fips.posterior.Solution.cov#
- Solution.cov(W=None)[source]#
Return the posterior error covariance of the state, or of aggregates of it.
- Parameters:
W (
LinearOperator|None) – An aggregation,k x n, its columns in the state’s order.- Returns:
Without W, \(\hat{S}\) (
n x n); with it, \(W \hat{S} W^T\) (k x k). The posterior writes into neither, and keeps the first.- Return type: