Changes between Version 4 and Version 5 of ImplementAnalysisnetf


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Timestamp:
Dec 3, 2016, 6:31:12 PM (4 years ago)
Author:
lnerger
Comment:

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  • ImplementAnalysisnetf

    v4 v5  
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    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 observation-state 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*(y-Hx)^T^*R^-1^*(y-Hx))'''.
     204The 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 observation-state 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*(y-Hx)^T^*R^-1^*(y-Hx))'''.
    205205
    206206For a model with domain decomposition, `resid` contains the part of the matrix that resides on the model sub-domain 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.