fips.Estimator.S_y0

property Estimator.S_y0: ndarray

Prior error covariance in observation space.

\[S_{y_0} = H S_0 H^T\]

The covariance of the prior modelled observations y_0 that the prior error S_0 implies: how uncertain each modelled observation is because the prior state is, and how those uncertainties co-vary between observations that see the same state. The square root of its diagonal is the prior’s share of the error budget at each observation, alongside the model-data mismatch S_z.