ekfukf_1_2

代码说明：

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 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)