How to define custom observation schemes?


To define custom observation schemes use the struct GeneralObs. You can read more about it here. It allows you to define any observation scheme.

Tip

By default GeneralObs requires from the user to pass a LinearGsnObs approximation to the GeneralObs. This is meant to be used in an MCMC setting, when such an approximation is necessary. However, if your application does not require LinearGsnObs approximation, then simply pass an irrelevant instance of LinearGsnObs to a constructor of GeneralObs (or define a custom constructor for GeneralObs that does not require from the user for LinearGsnObs to be passed, and instead, creates and passes an irrelevant instance of LinearGsnObs internally).