File list (Check if you may need any files):
particlefilter_demos
....................\blackscholes.m
....................\bsffun.m
....................\bshfun.m
....................\data
....................\....\c2925.prn
....................\....\c3025.prn
....................\....\c3125.prn
....................\....\c3225.prn
....................\....\c3325.prn
....................\....\p2925.prn
....................\....\p3025.prn
....................\....\p3125.prn
....................\....\p3225.prn
....................\....\p3325.prn
....................\demo_MC.m
....................\ffun.m
....................\gengamma.m
....................\hfun.m
....................\multinomialR.m
....................\residualR.m
....................\systematicR.m
....................\ukf
....................\...\scaledSymmetricSigmaPoints.m
....................\...\ukf.m
....................\ukf_bsffun.m
....................\ukf_bshfun.m
....................\ukf_ffun.m
....................\ukf_hfun.m