this source code contents many methods of linear and nonlinear Kalman Filtering, H_infinity filtering and particle filtering




File list:
ekfukf
.....\demos
.....\.....\bot_demo
.....\.....\........\bot_d2h_dx2.m
.....\.....\........\bot_demo_all.m
.....\.....\........\bot_demo_loop.m
.....\.....\........\bot_dh_dx.m
.....\.....\........\bot_h.m
.....\.....\........\ckfs_bot_demo.m
.....\.....\........\ekfs_bot_demo.m
.....\.....\........\ghkfs_bot_demo.m
.....\.....\........\ukfs_bot_demo.m
.....\.....\eimm_demo
.....\.....\.........\botm_demo.m
.....\.....\.........\bot_d2h_dx2.m
.....\.....\.........\bot_dh_dx.m
.....\.....\.........\bot_h.m
.....\.....\.........\ct_demo.m
.....\.....\.........\f_turn.m
.....\.....\.........\f_turn_dx.m
.....\.....\.........\f_turn_inv.m
.....\.....\.........\trajectory.mat
.....\.....\ekf_sine_demo
.....\.....\.............\ekf_sine_d2h_dx2.m
.....\.....\.............\ekf_sine_demo.m
.....\.....\.............\ekf_sine_dh_dx.m
.....\.....\.............\ekf_sine_f.m
.....\.....\.............\ekf_sine_h.m
.....\.....\imm_demo
.....\.....\........\imm_demo.m
.....\.....\........\trajectory.mat
.....\.....\kf_cwpa_demo
.....\.....\............\kf_cwpa_demo.m
.....\.....\kf_sine_demo
.....\.....\............\kf_sine_demo.m
.....\.....\reentry_demo
.....\.....\............\make_reentry_data.m
.....\.....\............\reentry_cond.m
.....\.....\............\reentry_demo.m
.....\.....\............\reentry_demo_loop.m
.....\.....\............\reentry_df_dx.m
.....\.....\............\reentry_dh_dx.m
.....\.....\............\reentry_f.m
.....\.....\............\reentry_h.m
.....\.....\............\reentry_if.m
.....\.....\............\reentry_param.m
.....\.....\ungm_demo
.....\.....\.........\ungm_d2f_dx2.m
.....\.....\.........\ungm_d2h_dx2.m
.....\.....\.........\ungm_demo.m
.....\.....\.........\ungm_demo_loop.m
.....\.....\.........\ungm_df_dx.m
.....\.....\.........\ungm_dh_dx.m
.....\.....\.........\ungm_f.m
.....\.....\.........\ungm_h.m
.....\cd_transform.m
.....\ckf_packed_pc.m
.....\ckf_predict.m
.....\ckf_transform.m
.....\ckf_update.m
.....\Contents.m
.....\Contents.m~
.....\crts_smooth.m
.....\der_check.m
.....\eimm_predict.m
.....\eimm_smooth.m
.....\eimm_update.m
.....\ekf_predict1.m
.....\ekf_predict2.m
.....\ekf_update1.m
.....\ekf_update2.m
.....\erts_smooth1.m
.....\etf_smooth1.m
.....\gauss_pdf.m
.....\gauss_rnd.m
.....\ghkf_predict.m
.....\ghkf_update.m
.....\ghrts_smooth.m
.....\gh_packed_pc.m
.....\gh_transform.m
.....\hermitepolynomial.m
.....\imm_filter.m
.....\imm_predict.m
.....\imm_smooth.m
.....\imm_update.m
.....\kf_lhood.m
.....\kf_loop.m
.....\kf_predict.m
.....\kf_update.m
.....\License.txt
.....\lin_transform.m
.....\lti_disc.m
.....\lti_int.m
.....\ngausshermi.m
.....\quad_transform.m
.....\Release_Notes.txt
.....\Release_Notes.txt~
.....\resampstr.m
.....\rk4.m
.....\rts_smooth.m
.....\schol.m
.....\sphericalradial.m
.....\tf_smooth.m
.....\uimm_predict.m
.....\uimm_smooth.m
.....\uimm_update.m
.....\ukf_predict1.m
.....\ukf_predict2.m
.....\ukf_predict3.m
.....\ukf_update1.m
.....\ukf_update2.m
.....\ukf_update3.m
.....\urts_smooth1.m
.....\urts_smooth2.m
.....\utf_smooth1.m
.....\ut_mweights.m
.....\ut_sigmas.m
.....\ut_transform.m
.....\ut_weights.m