| 3 | | The default mode of PDAF-OMI is to use a diagonal observation error covariance matrix **R** and specifying the observation error variances, i.e. the diagonalof **R** only. This is in line with the common choice in data assimilation. |
| | 3 | This feature was introduced with PDAF V2.3. |
| | 4 | |
| | 5 | The default mode of PDAF-OMI is to use a diagonal observation error covariance matrix **R** and specifying the observation error variances, i.e. the diagonalof **R** only. This is in line with the common choice in data assimilation to assume that observation errors are uncorrelated. |
| | 6 | |
| | 7 | However, there are also observation types with significant observation error correlations, which should be represented by a non-diagonal observation error covariance matrix. With PDAF V2.3 support for such nondiagonal **R** matrices was added to OMI. |
| | 8 | |
| | 9 | PDAF-OMIs support for nondiagonal **R**-matrices consists in given the user access to the routines that perform operations involve **R**. This differs with the filter type, e.g. in LESTKF and LETKF a produce of some matrix with the inverse of **R** ha sto be computed, while in the traditional, perturbed observations, EnKF the matrix **R** has to be added to some other matrix. For the particle filter and the NETF the computation of the likelihood involves **R**. |
| | 10 | |
