EnKF.RdGiven the Forecast and Observed this function performs the Ensemble Kalamn Filter.
EnKF(setting, Forecast, Observed, H, extraArg = NULL, ...)
| Forecast | A list containing the forecasts variables including Q (process variance) and X (a dataframe of forecasts state variables for different ensemble) |
|---|---|
| Observed | A list containing the observed variables including R (cov of observed state variables) and Y (vector of estimated mean of observed state variables) |
| H | is a mtrix of 1's and 0's specifying which observations go with which variables. |
| extraArg | This argument is NOT used inside this function but it is a list containing aqq, bqq and t. The aqq and bqq are shape parameters estimated over time for the proccess covariance and t gives the time in terms of index of obs.list. See Details. |
| ... | Extra argument sent to the analysis function. |
| settings | pecan standard settings list. |
It returns a list with estimated mean and cov matrix of forecast state variables as well as mean and cov estimated as a result of assimilation/analysis .