utilities for Kalman filtering, unscented filtering, particle filtering, miscillaneous and other things. This code is st able and fast.

Packet : 3971024matlab_ukf_utilities.zip filelist
chi_square_bound.m
chi_square_density.m
chi_square_mass.m
chi_square_to_gauss.m
Contents.m
demo_bearing_only.m
demo_chi_square.m
demo_ekf_filter.m
demo_kmeans.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
gauss_evaluate.m
gauss_likelihood.m
gauss_regularise.m
gauss_samples.m
index_table.m
inv_posdef.m
KF_update.m
KF_update_cholesky.m
KF_update_IEKF.m
KF_update_joseph.m
KF_update_simple.m
kmeans.m
line_plot_conversion.m
multivariate_gauss.m
notes.txt
numerical_Jacobian.m
pi_to_pi.m
readme.txt
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_to_global.m
transform_to_relative.m
uniform_random.m
unscented_transform.m
unscented_update.m

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