File list (Check if you may need any files):
chi_square_bound.m
chi_square_density.m
chi_square_mass.m
chi_square_to_gauss.m
Contents.m
covariance_intersection.m
demo_bearing_only.m
demo_chi_square.m
demo_ekf_filter.m
demo_kmeans.m
demo_linearised_update.m
demo_particle_filter.m
demo_unscented_filter.m
distance_bhattacharyya.m
distance_kld.m
distance_kld_symmetric.m
distance_mahalanobis.m
distance_normalised.m
dist_sqr.m
dist_sqr_.m
dist_sqr_v2.m
ekf_update.m
ellipse_mass.m
ellipse_sigma.m
force_symmetry.m
gauss_entropy.m
gauss_evaluate.m
gauss_likelihood.m
gauss_mutual_information.m
gauss_power.m
gauss_regularise.m
gauss_samples.m
index_table.m
inv_posdef.m
inv_pseudo.m
inv_triu.m
kf_update.m
kf_update_cholesky.m
kf_update_iekf.m
kf_update_joseph.m
kf_update_joseph_modified.m
kf_update_simple.m
kmeans.m
linearised_transform.m
linearised_update.m
line_plot_conversion.m
multivariate_gauss.m
numerical_jacobian.m
numerical_jacobian_cd.m
numerical_jacobian_i.m
pi_to_pi.m
repcol.m
reprow.m
repvec.m
sample_mean.m
sample_mean_weighted.m
sigma_ellipse.m
sqrt_posdef.m
stratified_random.m
stratified_resample.m
transform_posdef.m
transform_to_global.m
transform_to_relative.m
uniform_random.m
unscented_transform.m
unscented_transform_additive.m
unscented_update.m