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New Recursive updaters added #859

Merged
merged 1 commit into from
Nov 1, 2023
Merged

New Recursive updaters added #859

merged 1 commit into from
Nov 1, 2023

Commits on Oct 27, 2023

  1. New Recursive updaters added

    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.
    spike-dstl committed Oct 27, 2023
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