Description: Unscented Kalman Filter and Extended Kalman Filtering Tutorial and source code, includes worked examples and source.
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File list (Check if you may need any files):
ckf_packed_pc.m
ckf_predict.m
ckf_transform.m
ckf_update.m
Contents.m
Contents.m~
crts_smooth.m
der_check.m
eimm_predict.m
eimm_smooth.m
eimm_update.m
ekf_predict1.m
ekf_predict2.m
ekf_update1.m
ekf_update2.m
erts_smooth1.m
etf_smooth1.m
gauss_pdf.m
gauss_rnd.m
gh_packed_pc.m
gh_transform.m
ghkf_predict.m
ghkf_update.m
ghrts_smooth.m
hermitepolynomial.m
imm_filter.m
imm_predict.m
imm_smooth.m
imm_update.m
kf_lhood.m
kf_loop.m
kf_predict.m
kf_update.m
License.txt
lin_transform.m
lti_disc.m
lti_int.m
ngausshermi.m
quad_transform.m
Release_Notes.txt
Release_Notes.txt~
resampstr.m
rk4.m
rts_smooth.m
schol.m
sphericalradial.m
tf_smooth.m
uimm_predict.m
uimm_smooth.m
uimm_update.m
ukf_predict1.m
ukf_predict2.m
ukf_predict3.m
ukf_update1.m
ukf_update2.m
ukf_update3.m
urts_smooth1.m
urts_smooth2.m
ut_mweights.m
ut_sigmas.m
ut_transform.m
ut_weights.m
utf_smooth1.m
demos\bot_demo\bot_d2h_dx2.m
.....\........\bot_demo_all.m
.....\........\bot_demo_loop.m
.....\........\bot_dh_dx.m
.....\........\bot_h.m
.....\........\ckfs_bot_demo.m
.....\........\ekfs_bot_demo.m
.....\........\ghkfs_bot_demo.m
.....\........\ukfs_bot_demo.m
.....\eimm_demo\botm_demo.m
.....\.........\bot_d2h_dx2.m
.....\.........\bot_dh_dx.m
.....\.........\bot_h.m
.....\.........\ct_demo.m
.....\.........\f_turn.m
.....\.........\f_turn_dx.m
.....\.........\f_turn_inv.m
.....\.........\trajectory.mat
.....\.kf_sine_demo\demo2_f1.ps
.....\.............\demo2_f2.ps
.....\.............\demo2_f3.ps
.....\.............\ekf_sine_d2h_dx2.m
.....\.............\ekf_sine_demo.m
.....\.............\ekf_sine_dh_dx.m
.....\.............\ekf_sine_f.m
.....\.............\ekf_sine_h.m
.....\imm_demo\imm_demo.m
.....\........\trajectory.mat
.....\kf_cwpa_demo\kf_cwpa_demo.m
.....\...sine_demo\kf_sine_demo.m
.....\reentry_demo\make_reentry_data.m
.....\............\reentry_cond.m
.....\............\reentry_demo.m
.....\............\reentry_demo_loop.m
.....\............\reentry_df_dx.m
.....\............\reentry_dh_dx.m
.....\............\reentry_f.m