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sequential state estimator examples, including EKF, UKF, CKF, IMM, and etc.

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Sequential State Estimator Toolbox for Matlab

This project is based on code from the ekf_ukf repository by ANYbotics. Many thanks to the authors, Simo Särkkä, Jouni Hartikainen, and Arno Solin, for their contributions.

Demos

There are a number of demonstration programs for the provided filters and smoothers. The code and a short introduction to them are given below. All of the demonstration programs are discussed in the documentation.

Demonstration programs for linear state-space models:

  • 2D CWPA-model, kf_cpwa_demo

Demonstration programs for non-linear state-space models:

  • Tracking a random sine signal, ekf_sine_demo alt text
  • UNGM-model, ungm_demo
  • Bearings only tracking, bot_demo
  • Reentry vehicle tracking, reentry_demo

Demonstration programs for multiple model systems:

  • Tracking a target with simple manouvers, imm_demo
  • Coordinated turn model, ct_demo
  • Bearings only tracking of a manouvering target, botm_demo

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