Search Results for "ensemble kalman filter matlab"

SigPack is a C++ signal processing library using the Armadillo library as a base. The API will be familiar for those who has used IT++ and Octave/Matlab.

...The program is multi-grid (finite differences or finite elements), multi-algebra (plug-in analysis kernels), multi-model (simple standardized interface). The program supports reduced-order data assimilation methods, as well as Ensemble assimilation approaches such as the Ensemble Kalman Filter. Recent additions include extensions towards simultaneous assimilation and downscaling (AMICO project), and a toolbox for ensemble assessment (SCRUM project). *Please note that due to frequent updates the code is only available via the svn repository. Please get in touch with us to obtain access...

...Two scripting languages (PCRcalc and Python) include a rich set of spatial operations for manipulating and analysing raster maps. A Python framework supports Monte Carlo simulations and data assimilation (Ensemble Kalman Filter and Particle Filter). The Aguila tool allows for the interactive visualisation of stochastic spatio-temporal data.

A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.

An object-oriented MATLAB toolbox for nonlinear filtering. Includes algorithms for SIR and SIS particle filters as well as an algorithm for the Extended Kalman Filter (EKF). Several discrete-time models are available. Comes with an easy-to-use GUI.