py__localize_covar_serial_pdaf()

Apply covariance localisation in EnSRF/EAKF.

The localisation is applied to each observation element. The weight can be obtained by pyPDAF.PDAF.local_weight().

Parameters

iobs: int

Index of the observation element.

dim_p: int

Dimension of the state vector.

dim_obs: int

Dimension of the observation vector.

hp_p: np.ndarray[np.float, dim=1]

Matrix HP. Shape: (dim_p)

hph: np.ndarray[np.float, dim=1]

Matrix HPH.T. Shape: (dim_obs)

Returns

hp_p: np.ndarray[np.float, dim=1]

Localised matrix HP. Shape: (dim_p)

hph: np.ndarray[np.float, dim=1]

Localised matrix HPH.T. Shape: (dim_obs)