matlab/ensemble__stochastic_2examples_2linear2_8m_source.html

 clear all;
 addpath('..');
 addpath('../../discrete_discrete');
 addpath('../../discrete_discrete/examples');

 linear;
 close all;

 func = @(x) func(x,0);
 ensemble_size = 100000;
 [estimates_enkf,covariances_enkf] = enkf_stochastic(func,state_count,sensor_count,...
     outputs,ensemble_size,C,R_d,Q_d,P_0,x_0, measurements);
 covariances_enkf{end}
enkf_stochastic
function enkf_stochastic(in func, in state_count, in sensor_count, in measurement_count, in ensemble_size, in C, in R, in Q, in P_0, in x_0, in measurements)