Changes between Version 4 and Version 5 of ImplementAnalysisnetf
 Timestamp:
 Dec 3, 2016, 6:31:12 PM (4 years ago)
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ImplementAnalysisnetf
v4 v5 202 202 }}} 203 203 204 The routine is called during the analysis step. In the NETF as in other particle filtersthe likelihood of the observations has to be computed for each ensemble member. The likelihood is computed from the observationstate residual according to the assumed observation error distribution. Commonly, the observation errors are assumed to be Gaussian distributed. In this case, the likelihood is '''exp(0.5*(yHx)^T^*R^1^*(yHx))'''.204 The routine is called during the analysis step. In the NETF, as in other particle filters, the likelihood of the observations has to be computed for each ensemble member. The likelihood is computed from the observationstate residual according to the assumed observation error distribution. Commonly, the observation errors are assumed to be Gaussian distributed. In this case, the likelihood is '''exp(0.5*(yHx)^T^*R^1^*(yHx))'''. 205 205 206 206 For a model with domain decomposition, `resid` contains the part of the matrix that resides on the model subdomain of the calling process. The likelihood has to be computed for the global state vector. Thus some parallel communication might be required to complete the computation.