文件名称:
EKF UKF Toolbox for Matlab V1.2
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文件大小: 123kb
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上传时间: 2011-10-23
详细说明: EKF UKF Toolbox for Matlab V1.2 In this paper we present a documentation for optimal filtering toolbox for mathematical software package Matlab. The methods in the toolbox include Kalman filter, extended Kalman filter and unscented Kalman filter for discrete time state space models. Algorithms for multiple model systems are provided in the form of Interacting Multiple Model (IMM) filter and it’s non-linear extensions, which are based on banks of extended and unscented Kalman filters. Also included in the toolbox are the Rauch-T ung-Striebel and two-filter smoother counter-parts for each filter, which can be used to smooth the previous state estimates, after obtaining new measurements. The usage and function of each method are illustrated with eight demonstrations problems. ...展开收缩
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