Unscented Kalman Filter and Extended Kalman Filtering Tutorial and source code, includes worked examples and source.




File list:
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
....\.............\demo2_f1.ps
....\.............\demo2_f2.ps
....\.............\demo2_f3.ps
....\.............\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