Tyee this is absolutely possible. I actually did this before, but the files I want to load had some sort of familiar names and the had a different number at the end of the file name which showed the error probability of the file, so it was much easier for me to load them all using a simple loop. If your files have no such order or criteria in their names then you have to make a vector in your case 'data' and then do the rest automatically.
for x=1:14
Burst=ones(1,5);
Burst(3)=0.004+(x-1)*.001;
a=load(['D:\DVB-T- BurstChan Test\SEQ\Err_Seq',num2str(Burst(3)),'.mat'])
This is a part of that code, Name of my files where used to be 'Err_Seq_0.004.mat','Err_Seq_0.005.mat','Err_Seq_0.006.mat' and so on. This was how I used to load every single file. You don't need to use sprintf and make it so complicated! I'm sure the path for the files are the same, so you can make a string simply by concatenating strings together and when ever you have a digit or number, use num2str() and simply concatenate it with the rest of the string just as I did in the above example. Good Luck!
