EnKF
The EnKF class implements the ensemble Kalman filter.
Configuration
- Configure the number of particles
Set the number of particles, i.e., the size of the ensemble, with the setEnsembleSize() method.
Supported Models
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System Models |
Measurement Models |
Literature
Geir Evensen, “Sequential Data Assimilation with a Nonlinear Quasi-Geostrophic Model Using Monte Carlo Methods to Forecast Error Statistics,” Journal of Geophysical Research: Oceans, vol. 99, no. C5, pp. 10 143–10 162, May 1994.
S. Gillijns, O. Barrero Mendoza, J. Chandrasekar, B. L. R. De Moor, D. S. Bernstein, and A. Ridley, “What Is the Ensemble Kalman Filter and How Well Does It Work?” in Proceedings of the 2006 American Control Conference (ACC 2006), Minneapolis, USA, Jun. 2006, pp. 4448–4453.