kalmanFilter.uniqueCovariances
Locates unique covariances in a set of queried time steps
Syntax
Description
Given a set of queried assimilation time steps, determines which of the queried time steps share a unique covariance estimate. Also returns the total number of unique covariance estimates across the time steps.
Input Arguments
t
vector, linear indices [nTime]
The indices of queried assimilation time steps.
Output Arguments
whichCov
vector, linear indices [nTime]
Indicates which queried time steps share the same covariance estimate. Has one element per queried time step. Each element holds the index of one of the unique covariance estimates for the queried time steps. Time steps that use the same covariance will have the same value in whichCov.
nCov
scalar positive integer
The total number of unique covariance estimates for the queried time steps.