Ensemble kalman filter in matlab

The following Matlab project contains the source code and Matlab examples used for ensemble kalman filter. 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.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
ensemblekfilter.m 2914
ensemblekfilter_reorganized_and_named.txt 3175
license.txt 1314