这是卡尔曼滤波算法用在数据融合中的程序实现，还包含了数据读入模块，在windows vc++ 6.0环境下测试没有问题，对于用卡尔曼做数据融合研究非常有帮助-This is the Kalman filter algorithm used in data fusion procedure to achieve, but also contains the data read into the module, in the windows vc++ 6.0 test environment the

EnKF集合卡尔曼滤波代码，用于读写模式集合，包括两种扰动观测分析方案。(These files illustrate the model used for storing, reading and writing the ensemble of model states.)