Ensemble Kalman Filter Explorer

This interactive tool helps visualize the core concepts of an Ensemble Kalman Filter (EnKF). The EnKF is a technique for estimating the state of a dynamic system, particularly useful for complex, high-dimensional systems like weather models. It works by tracking an 'ensemble' (a collection) of possible states.

On the canvas:

The blue circles represent the ensemble of possible system states.

Drag the ensemble anywhere on the canvas.

Click "New Observation" to generate a simulated measurement (the red X).

Click "Assimilate Observation" to update the ensemble using this measurement. Each circle moves based on its distance to the X and the "Update Magnitude".

Notice that circles move by different amounts, and some may even move away from the X. This illustrates how the EnKF updates the entire probability distribution represented by the ensemble.

The "Update Magnitude" slider controls the strength of this update.