The fixed-lag Kalman smoother was proposed recently by SE Cohn et al. as a framework for providing retrospective data assimilation capability in atmospheric reanalysis projects. Retrospective data assimilation refers to the dynamically consistent incorporation of data observed well past each analysis time into each analysis. Like the Kalman filter, the fixed-lag Kalman smoother requires statistical information that is not available in practice and involves an excessive amount of computation if implemented by brute force, and must therefore be approximated sensibly to become feasible for operational use.