Matlab code associated with manuscript "Lognormal and Mixed Gaussian–Lognormal Kalman Filters"

This is a MATLAB m file that implements the mixed Gaussian-lognormal Kalman filter (MXKF) with the Lorenz 1963 model for lognormally distributed background and observational errors for the z component, Gaussian distributed background and observational errors for the x and y components, and compares this against the performance of the current Extended Kalman Filter (EKF). The code has four command line prompts to run, and produces two sets of figure: The first figure is of the trajectories of the z and x components for the true, MXKF, and the EKF, along with the observations, while the second plots contains the analysis errors for the z and x solutions from the MXKF and EKJF.