1 Interpolation between two vectors, of observation and background
2 ----------------------------------------------------------------
4 Observation vector............: [10. 11. 12.]
5 A priori background vector....: [0. 1. 2.]
7 Expected theoretical state....: [5. 6. 7.]
9 Interpolation result..........: [5. 6. 7.]
10 A posteriori covariance.......: