The use of the Kalman smoothing algorithm for the analysis and processing of oceanographic data. Statement and methods of solution

It is suggested that the algorithm of Kalman smoothing is used to analyse and process oceanographic data. Two methods of solving the Kalman smoothing problem are given: an iteration method and a precise method. Their advantages and disadvantages are considered, as well as different cases and conclusions.Translated by Mikhail M. Trufanov.