(Arne Babenhauserheide)
2014-11-25: explicitly define y⁰-mean, actually use the y⁰-std to create the explicitly define y⁰-mean, actually use the y⁰-std to create the measurements and fix the description of H.
diff --git a/examples/ensemble-estimation.w b/examples/ensemble-estimation.w --- a/examples/ensemble-estimation.w +++ b/examples/ensemble-estimation.w @@ -58,13 +58,14 @@ define : standard-deviation-from-deviati define x^b '(1 1 1 1) ; initial guess define P : make-covariance-matrix-from-standard-deviations '(0.5 0.1 0.3 0.1) -define y⁰-num 10000 -define y⁰ : list-ec (: i y⁰-num) : + 0.8 : * 0.1 : random:normal -define y⁰-std 0.1 +define y⁰-num 1000 +define y⁰-mean 0.8 +define y⁰-std 0.01 +define y⁰ : list-ec (: i y⁰-num) : + y⁰-mean : * y⁰-std : random:normal define R : make-covariance-matrix-from-standard-deviations : list-ec (: i y⁰-num) y⁰-std define : H . x - . "Simple single state observation operator which just returns the sum of the state." + . "Simple observation operator which returns the sum of the state weighted by its index + 1." apply + : list-ec (: i (length x)) : * {i + 1} : list-ref x i define* : write-multiple . x