Local Ensemble Tranform Kalman Filter solver. More...

#include <LETKFSolver.h>

Inheritance diagram for oops::LETKFSolver< MODEL, OBS >:

Collaboration diagram for oops::LETKFSolver< MODEL, OBS >:

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Public Member Functions
	LETKFSolver (ObsSpaces_ &, const Geometry_ &, const eckit::Configuration &, size_t, const State4D_ &)

void	measurementUpdate (const IncrementEnsemble4D_ &, const GeometryIterator_ &, IncrementEnsemble4D_ &) override
	KF update + posterior inflation at a grid point location (GeometryIterator_) More...

Public Member Functions inherited from oops::LocalEnsembleSolver< MODEL, OBS >
	LocalEnsembleSolver (ObsSpaces_ &obspaces, const Geometry_ &geometry, const eckit::Configuration &config, size_t nens, const State4D_ &xbmean)
	initialize solver with `obspaces`, `geometry`, full `config` and `nens` ensemble size More...

virtual	~LocalEnsembleSolver ()=default

virtual Observations_	computeHofX (const StateEnsemble4D_ &xx, size_t iteration, bool readFromDisk)
	computes ensemble H(`xx`), returns mean H(`xx`), saves as hofx `iteration` More...

virtual void	copyLocalIncrement (const IncrementEnsemble4D_ &bg, const GeometryIterator_ &i, IncrementEnsemble4D_ &an) const
	copy `an`[`i`] = `bg` `i` \a More...

void	computeHofX4D (const eckit::Configuration &, const State4D_ &, Observations_ &)

const ObsLocalizations_ &	obsloc () const
	accessor to obs localizations More...

Static Public Member Functions
static const std::string	classname ()

Static Public Member Functions inherited from oops::LocalEnsembleSolver< MODEL, OBS >
static const std::string	classname ()

Protected Member Functions
virtual void	computeWeights (const Eigen::VectorXd &omb, const Eigen::MatrixXd &Yb, const Eigen::VectorXd &invvarR)

virtual void	applyWeights (const IncrementEnsemble4D_ &, IncrementEnsemble4D_ &, const GeometryIterator_ &)
	Applies weights and adds posterior inflation. More...

Protected Attributes
LETKFSolverParameters	options_

Eigen::MatrixXd	Wa_

Eigen::VectorXd	wa_

Eigen::VectorXd	eival_

Eigen::MatrixXd	eivec_

const size_t	nens_

Protected Attributes inherited from oops::LocalEnsembleSolver< MODEL, OBS >
const Geometry_ &	geometry_
	Geometry associated with the updated states. More...

const ObsSpaces_ &	obspaces_
	ObsSpaces used in the update. More...

Departures_	omb_
	obs - mean(H(x)); set in computeHofX method More...

DeparturesEnsemble_	Yb_

std::unique_ptr< ObsErrors_ >	R_
	observation errors, set in computeHofX method More...

std::unique_ptr< Departures_ >	invVarR_

Private Types
typedef Departures< OBS >	Departures_

typedef DeparturesEnsemble< OBS >	DeparturesEnsemble_

typedef Geometry< MODEL >	Geometry_

typedef GeometryIterator< MODEL >	GeometryIterator_

typedef IncrementEnsemble4D< MODEL >	IncrementEnsemble4D_

typedef ObsErrors< OBS >	ObsErrors_

typedef ObsLocalizations< MODEL, OBS >	ObsLocalizations_

typedef ObsSpaces< OBS >	ObsSpaces_

typedef State4D< MODEL >	State4D_

Detailed Description

template<typename MODEL, typename OBS>
class oops::LETKFSolver< MODEL, OBS >

Local Ensemble Tranform Kalman Filter solver.

An implementation of the LETKF from Hunt et al. 2007 this version is implemented using Eigen algebra and temporary Eigen matrices for Xa and Xb this verion implements RTPP and RTPS.

Hunt, B. R., Kostelich, E. J., & Szunyogh, I. (2007). Efficient data assimilation for spatiotemporal chaos: A local ensemble transform Kalman filter. Physica D: Nonlinear Phenomena, 230(1-2), 112-126.

Definition at line 47 of file LETKFSolver.h.

Member Typedef Documentation

◆ Departures_

template<typename MODEL , typename OBS >

typedef Departures<OBS> oops::LETKFSolver< MODEL, OBS >::Departures_

private

Definition at line 48 of file LETKFSolver.h.

◆ DeparturesEnsemble_

template<typename MODEL , typename OBS >

typedef DeparturesEnsemble<OBS> oops::LETKFSolver< MODEL, OBS >::DeparturesEnsemble_

private

Definition at line 49 of file LETKFSolver.h.

◆ Geometry_

template<typename MODEL , typename OBS >

typedef Geometry<MODEL> oops::LETKFSolver< MODEL, OBS >::Geometry_

private

Definition at line 50 of file LETKFSolver.h.

◆ GeometryIterator_

template<typename MODEL , typename OBS >

typedef GeometryIterator<MODEL> oops::LETKFSolver< MODEL, OBS >::GeometryIterator_

private

Definition at line 51 of file LETKFSolver.h.

◆ IncrementEnsemble4D_

template<typename MODEL , typename OBS >

typedef IncrementEnsemble4D<MODEL> oops::LETKFSolver< MODEL, OBS >::IncrementEnsemble4D_

private

Definition at line 52 of file LETKFSolver.h.

