Time-varying & matrix-free observation operators?

[ziyiyin97]

Hi,

I am writing to kindly request an extra feature to make H an array of matrix-free operators, where H[i] is the observation operator of the i-th time step and its usage could be matrix-free (with only access to its forward and adjoint evaluations). Maybe \Phi (evolution) as well.

Please let me know if this is meaningful to the Kalman community (it is quite important for my personal projects involving large-scale physics-driven inverse problems) and I am willing to contribute.

Cheers,

Ziyi (Francis) Yin

[mschauer]

I think this is already there: You should be able to replace the observation matrix H by a vector of matrix free observation operators defined via https://julialinearalgebra.github.io/LinearMaps.jl/dev/,

Would something like this make sense: (see PR and example below)