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Alison Fowler

Kalman filter practical

This computer practical formed part of the ESA Earth Observation Summer School on 'Earth System Monitoring & Modelling' (30 Jul -10 Aug 2012, Frascati, Italy). It gave the students an introduction to two Kalman filter techniques: the 'Extended Kalman Filter' (EKF) and the 'Ensemble Kalman Filter' (EnKF).

  • Slides (pdf)
  • Instructions (pdf)
  • Matlab code (zipped)
  • Feel free to download the practical and email me any questions.