给出了kf ekf ukf upf的matlab源程序，通过用户自己修改可以方便的实现各种系统辨识。-Given kf ekf ukf upf the matlab source code through the user' s own can be easily modified to achieve a variety of system identification.

国外学者编写UKF、EKF、IMM的matlab源码和说明文档，注释清楚，条理性强。最新版本-The methods that are discussed in the current documentation are: Kalman filters and smoothers.Extended Kalman filters and smoothers Unscented Kalman filters and smoothers Interacting Multiple Model (IM