New Recursive updaters added #859
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Added new updaters that use calculated posterior state estimates as a prior to run recursively for n steps. Additionally, a new ensemble updater with an inflation step as a building block for a recursive version. New updaters: - BayesianRecursiveUpdater (BRUF, code by SDHiscocks) - RecursiveEnsembleUpdater - LinearisedEnsembleUpdater (A building block for the following) - RecursiveLinearisedEnsembleUpdater Tests added for all updaters. As well as the new updaters, I have included an example document for the Ensemble Filter in this pull request.
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Added new updaters that use calculated posterior state estimates as a prior to run recursively for n steps. Additionally, a new ensemble updater with an inflation step as a building block for a recursive version.
New updaters:
BayesianRecursiveUpdater(BRUF, code by SDHiscocks)RecursiveEnsembleUpdaterLinearisedEnsembleUpdater(A building block for the following)RecursiveLinearisedEnsembleUpdaterTests added for all updaters.
As well as the new updaters, I have included an example document for the Ensemble Filter in this pull request.