The packages implements various ensemble Kalman Filter data assimilation methods:
- Ensemble Sqare Root Filter (EnSRF)
- Ensemble Sqare Root Filter with serial processsing of the observations (serialEnSRF)
- Ensemble Transform Kalman Filter (ETKF)
- Ensemble Transform Kalman Filter (EAKF)
- Singular Evolutive Interpolated Kalman filter (SEIK)
- Error-subspace Transform Kalman Filter (ESTKF)
- Ensemble Kalman Filter (EnKF)
The Julia code is ported from the Matlab/Octave code generated in the frame of the Sangoma project (http://data-assimilation.net/).
Most of the algorithms are described in the review article:
Sanita Vetra-Carvalho, Peter Jan van Leeuwen, Lars Nerger, Alexander Barth, M. Umer Altaf, Pierre Brasseur, Paul Kirchgessner, and Jean-Marie Beckers. State-of-the-a rt stochastic data assimilation methods for high-dimensional non-Gaussian problems. Tellus A: Dynamic Meteorology and Oceanography, 70(1):1445364, 2018. doi: 10.1080/16000870.2018.1445364.