dash.kalman.denominator

Computes the denominator of the Kalman Gain


Syntax



Description

Kdenom = dash.kalman.denominator(Ycov, Rcov)

Computes the denominator of the Kalman Gain. This is the sum of the R uncertainty error-covariances and the covariances between the observation estimates.


Input Arguments

Ycov

symmetric numeric matrix [nSite x nSite]
The covariances of the observation estimates with one another.

Rcov

symmetric numeric matrix [nSite x nSite]
The R uncertainty error covariances

Output Arguments

Kdenom

symmetric numeric matrix [nSite x nSite]
The denominator of the Kalman gain.