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EKS update does not match docs "ALDI" description #375

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odunbar opened this issue May 9, 2024 · 0 comments

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odunbar commented May 9, 2024

EnsembleKalmanProcesses.jl/docs/src/ensemble_kalman_sampler.md

Line 23 in 1b7489e

### Ensemble Kalman Sampling Algorithm

The coded update in EKP is actually equation 4.1. from https://clima.caltech.edu/files/2019/03/Garbuno-Inigo_et_al_2020.pdf
not the ALDI update as stated in the docs which would correspond to https://epubs.siam.org/doi/epdf/10.1137/19M1304891,

Solution

We should add the correction term (3.16) to the code

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