Matlab implementation of particle filter




File list:
upf_demos
........\data
........\....\c2925.prn
........\....\c3025.prn
........\....\c3125.prn
........\....\c3225.prn
........\....\c3325.prn
........\....\p2925.prn
........\....\p3025.prn
........\....\p3125.prn
........\....\p3225.prn
........\....\p3325.prn
........\ukf
........\...\scaledSymmetricSigmaPoints.m
........\...\ukf.m
........\blackscholes.m
........\bsffun.m
........\bshfun.m
........\demo_MC.m
........\ffun.m
........\gengamma.m
........\hfun.m
........\multinomialR.m
........\residualR.m
........\systematicR.m
........\ukf_bsffun.m
........\ukf_bshfun.m
........\ukf_ffun.m
........\ukf_hfun.m