EKF UKF

代码说明：

  kalman滤波，扩展的kalman滤波（EKF），unscented Kalman filter（UKF），基于EKF和UKF混合模型的IMM实现，以及配套的Rauch-Tung-Striebel和two-filter平滑工具，一个很好用的框架(Kalman filtering, extended Kalman filtering (EKF), unscented Kalman filter (UKF), IMM implementation based on EKF and UKF hybrid models, and supporting Rauch-Tung-Striebel and two-filter smoothing tools, a very useful framework)

文件列表：

ekfukf\cancer, 0 , 2008-02-25
ekfukf\cancer\cancer_test.m, 1251 , 2008-02-25
ekfukf\cancer\cancer_test.m~, 743 , 2008-02-25
ekfukf\Contents.m, 5717 , 2008-02-25
ekfukf\demos, 0 , 2008-02-25
ekfukf\demos\bot_demo, 0 , 2008-02-25
ekfukf\demos\bot_demo\bot_d2h_dx2.m, 991 , 2008-02-25
ekfukf\demos\bot_demo\bot_demo_all.m, 8577 , 2008-02-25
ekfukf\demos\bot_demo\bot_dh_dx.m, 804 , 2008-02-25
ekfukf\demos\bot_demo\bot_h.m, 585 , 2008-02-25
ekfukf\demos\bot_demo\ekfs_bot_demo.m, 8349 , 2008-02-25
ekfukf\demos\bot_demo\ukfs_bot_demo.m, 7962 , 2008-02-25
ekfukf\demos\eimm_demo, 0 , 2008-02-25
ekfukf\demos\eimm_demo\botm_demo.m, 11904 , 2008-02-25
ekfukf\demos\eimm_demo\bot_d2h_dx2.m, 991 , 2008-02-25
ekfukf\demos\eimm_demo\bot_dh_dx.m, 804 , 2008-02-25
ekfukf\demos\eimm_demo\bot_h.m, 585 , 2008-02-25
ekfukf\demos\eimm_demo\ct_demo.m, 10187 , 2008-02-25
ekfukf\demos\eimm_demo\f_turn.m, 924 , 2008-02-25
ekfukf\demos\eimm_demo\f_turn_dx.m, 1264 , 2008-02-25
ekfukf\demos\eimm_demo\f_turn_inv.m, 919 , 2008-02-25
ekfukf\demos\eimm_demo\trajectory.mat, 3778 , 2008-02-25
ekfukf\demos\ekf_sine_demo, 0 , 2008-02-25
ekfukf\demos\ekf_sine_demo\ekf_sine_d2h_dx2.m, 473 , 2008-02-25
ekfukf\demos\ekf_sine_demo\ekf_sine_demo.m, 6327 , 2008-02-25
ekfukf\demos\ekf_sine_demo\ekf_sine_dh_dx.m, 420 , 2008-02-25
ekfukf\demos\ekf_sine_demo\ekf_sine_f.m, 479 , 2008-02-25
ekfukf\demos\ekf_sine_demo\ekf_sine_h.m, 411 , 2008-02-25
ekfukf\demos\imm_demo, 0 , 2008-02-25
ekfukf\demos\imm_demo\imm_demo.m, 8117 , 2008-02-25
ekfukf\demos\imm_demo\trajectory.mat, 3778 , 2008-02-25
ekfukf\demos\kf_cwpa_demo, 0 , 2008-02-25
ekfukf\demos\kf_cwpa_demo\kf_cwpa_demo.m, 7431 , 2008-02-25
ekfukf\demos\kf_sine_demo, 0 , 2008-02-25
ekfukf\demos\kf_sine_demo\kf_sine_demo.m, 2568 , 2008-02-25
ekfukf\demos\reentry_demo, 0 , 2008-02-25
ekfukf\demos\reentry_demo\make_reentry_data.m, 912 , 2008-02-25
ekfukf\demos\reentry_demo\reentry_cond.m, 757 , 2008-02-25
ekfukf\demos\reentry_demo\reentry_demo.m, 7408 , 2008-02-25
ekfukf\demos\reentry_demo\reentry_demo.m~, 7409 , 2008-02-25
ekfukf\demos\reentry_demo\reentry_df_dx.m, 1438 , 2008-02-25
