ekf_1_3_ukf_1_3

代码说明：

  国外学者编写UKF、EKF、IMM的matlab源码和说明文档，注释清楚，条理性强。最新版本(The methods that are discussed in the current documentation are: Kalman filters and smoothers.Extended Kalman filters and smoothers Unscented Kalman filters and smoothers Interacting Multiple Model (IMM) filters and smoothers)

文件列表：

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