optimalSensor.update

Updates the metric’s deviations using the proxy estimates


Syntax



Description

[variance, metric] = obj.update

Uses the proxy estimates and uncertainties to update the metric. Returns the final variance of the metric, as well as the final metric metric itself. If the uncertainties are covariances, uses the full R uncertainty covariance to compute the update. Otherwise, uses the provided R variances to implement a diagonal covariance matrix.

The method proceeds by using a standard ensemble square root Kalman filter to update the ensemble deviations of the metric.

Important Note that this method accounts for the covariance between the observation sites when updating the ensemble deviations. Thus, the final variance correctly reflects the variance reduction that results from assimilating a network with multiple observation sites.


Output Arguments

variance

numeric scalar
The variance of the metric after the update has been applied.

metric

numeric vector [nMembers]
The metric after the update has been applied. Note that the method only updates the metric’s ensemble deviations. The ensemble mean of the metric is unaffected.