kalmanFilter.percentiles

Indicate whether to return ensemble percentiles when running a Kalman Filter


Syntax



Description

obj = obj.percentiles(percentages)

Indicates that the Kalman filter should return the specified percentiles of the posterior ensemble. Overwrites any previously specified percentiles. When using the kalmanFilter.run command, the output structure will include ensemble percentiles in a field named “Aperc”.

Calculating posterior percentiles can be an effective way to evaluate the distribution of a posterior ensemble and evaluate reconstruction uncertainty. Notably, returning a few percentiles often requires much less memory than saving and returning the (often very large) full posterior ensemble. Note that calculating posterior percentiles requires the Kalman filter to update the ensemble deviations. This incurs a higher computational cost than just updating the ensemble mean, so exploratory efforts that only require the updated ensemble mean may wish to refrain from calculating posterior percentiles.

percentages = obj.percentiles

Returns the current percentile percentages for the Kalman filter object.

obj = obj.percentiles(‘reset’)

Resets the ensemble percentiles for the Kalman filter. The Kalman filter will no longer compute ensemble percentiles, and the output of the kalmanFilter.run command will not include the Aperc field.


Input Arguments

percentages

numeric vector
A vector listing the percentages for which to calculate posterior percentiles. Each element should be on the interval 0 <= percentile <= 100

Output Arguments

obj

scalar kalmanFilter object
The Kalman filter object with updated percentile preferences

percentages

numeric vector | []
The percentages for which ensemble percentiles will be calculated. If there are no percentiles, returns an empty array.