(Arne Babenhauserheide)
2014-11-25: first working version of the ensemble square root filter for a first working version of the ensemble square root filter for a single state.
diff --git a/examples/ensemble-estimation.w b/examples/ensemble-estimation.w --- a/examples/ensemble-estimation.w +++ b/examples/ensemble-estimation.w @@ -69,7 +69,7 @@ Limitations: x is a single value, P is a : null? observations-to-process list x^b x-deviations else - write : list x^b : list-ec (: i x-deviations) {x^b + i} + write : list (expt x^b 2) '± : * {1 / {(length x-deviations) - 1}} : sum-ec (: i x-deviations) : expt i 2 newline let* : y_cur : car observations-to-process @@ -91,8 +91,7 @@ Limitations: x is a single value, P is a sum-ec (: i N) * : list-ref x-deviations i ; FIXME: this currently does not use j because I only do length 1 x list-ref Hx^b-prime i - K : list-ec (: i PHt) {1 / {HPHt + R_cur}} - a : write-multiple "XXX" Hx^b-prime PHt HPHt + K : list-ec (: i PHt) {i / {HPHt + R_cur}} x^a list-ec (: i (length K)) + x^b @@ -112,5 +111,5 @@ Limitations: x is a single value, P is a list-ref x^a 0 . x^a-deviations -write : EnSRT-single-state H-single x^b P y⁰ R 4 +write : EnSRT-single-state H-single x^b P y⁰ R 30 newline