Theoretical background for covariance filtering, based on three papers:
- https://doi.org/10.1175/MWR-D-14-00157.1
- https://doi.org/10.1175/MWR-D-14-00156.1
- https://doi.org/10.1175/MWR-D-15-0057.1
This note describes the theory in details and offers many extensions.
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