(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