kalmanFilter.inflate

Provide inflation factors for a Kalman Filter

Syntax



obj = obj.inflate(factor)


obj = obj.inflate(factor, whichFactor)


[factor, whichFactor] = obj.inflate


obj = obj.inflate(‘reset’)

Description



obj = obj.inflate(factor)

Specifies a multiplicative covariance inflation factor for the Kalman Filter. The covariance term in the Kalman Gain numerator will be multiplied by the inflation factor in order to increase the apparent covariance for the filter. The inflation factor is applied before localization and blending. Inflation is not allowed for user-provided covariance matrices.

If factor is scalar, uses the same inflation factor for all time steps. Otherwise, must be a vector with one element per time step (although see the next syntax for relaxing this requirement).



obj = obj.inflate(factor, whichFactor)

Specify which inflation factor to use in each assimilation time step. This syntax allows the number of inflation factors to differ from the number of time steps.



[factor, whichFactor] = obj.inflate

Returns the inflation factor for the Kalman filter, and indicates which factor is used in each assimilation time step.



obj = obj.inflate(‘reset’)

Deletes any current inflation factors from the Kalman Filter.

Input Arguments

factor

numeric vector [1|*nTime*|*nInflate*]
The inflation factors to use for the Kalman Filter. All elements must be greater than 1. If scalar, uses the same factor for all time steps. If a vector with one element per time step, uses the indicated inflation factor in each time step. If the number of factors is neither 1 nor the number of time steps, use the whichFactor input to indicate which factor to use in each time step.

whichFactor

vector, linear indices [nTime]
Indicates which inflation factor to use in each time step. Must have one element per assimilation time step. Each element if the index to one of the input inflation factors.

Output Arguments

obj

scalar kalmanFilter object
The kalmanFilter object with updated inflation factor.

factor

numeric vector [1|*nTime*|*nInflate*] | []
The current inflation factors for the Kalman Filter. If there is no inflation factor, returns an empty array.

whichFactor

vector, linear indices [nTime] | []
Indicates which which inflation factor is used in each assimilation time step. If there is a single inflation factor, retruns an empty array.