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optiminterp


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 -- Loadable Function: [FI,VARI] = optiminterp(X,F,VAR,LEN,M,XI)
     Performs an N-dimensional optimal interpolation.

     Every elements in F corresponds to a data point (observation) at
     location the X(:,1), X(:,2),... X(:,N) in a N-dimensional space
     with the error variance VAR

     Each element of the N by 1 vector LEN is the correlation length in
     the corresponding direction.

     M represents the number of influential points.

     XI(:,1), XI(:,2) ... XI(:,N) are the coordinates of the points
     where the field is interpolated. FI is the interpolated field and
     VARI is its error variance.

     The background field of the optimal interpolation is zero.  For a
     different background field, the background field must be
     subtracted from the observation, the difference is mapped by OI
     onto the background grid and finally the background is added back
     to the interpolated field.

     The error variance of the background field is assumed to have a
     error variance of one. The error variances of the observations
     need to be scaled accordingly.

   See also: optiminterp1, optiminterp2, optiminterp3, optiminterp4




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Performs an N-dimensional optimal interpolation.





