State Variable Data Assimilation: Ensemble Kalman Filter

Restart mode: Basic idea is that during a restart (primary case envisioned as an iterative forecast), a new workflow folder is created and the previous forecast for the start_time is copied over. During restart the initial run before the loop is skipped, with the info being populated from the previous run. The function then dives right into the first Analysis, then continues on like normal.

sda.enkf.original(
  settings,
  obs.mean,
  obs.cov,
  IC = NULL,
  Q = NULL,
  adjustment = TRUE,
  restart = NULL
)

Arguments

settings

PEcAn settings object

obs.mean

list of observations of the means of state variable (time X nstate)

obs.cov

list of observations of covariance matrices of state variables (time X nstate X nstate)

IC

initial conditions

Q

process covariance matrix given if there is no data to estimate it

adjustment

flag for using ensemble adjustment filter or not

restart

Used for iterative updating previous forecasts. This is a list that includes ens.inputs, the list of inputs by ensemble member, params, the parameters, and old_outdir, the output directory from the previous workflow. These three things are needed to ensure that if a new workflow is started that ensemble members keep there run-specific met and params. See Details

Value

NONE

Author

Michael Dietze and Ann Raiho dietze@bu.edu