Unscented Kalman filter implementation?

[Colin Grudzien]

I was wondering if there are any current plans to implement the unscented Kalman filter for comparison with other ensemble-based methods. I am planning on using DAPPER with stats, maths and engineering students in a DA class and I think the implementation of the UKF would be nice for the engineering students to see a method that is also familiar in a lot of mechanical and electrical engineering literature. Having a relevant comparison on standard benchmarks would also be nice in order to discuss the strengths and weaknesses of this approach versus other ensemble-based schemes like ETKF.

[Patrick N. Raanes]

I have been wanting to do this for a long time, especially including comparisons. I could try to get to it this next week, at least some variant of it. I think I'd do comparisons for a Lorenz model, or possibly the KS model, seeing as that one has some engineering applications too. What do you think?

[Colin Grudzien]

I think it would be great, there's no hurry though on my end, I don't foresee needing to go over this until September or October in my own lesson planning. Thanks! Colin

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On 3/10/21 12:10 PM, Patrick N. Raanes wrote: I have been wanting to do this for a long time, especially including comparisons. I could try to get to it this next week, at least some variant of it. I think I'd do comparisons for a Lorenz model, or possibly the KS model, seeing as that one has some engineering applications too. What do you think? — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#64 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ABXIPFXUMOY7CASWGLFXEOLTC7G4LANCNFSM4Y6VEHUA>.