Andrewpensoneault/Lorenz_63_Stochastic_Galerkin_EnKF
PCE-EnKF base on Dongbin Xiu's paper "A Generalized Polynomial Chaos Based Ensemble Kalman Filter"
Matlab
PCE-EnKF base on Dongbin Xiu's paper "A Generalized Polynomial Chaos Based Ensemble Kalman Filter"
Matlab