Data assimliation of a chaotic attractor

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Another old homework assignment from Data Analysis of Complex Systems. Here we look at some data assimilation method for modeling the dynamic modes of the Rossler Attractor. The chaotic behaviour of the Rossler equations is difficult to model, and requires an Extended Kalman Filter (EKF) to maintain convergence to the model dynamics. The details can be found in ee520-hw6.pdf.