kalman.gain: Compute the Kalman Gain
In robertsy/assimilr: Local Ensemble Kalman Particle Filters
Description
Usage
Arguments
Value
Description
Uses the cholesky decomposition of (HPH' + R)
Usage
1
kalman.gain(P, H, R)
Arguments
P
the covariance matrix
H
the observation linear operator
R
the observations error covariance
Value
K
robertsy/assimilr documentation built on May 27, 2019, 10:33 a.m.
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Description Usage Arguments Value
Description
Uses the cholesky decomposition of (HPH' + R)
Usage
1 | kalman.gain(P, H, R)
|
Arguments
P |
the covariance matrix |
H |
the observation linear operator |
R |
the observations error covariance |
Value
K
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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