Extended Kalman Filter (EKF) :
The EKF is a statistical assimilation technique that updates the soil moisture profile based on the
relative magnitudes of the covariances of the observations and the model profile estimates. The main
advantage of EKF is that the entire profile may be updated because of the correlation between the
surface soil moisture and the soil moisture of deeper soil. The algorithm tracks the conditional mean
of a statistically optimal estimate of a state vector X through a series of forecast and update steps.
Forecast steps:
  Project the State ahead:
   Project the error Covariance ahead:
Update steps:
  Compute the Kalman gain:
X
Update State estimate with observation zn+1:
Update the error Covariance: