particleFilter.computeWeights
Return the weights for a particle filter
Syntax
Description
weights = obj.computeWeights
Computes particle filter weights for an assimilation. Requires the particle filter object to have observations, estimates, and uncertainties. Does not require a prior.
Also returns the sum of squared errors for each particle.
Output Arguments
weights
numeric matrix [nMembers x nTime]
The weights for a particle filter. Each row holds the weights for a particular ensemble member. Each column holds weights for an assimilated time step. The weights are used to implement a weighted mean of the particles in each assimilation time step.
sse
numeric matrix [nMembers x nTime]
The SSE values for a particle filter. Each row holds the weights for a particular ensemble member. Each column holds weights for an assimilation time step. Lower values indicate greater similarity to the proxy observations.