Now we estimate observation error and optimal inflation
simultaneously using (1) and (2): it works!
 

   Rinit
Estimated   R
Estimated  
Tests within LETKF with L96 model
R method

        method

 

 

 

rms

 
(2)

 
(1)

0.25

1.001

0.042

0.202

4.0

1.008

0.040

0.204