# illustration for ensemble kalman filter for the presentation. graphics.off() x11(width=11.25,height=7.8) library( fields) # load fields package (available at CRAN) source( 'L96.example.r') # Lorenz 96 system steped at .02 time step nearly linear between steps of # these sizes. anim1(N=100) # Lorenz 96 system stepped at .1 time step showing divergence of initial #conditions. anim2(N=20,MM=15, dt=.1) # step through 20 time points and every fifth time generate data and # assimilate # number of ensemble members is 15 observation error variance # is .5**2 every other location is observed. EKF(N=20,MM=15,dt=.1) # if we only take 2 ensemble members we observe filter divergence. EKF(N=20,MM=2,dt=.1,tempo=F) # reinhard furrer, april, 20th 2004, based on functions by doug nychka