3 addpath(
'../../discrete_discrete');
4 addpath(
'../../discrete_discrete/examples');
10 next_func = @(x) next_func(x,0);
12 [estimates_enkf,covariances_enkf] =
enkf_stochastic(next_func,state_count,sensor_count,...
13 outputs,ensemble_size,C,R_d,Q_d,P_0,x_0, measurements);
17 plot(0:dt:(100-1)*dt,measurements(1:100),
'LineWidth',2);
18 plot(0:dt:(100-1)*dt,process_noise_data(1:100),
'LineWidth',2);
19 plot(0:dt:(100-1)*dt,estimates_enkf(1:100),
'LineWidth',2);
20 legend(
'Measurement',
'Real data',
'Estimate');
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)