fips.InverseProblem.prior_obs_error

property InverseProblem.prior_obs_error: CovarianceMatrix

Prior error covariance in observation space (H @ S_0 @ H.T).

The uncertainty of prior_obs that the prior error implies, on the observation index. Its diagonal, square-rooted, is the prior’s share of each observation’s error budget; add the model-data mismatch in quadrature for the total the solve expects.