kalman module

RHEAS module containing the implementation of Kalman Filters

class kalman.ENKF(A, HA, d, E)[source]
analysis(dists)[source]

Perform the analysis step of the Ensemble Kalman Filter and return an updated state matrix.

class kalman.LETKF(A, HA, d, E)[source]

Bases: kalman.ENKF

analysis(dists)[source]

Implements the Local Ensemble Transform Kalman Filter.

class kalman.SQRTENKF(A, HA, d, E)[source]

Bases: kalman.ENKF

analysis(dists)[source]

Perform the analysis step of the Ensemble Kalman Filter and return an updated state matrix, using the square root algorithm from Evensen (2004).