ensemble kalman filter

Version 1.9.0.0 (3.86 KB) by dwight nwaigwe
This program uses the ensemble kalman filter to estimate a system's state.
3.2
(6)
4.2K Downloads
Updated 29 Oct 2013

View License

The algorithm used in this code is referenced from the following:
S Gillijns et al "What Is the Ensemble Kalman Filter and How Well Does it Work?"
Proceedings of the 2006 American Control Conference, Minneapolis, Minnesota, USA, June 14-16, 2006, pp 4448-4453.

Cite As

dwight nwaigwe (2026). ensemble kalman filter (https://se.mathworks.com/matlabcentral/fileexchange/31093-ensemble-kalman-filter), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Tags Add Tags

ensemblekfilter/

Version Published Release Notes
1.9.0.0

Renamed variables and reorganized code for clarity. The original version is the .m file and the modified one is the .txt file. I haven't tested the .txt file but it should work.
1.8.0.0

whoops, i meant to say i deleted "num_members" = 20 from comments since it implied you must supply a variable with that name.

1.7.0.0

Cosmetic changes: consolidated comments, removed the comment num_iterations = 20 as it wasn't necessary, and i added spaces and indents. i did these edits in notepad. i still have the original file in zipped folder to be safe
1.4.0.0

Corrected line 71 as Albert Chiang mentioned.

It should be y_forbar=mean(y_for,2);
not y_forbar=mean(y_bar,2);
1.3.0.0

in the first few lines of the comments, I changed y+1 to y_new and x+1 to x_new
1.2.0.0

made minor adjustments to file such as inserting comments
1.1.0.0

changed description
1.0.0.0