ensemble kalman filter

This program uses the ensemble kalman filter to estimate a system's state.

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Cite As

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

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.9.0

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.

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1.8.0

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

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1.7.0

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

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1.4.0

Corrected line 71 as Albert Chiang mentioned.

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

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1.3.0

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

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1.2.0

made minor adjustments to file such as inserting comments

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1.1.0

changed description

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1.0.0

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