Description: Comparison of the KF, EKF, PF, etc. Some non-linear filtering method, very powerful.
File list (Check if you may need any files):
particle filter paper and source code for example2\demo_bearing_only.m
..................................................\EKF_update.m
..................................................\gauss_likelihood.m
..................................................\gauss_samples.m
..................................................\KF_update.m
..................................................\KF_update_cholesky.m
..................................................\Novel approach to nonlinear_non-Gaussian Bayesian state estimation.pdf
..................................................\numerical_Jacobian.m
..................................................\pi_to_pi.m
..................................................\sample_mean.m
..................................................\sigma_ellipse.m
..................................................\sqrt_posdef.m
..................................................\stratified_random.m
..................................................\stratified_resample.m
..................................................\unscented_update.m
particle filter paper and source code for example2
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