The ensemble Kalman filter is now in cuthbert 馃敟
The EnKF is one of those algorithms that "just works" - oftentimes in settings it has no right to
github.com/state-space-...
This PR introduces the ensemble Kalman filter (EnKF). The implementation is based in part on the implementation of CD-Dynamax. That implementation, in turn, is inspired by Algorithm 10.2 in the not...
