Particle Filter Application for the Lorenz1963 model
Under construction !!!
This is the Particle Filter applied to the Lorenz 1996 model with 40 variables, observations every other variable, every 10 time steps. The truth is given by the black line, the crosses denote observations of the truth with the red bars denoting their standard deviations, and the green lines denote the evolution of the particles. The number of particles is 20...