fips.Posterior.chi2

property Posterior.chi2: float

the sum of the data and the state misfits.

\[\chi^2 = (z - H\hat{x} - c)^T (S_z/\gamma)^{-1} (z - H\hat{x} - c) + (\hat{x} - x_0)^T S_0^{-1} (\hat{x} - x_0)\]

which equals \(d^T (H S_0 H^T + S_z/\gamma)^{-1} d\) with \(d = z - H x_0 - c\); the analytic method reads it from its factors.

See also

reduced_chi2

It, divided by the number of observations.

chi2_tests

Its degrees of freedom and p-value, and Rodgers’ other three tests.

Type:

The chi-squared of the solution