of Biological data and Times-Series". It was written by Alexander Barth, Pascal Joassin, Jean-Marie Beckers, Charles Troupin.
This lecture gives a simplified introduction to optimal interpolation and variational analysis.
Introduction with more information
A more formal introduction with some mathematical developments: