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Zhengyu-Huang
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Feb 10, 2022
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I think the changes are correct! Thank you for the great work!
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bors r+ |
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Adds the continuous version of UKI dynamics as specified in Huang et al (2021), section 3.4,
Σ_ω -> Σ_ω * Δt
Σ_ν -> Σ_ν / Δt
I didn't change alpha to alpha_h, I think that's fine from the paper.
Also moves the dt constructor to EnsembleKalmanProcess.jl.