py__add_obs_err_pdaf()

Add the observation error covariance matrix to the matrix ``C``.

The input matrix is the projection of the ensemble covariance matrix onto the observation space that is computed during the analysis step of the stochastic EnKF, i.e. \(HPH^T\). The function returns \(HPH^T + R\).

The operation is for the global observation space, thus it is independent of whether the filter is executed with or without parallelization.

Parameters

stepint

Current time step

dim_obs_pint

Size of observation vector

C_pndarray[np.float64, ndim=2]

Matrix to which the observation error covariance matrix is added shape: (dim_obs_p, dim_obs_p)

Returns

C_pndarray[np.float64, ndim=2]

Matrix with added obs error covariance, i.e., HPH.T + R shape: (dim_obs_p, dim_obs_p)