DA Algorithms (endas.algorithms)ΒΆ

Data assimilation algorithms.

Implemented algorithms

KalmanFilter Kalman Filter and Smoother.
EnsembleKalmanFilter Ensemble Kalman Filter.

EnsembleKalmanFilter variants

The EnsembleKalmanFilter class is a generic EnKF implementation that is responsible for the execution of the sequential filter updates and for smoothing. The actual implementation of the analysis update is carried out using an implementation of the EnKFVariant interface class. The following EnKF variants are implemented:

EnKF Classic (stochastic) Ensemble Kalman Filter with perturbed observations.
ESTKF Error Subspace Transform Kalman Filter.