compute a Kalman gain locally at each location and construct a global Kalman gain with the appropriate values and zeroes
1 |
P |
the covariance matrix |
H |
the observation linear operator |
R |
the observations error covariance |
l |
the localization radius |
get_neighbours |
the function to get neighboring points (typically ring_neighbours or sweq_neighbours) |
ndim |
different from q in case of sweq |
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