Given the Forecast and Observed this function performs the Ensemble Kalamn Filter.
Arguments
- settings
pecan standard settings list.
- 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 matrix of 1's and 0's specifying which observations go with which state 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.
- ...
Extra argument sent to the analysis function.
Value
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 .
Author
Michael Dietze dietze@bu.edu, Ann Raiho and Hamze Dokoohaki