Observations
EnsembleKalmanProcesses.Observations.Observation
— TypeObservation{FT <: AbstractFloat}
Structure that contains the observations
Fields
samples::Array{Vector{FT}, 1} where FT<:AbstractFloat
vector of observational samples, each of length sample_dim
obs_noise_cov::Union{Nothing, LinearAlgebra.UniformScaling{FT}, AbstractMatrix{FT}, FT} where FT<:AbstractFloat
covariance of the observational noise (assumed to be normally distributed);
sample_dim x sample_dim
(wheresample_dim
is the number of elements in each sample), or a scalar if the sample dim is 1. If not supplied,obs_noise_cov
is set to a diagonal matrix whose non-zero elements are the variances of the samples, or to a scalar variance in the case of 1d samples.obs_noise_cov
is set to nothing if only a single sample is provided.mean::Union{AbstractVector{FT}, FT} where FT<:AbstractFloat
sample mean
data_names::Union{String, AbstractVector{String}}
names of the data