Numerical Aspects of the Application of Recursive Filters to Variational Statistical Analysis. Part II: Spatially Inhomogeneous and Anisotropic General Covariances

Abstract In this second part of a two-part study of recursive filter techniques applied to the synthesis of covariances in a variational analysis, methods by which non-Gaussian shapes and spatial inhomogeneities and anisotropies for the covariances may be introduced in a well-controlled way are examined. These methods permit an analysis scheme to possess covariance structures with adaptive variations of amplitude, scale, profile shape, and degrees of local anisotropy, all as functions of geographical location and altitude. First, it is shown how a wider and more useful variety of covariance shapes than just the Gaussian may be obtained by the positive superposition of Gaussian components of different scales, or by further combinations of these operators with the application of Laplacian operators in order for the products to possess negative sidelobes in their radial profiles. Then it is shown how the techniques of recursive filters may be generalized to admit the construction of covariances whose charact...

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