diff --git a/nonlinear-filters/src/Kalman_filter.m b/nonlinear-filters/src/nonlinear_kalman_filter.m
similarity index 98%
rename from nonlinear-filters/src/Kalman_filter.m
rename to nonlinear-filters/src/nonlinear_kalman_filter.m
index e5d36ee5e..f74a120c8 100644
--- a/nonlinear-filters/src/Kalman_filter.m
+++ b/nonlinear-filters/src/nonlinear_kalman_filter.m
@@ -1,4 +1,4 @@
-function [LIK,lik] = Kalman_filter(ReducedForm, Y, start, ParticleOptions, ThreadsOptions)
+function [LIK,lik] = nonlinear_kalman_filter(ReducedForm, Y, start, ParticleOptions, ThreadsOptions)
 % Evaluates the likelihood of a non-linear model approximating the
 % predictive (prior) and filtered (posterior) densities for state variables
 % by a Kalman filter.