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ETKI (and EKI) adapt to the timestep by dividing the noise covariance by the timestep
EnsembleKalmanProcesses.jl/src/EnsembleTransformKalmanInversion.jl
Line 113 in fb45f75
unfortunately, unlike in EKI, ETKI does not use this quantity, instead it uses an internally stored inverse covariance.
Simply multiply the stored inverse covariance in etki_update by the timestep to pass this effect on.
etki_update
The text was updated successfully, but these errors were encountered:
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Purpose
ETKI (and EKI) adapt to the timestep by dividing the noise covariance by the timestep
EnsembleKalmanProcesses.jl/src/EnsembleTransformKalmanInversion.jl
Line 113 in fb45f75
unfortunately, unlike in EKI, ETKI does not use this quantity, instead it uses an internally stored inverse covariance.
Solution
Simply multiply the stored inverse covariance in
etki_update
by the timestep to pass this effect on.The text was updated successfully, but these errors were encountered: