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Prior covariance matrices and EOFs at t = 240 from the Kalman Filter. In (a), (b), and (c) are the prior covariance matrices for τ = 6 and observation errors of 10, 50, and 100% of the truth, respectively. In (d), (e), and (f) the black line is the leading eigenfunction of the prior covariance matrix for τ = 6 and observation error of 10, 50, and 100%, respectively, while the green line is the function, g, at the time that these covariance matrices are valid.
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