gprtss.zip

代码说明：

这是一个关于GP-ADF和GP-RTSS的工具箱，主要基于“Robust Filtering and Smoothing with Gaussian Processes这篇文章 This software package provides a Matlab implementation of the GP-ADF and the GP-RTSS as described in Marc Peter Deisenroth, Ryan Turner, Marco F. Huber, Uwe D. Hanebeck, Carl Edward Rasmussen: "Robust Filtering and Smoothing with Gaussian Processes" in IEEE Transactions on Automatic Control (2012) The software package also contains implementations of the following filters/smoothers: - GP-ADF/GP-RTSS - Gibbs-filter/Gibbs-RTSS [Deisenroth and Ohlsson, ACC 2011] - EKF/EKS - UKF/URTSS - CKF/CKS We provide a demo script: demo_gprtss.m The code requires MatlabR2007a or newer. (C) Copyright 2012 by Marc Deisenroth   Permission is granted for anyone to copy, use, or modify this software and accompanying documents for any uncommercial purposes