Optimal estimation method (OEM)

Collection of functions concerning the Optimal Estimation Method (OEM).

error_covariance_matrix(K, S_a, S_y)	Calculate the error covariance matrix.
averaging_kernel_matrix(K, S_a, S_y)	Calculate the averaging kernel matrix.
retrieval_gain_matrix(K, S_a, S_y)	Calculate the averaging kernel matrix.
smoothing_error(x, x_a, A)	Return the smoothing error through the averaging kernel.
retrieval_noise(K, S_a, S_y, e_y)	Return the retrieval noise.