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Covariance matrix for a 2D state vector

I'm performing Optimal Interpolation (which in fact is a simplified Kalman filter with constant $\mathbf{K}$). My state variable is a 2D concentration field with a size of 370 x 400 on which I try to ...
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40 views

Variance-weighted interpolation

I am trying to fit a function $f$ to the data pictured below: For $\hat{f}(0)$ I can take the sample mean of the 6 observations at $0$, for $\hat{f}(2)$, I average the 2 at 2. For $\hat{f}(1)$, I ...
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504 views

How can I interpolate a time series subject to stochastic perturbation?

I have a data set of gas prices. They are not evenly spaced in time, and have quite a few days missing. Here is a sample of the data ...
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473 views

Interpolation vs nonlinear Regression [duplicate]

I was playing with the concept of Interpolation in Python and ended up with this plot: ...