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
Optimal filtering with Kalman filters and smoothers – a Manual for Matlab toolbox EKF/UKF Jouni Hartikainen and Simo Särkkä Department of Biomedical Engineering and Computational Science, Helsinki University of Technology, P.O.Box 9203, FIN-02015 TK