kalman filtering, extended kalman filter (EKF), unscented Kalman filter (UKF), based on the EKF and UKF realize mixed-model IMM as well as ancillary Rauch-Tung-Striebel and two-filter smoothing tool, a very good framework to use

Packet : 17869353ekfukf_1_2.zip filelist
ekfukf/cancer/
ekfukf/cancer/cancer_test.m
ekfukf/cancer/cancer_test.m~
ekfukf/Contents.m
ekfukf/demos/
ekfukf/demos/bot_demo/
ekfukf/demos/bot_demo/bot_d2h_dx2.m
ekfukf/demos/bot_demo/bot_demo_all.m
ekfukf/demos/bot_demo/bot_dh_dx.m
ekfukf/demos/bot_demo/bot_h.m
ekfukf/demos/bot_demo/ekfs_bot_demo.m
ekfukf/demos/bot_demo/ukfs_bot_demo.m
ekfukf/demos/eimm_demo/
ekfukf/demos/eimm_demo/botm_demo.m
ekfukf/demos/eimm_demo/bot_d2h_dx2.m
ekfukf/demos/eimm_demo/bot_dh_dx.m
ekfukf/demos/eimm_demo/bot_h.m
ekfukf/demos/eimm_demo/ct_demo.m
ekfukf/demos/eimm_demo/f_turn.m
ekfukf/demos/eimm_demo/f_turn_dx.m
ekfukf/demos/eimm_demo/f_turn_inv.m
ekfukf/demos/eimm_demo/trajectory.mat
ekfukf/demos/ekf_sine_demo/
ekfukf/demos/ekf_sine_demo/ekf_sine_d2h_dx2.m
ekfukf/demos/ekf_sine_demo/ekf_sine_demo.m
ekfukf/demos/ekf_sine_demo/ekf_sine_dh_dx.m
ekfukf/demos/ekf_sine_demo/ekf_sine_f.m
ekfukf/demos/ekf_sine_demo/ekf_sine_h.m
ekfukf/demos/imm_demo/
ekfukf/demos/imm_demo/imm_demo.m
ekfukf/demos/imm_demo/trajectory.mat
ekfukf/demos/kf_cwpa_demo/
ekfukf/demos/kf_cwpa_demo/kf_cwpa_demo.m
ekfukf/demos/kf_sine_demo/
ekfukf/demos/kf_sine_demo/kf_sine_demo.m
ekfukf/demos/reentry_demo/
ekfukf/demos/reentry_demo/make_reentry_data.m
ekfukf/demos/reentry_demo/reentry_cond.m
ekfukf/demos/reentry_demo/reentry_demo.m
ekfukf/demos/reentry_demo/reentry_demo.m~
ekfukf/demos/reentry_demo/reentry_df_dx.m
ekfukf/demos/reentry_demo/reentry_dh_dx.m
ekfukf/demos/reentry_demo/reentry_f.m
ekfukf/demos/reentry_demo/reentry_h.m
ekfukf/demos/reentry_demo/reentry_if.m
ekfukf/demos/reentry_demo/reentry_param.m
ekfukf/demos/ungm_demo/
ekfukf/demos/ungm_demo/ungm_d2f_dx2.m
ekfukf/demos/ungm_demo/ungm_d2h_dx2.m
ekfukf/demos/ungm_demo/ungm_demo.m
ekfukf/demos/ungm_demo/ungm_df_dx.m
ekfukf/demos/ungm_demo/ungm_dh_dx.m
ekfukf/demos/ungm_demo/ungm_f.m
ekfukf/demos/ungm_demo/ungm_h.m
ekfukf/der_check.m
ekfukf/eimm_filter.m
ekfukf/eimm_predict.m
ekfukf/eimm_smooth.m
ekfukf/eimm_update.m
ekfukf/ekf_predict1.m
ekfukf/ekf_predict2.m
ekfukf/ekf_update1.m
ekfukf/ekf_update2.m
ekfukf/erts_smooth1.m
ekfukf/etf_smooth1.m
ekfukf/gauss_pdf.m
ekfukf/gauss_rnd.m
ekfukf/immrts_smooth.m
ekfukf/imm_filter.m
ekfukf/imm_predict.m
ekfukf/imm_smooth.m
ekfukf/imm_update.m
ekfukf/kf_lhood.m
ekfukf/kf_loop.m
ekfukf/kf_predict.m
ekfukf/kf_update.m
ekfukf/License.txt
ekfukf/lti_disc.m
ekfukf/lti_int.m
ekfukf/Release_Notes.txt
ekfukf/Release_Notes.txt~
ekfukf/resampstr.m
ekfukf/rk4.m
ekfukf/rts_smooth.m
ekfukf/schol.m
ekfukf/tf_smooth.m
ekfukf/uimm_predict.m
ekfukf/uimm_smooth.m
ekfukf/uimm_update.m
ekfukf/ukf_predict1.m
ekfukf/ukf_predict2.m
ekfukf/ukf_predict3.m
ekfukf/ukf_update1.m
ekfukf/ukf_update2.m
ekfukf/ukf_update3.m
ekfukf/urts_smooth1.m
ekfukf/urts_smooth2.m
ekfukf/utf_smooth1.m
ekfukf/ut_mweights.m
ekfukf/ut_sigmas.m
ekfukf/ut_transform.m
ekfukf/ut_weights.m

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