(Arne Babenhauserheide)
2014-12-02: 100 ensemble members with 30 noise. 100 ensemble members with 30 noise.
diff --git a/examples/ensemble-estimation.w b/examples/ensemble-estimation.w --- a/examples/ensemble-estimation.w +++ b/examples/ensemble-estimation.w @@ -112,7 +112,7 @@ x are parameters to be optimized, pos is ;; the equivalent of measured observations define y^true : list-ec (: i y⁰-pos) : H x^true i ;; now we disturb the observations with a fixed standard deviation. This assumes uncorrelated observations. -define y⁰-std 100 +define y⁰-std 30 define y⁰ : list-ec (: i y^true) : + i : * y⁰-std : random:normal ;; and define the covariance matrix. This assumes uncorrelated observations. define R : make-covariance-matrix-from-standard-deviations : list-ec (: i y⁰-num) y⁰-std @@ -197,7 +197,7 @@ Limitations: y is a single value. R and define : main args let* - : optimized : EnSRT H x^b P y⁰ R y⁰-pos 30 + : optimized : EnSRT H x^b P y⁰ R y⁰-pos 100 x-opt : list-ref optimized 0 x-deviations : list-ref optimized 1 ; std : sqrt : * {1 / {(length x-deviations) - 1}} : sum-ec (: i x-deviations) : expt i 2