When dealing with discontinuities in the velocity field, steering
filters aren't ideal representation of the model covariance.
In these cases a better representation of the model covariance
can be obtained by using non-stationery Prediction Error Filters (PEF).
In Appendix~\ref{chap:nonstat}, I show how to construct and estimate a
non-stationary PEF.  I show it does an excellent job dealing with
discontinuities and is as effective as a steering filter when applied
to smooth models.
