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.
If you find errors or typos, please contact me at: benjamin.menetrier@met.no