ekfukf\demos\reentry_demo\reentry_dh_dx.m, 734 , 2008-02-25
ekfukf\demos\reentry_demo\reentry_f.m, 1093 , 2008-02-25
ekfukf\demos\reentry_demo\reentry_h.m, 678 , 2008-02-25
ekfukf\demos\reentry_demo\reentry_if.m, 358 , 2008-02-25
ekfukf\demos\reentry_demo\reentry_param.m, 1007 , 2008-02-25
ekfukf\demos\ungm_demo, 0 , 2008-02-25
ekfukf\demos\ungm_demo\ungm_d2f_dx2.m, 356 , 2008-02-25
ekfukf\demos\ungm_demo\ungm_d2h_dx2.m, 354 , 2008-02-25
ekfukf\demos\ungm_demo\ungm_demo.m, 7349 , 2008-02-25
ekfukf\demos\ungm_demo\ungm_df_dx.m, 358 , 2008-02-25
ekfukf\demos\ungm_demo\ungm_dh_dx.m, 328 , 2008-02-25
ekfukf\demos\ungm_demo\ungm_f.m, 440 , 2008-02-25
ekfukf\demos\ungm_demo\ungm_h.m, 382 , 2008-02-25
ekfukf\der_check.m, 2375 , 2008-02-25
ekfukf\eimm_filter.m, 4408 , 2008-02-25
ekfukf\eimm_predict.m, 4185 , 2008-02-25
ekfukf\eimm_smooth.m, 10081 , 2008-02-25
ekfukf\eimm_update.m, 3594 , 2008-02-25
ekfukf\ekf_predict1.m, 2518 , 2008-02-25
ekfukf\ekf_predict2.m, 3339 , 2008-02-25
ekfukf\ekf_update1.m, 2657 , 2008-02-25
ekfukf\ekf_update2.m, 3335 , 2008-02-25
ekfukf\erts_smooth1.m, 4113 , 2008-02-25
ekfukf\etf_smooth1.m, 5235 , 2008-02-25
ekfukf\gauss_pdf.m, 1553 , 2008-02-25
ekfukf\gauss_rnd.m, 857 , 2008-02-25
ekfukf\immrts_smooth.m, 5320 , 2008-02-25
ekfukf\imm_filter.m, 4152 , 2008-02-25
ekfukf\imm_predict.m, 3459 , 2008-02-25
ekfukf\imm_smooth.m, 8476 , 2008-02-25
ekfukf\imm_update.m, 2533 , 2008-02-25
ekfukf\kf_lhood.m, 1265 , 2008-02-25
ekfukf\kf_loop.m, 1888 , 2008-02-25
ekfukf\kf_predict.m, 2310 , 2008-02-25
ekfukf\kf_update.m, 2608 , 2008-02-25
ekfukf\License.txt, 18007 , 2008-02-25
ekfukf\lti_disc.m, 1873 , 2008-02-25
ekfukf\lti_int.m, 2748 , 2008-02-25
ekfukf\Release_Notes.txt, 839 , 2008-02-25
ekfukf\Release_Notes.txt~, 572 , 2008-02-25
ekfukf\resampstr.m, 1523 , 2008-02-25
ekfukf\rk4.m, 4596 , 2008-02-25
ekfukf\rts_smooth.m, 2041 , 2008-02-25
ekfukf\schol.m, 1313 , 2008-02-25
ekfukf\tf_smooth.m, 3103 , 2008-02-25
ekfukf\uimm_predict.m, 3833 , 2008-02-25
ekfukf\uimm_smooth.m, 9008 , 2008-02-25
ekfukf\uimm_update.m, 2973 , 2008-02-25
ekfukf\ukf_predict1.m, 2252 , 2008-02-25
ekfukf\ukf_predict2.m, 2269 , 2008-02-25
ekfukf\ukf_predict3.m, 2631 , 2008-02-25
ekfukf\ukf_update1.m, 3007 , 2008-02-25
ekfukf\ukf_update2.m, 3209 , 2008-02-25
ekfukf\ukf_update3.m, 3045 , 2008-02-25
ekfukf\urts_smooth1.m, 3639 , 2008-02-25
ekfukf\urts_smooth2.m, 3049 , 2008-02-25
ekfukf\utf_smooth1.m, 3980 , 2008-02-25
ekfukf\ut_mweights.m, 1258 , 2008-02-25
ekfukf\ut_sigmas.m, 933 , 2008-02-25