Eigen-analysis of prior ensemble (prior to localization. Spectrum too steep for small ensembles.
	Assume 400 members represents ÔtruthÕ. Apply localization to 25 member ensemble flattens the spectrum, adding new directions (increasing the rank of Pb).  Limit of delta function, spectrum is flat.  Without localization, ensemble is updated in too small a subspace.  With localization, updates depend on distance from ob (more degrees of freedom).