Sounds like a fun project! I've not spent much time on ensemble KF but my mate Sam (https://github.com/samDuffield/ https://github.com/samDuffield/) did a lot o

Sounds like a fun project! I've not spent much time on ensemble KF but my mate Sam (https://github.com/samDuffield/ https://github.com/samDuffield/) did a lot of work in his PhD on them for high dimensional datasets. Is your dataset specifically high dimensional and so not something you'd use an unscented filter for?