kalman module

RHEAS module containing the implementation of Kalman Filters

class kalman.ENKF(A, HA, d, E)

analysis(dists)

Perform the analysis step of the Ensemble Kalman Filter and return an updated state matrix.

class kalman.LETKF(A, HA, d, E)

Bases: kalman.ENKF

analysis(dists)

Implements the Local Ensemble Transform Kalman Filter.

class kalman.SQRTENKF(A, HA, d, E)

Bases: kalman.ENKF

analysis(dists)

Perform the analysis step of the Ensemble Kalman Filter and return an updated state matrix, using the square root algorithm from Evensen (2004).