Estimation Directory Reference

Estimation including extended and unscented Kalman filters.

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Files
file	AngleSensor.m
	Angle sensor.
file	CDKF.m
	Continuous discrete iterated extended Kalman Filter.
file	CWPAModel.m
	Demo.
file	EKFPredict.m
	Get the state transition matrix.
file	EKFUpdate.m
	Residual.
file	FXNLSpring.m
	Jacobian of RHSUKF.
file	IEKFUpdate.m
	Residual.
file	IMMPredict.m
	The number of models.
file	IMMUpdate.m
	The number of states and number of models.
file	KalmanFilterCombine.m
	Combine forward and backward covariances and states.
file	KFilter.m
	Check the inputs.
file	KFInitialize.m
	Default data structures.
file	KFPredict.m
	Propagate the mean.
file	KFUpdate.m
	This can accept a data structure.
file	MeasNLSpring.m
	Computes nonlinear spring measurement.
file	MeasPartialNLSpring.m
	Computes nonlinear spring measurement partial derivative.
file	RHSPartialNLSpring.m
	Nonlinear estimator spring model.
file	RTSS.m
	Demo.
file	SigmaPointsChol.m
	UKF sigma points using chol.
file	Symmetrize.m
	Demo.
file	UDKalmanFilter.m
	Implements a Kalman filter using UD factorization.
file	UKF.m
	Implement an Unscented Kalman Filter.
file	UKFP.m
	Implement an Unscented Kalman Filter for parameter estimation.
file	UKFPredict.m
	Unscented Kalman Filter state prediction step.
file	UKFRTSS.m
	DupVect does not create a row array when d.m is 1x1.
file	UKFUpdate.m
	Create the arrays.
file	UKFUT.m
	PSS internal file version information.
file	UKFWeight.m
	Compute the constants.
file	UKUDF.m
	Implement an Unscented Kalman Filter in UD (upper diagonal) form.

Detailed Description

Estimation including extended and unscented Kalman filters.