◆ ObsErrors_

template<typename MODEL , typename OBS >

typedef ObsErrors<OBS> oops::LETKFSolver< MODEL, OBS >::ObsErrors_

private

Definition at line 53 of file LETKFSolver.h.

◆ ObsLocalizations_

template<typename MODEL , typename OBS >

typedef ObsLocalizations<MODEL, OBS> oops::LETKFSolver< MODEL, OBS >::ObsLocalizations_

private

Definition at line 54 of file LETKFSolver.h.

◆ ObsSpaces_

template<typename MODEL , typename OBS >

typedef ObsSpaces<OBS> oops::LETKFSolver< MODEL, OBS >::ObsSpaces_

private

Definition at line 55 of file LETKFSolver.h.

◆ State4D_

template<typename MODEL , typename OBS >

typedef State4D<MODEL> oops::LETKFSolver< MODEL, OBS >::State4D_

private

Definition at line 56 of file LETKFSolver.h.

Constructor & Destructor Documentation

◆ LETKFSolver()

template<typename MODEL , typename OBS >

oops::LETKFSolver< MODEL, OBS >::LETKFSolver	(	ObsSpaces_ &	obspaces,
		const Geometry_ &	geometry,
		const eckit::Configuration &	config,
		size_t	nens,
		const State4D_ &	xbmean
	)

Definition at line 95 of file LETKFSolver.h.

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Member Function Documentation

◆ applyWeights()

template<typename MODEL , typename OBS >

void oops::LETKFSolver< MODEL, OBS >::applyWeights	(	const IncrementEnsemble4D_ &	bkg_pert,
		IncrementEnsemble4D_ &	ana_pert,
		const GeometryIterator_ &	i
	)

protectedvirtual

Applies weights and adds posterior inflation.

Definition at line 206 of file LETKFSolver.h.

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◆ classname()

template<typename MODEL , typename OBS >

static const std::string oops::LETKFSolver< MODEL, OBS >::classname ( )

inlinestatic

Definition at line 59 of file LETKFSolver.h.

◆ computeWeights()

template<typename MODEL , typename OBS >

void oops::LETKFSolver< MODEL, OBS >::computeWeights	(	const Eigen::VectorXd &	omb,
		const Eigen::MatrixXd &	Yb,
		const Eigen::VectorXd &	invvarR
	)

protectedvirtual

Computes weights for ensemble update with local observations

Parameters

[in]	omb	Observation departures (nlocalobs)
[in]	Yb	Ensemble perturbations (nens, nlocalobs)
[in]	invvarR	Inverse of observation error variances (nlocalobs)

Reimplemented in oops::LETKFSolverGSI< MODEL, OBS >.

Definition at line 170 of file LETKFSolver.h.

◆ measurementUpdate()

template<typename MODEL , typename OBS >

void oops::LETKFSolver< MODEL, OBS >::measurementUpdate	(	const IncrementEnsemble4D_ &	bkg_pert,
		const GeometryIterator_ &	i,
		IncrementEnsemble4D_ &	ana_pert
	)

overridevirtual

KF update + posterior inflation at a grid point location (GeometryIterator_)

Implements oops::LocalEnsembleSolver< MODEL, OBS >.

Definition at line 137 of file LETKFSolver.h.

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Member Data Documentation

◆ eival_

template<typename MODEL , typename OBS >

Eigen::VectorXd oops::LETKFSolver< MODEL, OBS >::eival_

protected

Definition at line 86 of file LETKFSolver.h.

◆ eivec_

template<typename MODEL , typename OBS >

Eigen::MatrixXd oops::LETKFSolver< MODEL, OBS >::eivec_

protected

Definition at line 87 of file LETKFSolver.h.

◆ nens_

template<typename MODEL , typename OBS >

const size_t oops::LETKFSolver< MODEL, OBS >::nens_

protected

Definition at line 89 of file LETKFSolver.h.

◆ options_

template<typename MODEL , typename OBS >

LETKFSolverParameters oops::LETKFSolver< MODEL, OBS >::options_

protected

Definition at line 80 of file LETKFSolver.h.

◆ Wa_

template<typename MODEL , typename OBS >

Eigen::MatrixXd oops::LETKFSolver< MODEL, OBS >::Wa_

protected

Definition at line 82 of file LETKFSolver.h.

◆ wa_

template<typename MODEL , typename OBS >

Eigen::VectorXd oops::LETKFSolver< MODEL, OBS >::wa_

protected

Definition at line 83 of file LETKFSolver.h.

The documentation for this class was generated from the following file:

LETKFSolver.h

Public Member Functions

Static Public Member Functions

Protected Member Functions

Protected Attributes

Private Types

Detailed Description

template<typename MODEL, typename OBS> class oops::LETKFSolver< MODEL, OBS >

Member Typedef Documentation

◆ Departures_

◆ DeparturesEnsemble_

◆ Geometry_

◆ GeometryIterator_

◆ IncrementEnsemble4D_

◆ ObsErrors_

◆ ObsLocalizations_

◆ ObsSpaces_

◆ State4D_

Constructor & Destructor Documentation

◆ LETKFSolver()

Member Function Documentation

◆ applyWeights()

◆ classname()

◆ computeWeights()

◆ measurementUpdate()

Member Data Documentation

◆ eival_

◆ eivec_

◆ nens_

◆ options_

◆ Wa_

◆ wa_

template<typename MODEL, typename OBS>
class oops::LETKFSolver< MODEL, OBS >