Interactive element. Drag the sliders to adjust the assimilation interval, observation error, and forecast error. Click the button to reset the simulation.

Ensemble Rauch-Tung-Striebel Smoother (Lemniscate)

This sandbox demonstrates the Ensemble-Rauch-Tung-Striebel Smoother (EnRTSS), a backward smoother that can be combined with a preceding forward pass via the Ensemble Kalman Filter to obtain states conditioned on all observations - even those in the future.