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- To merge 2 signatures
- n1 number of points in sig 1
- n2 number of points in sig 2
- mean1[nbands] means per band for sig 1
- mean2[nbands] means per band for sig 2
- var1[b1][b2] covariance band 1 with band 2 for sig 1
- var2[b1][b2] covariance band 1 with band 2 for sig 2
- the meger is
- n = n1+n2
- mean[b] = (mean1[b]*n1 + mean2[b]*n2)/n
- sum1 = var1[b1][b2] * (n1-1) + n1 * mean[b1] * mean[b2];
- sum2 = var2[b1][b2] * (n2-1) + n2 * mean[b1] * mean[b2];
- var[b1][b2] = (sum1+sum2 - n*mean[b1]*mean[b2) / (n-1)
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