ensemble kalman filter
This program uses the ensemble kalman filter to estimate a system's state.
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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://www.mathworks.com/matlabcentral/fileexchange/31093-ensemble-kalman-filter), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.9.0.0 (3.86 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 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. |
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| 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. |
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| 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 |
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| 1.4.0.0 | Corrected line 71 as Albert Chiang mentioned. It should be y_forbar=mean(y_for,2);
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| 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 |
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| 1.2.0.0 | made minor adjustments to file such as inserting comments |
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| 1.1.0.0 | changed description |
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| 1.0.0.0 |
