这是一个关于GP-ADF和GP-RTSS的工具箱，主要基于“Robust Filtering and Smoothing with Gaussian Processes这篇文章-This software package provides a Matlab implementation of the GP-ADF and the GP-RTSS as described in



Marc Peter Deisenroth, Ryan Turner, Marco F. Huber, Uwe D. Hanebeck, Carl Edward Rasmussen:

Robust Filtering and Smoothing with Gaussian Processes

in IEEE Transactions on Automatic Control (2012)



The software package also contains implementations of the following filters/smoothers:

- GP-ADF/GP-RTSS

- Gibbs-filter/Gibbs-RTSS [Deisenroth and Ohlsson, ACC 2011]

- EKF/EKS

- UKF/URTSS

- CKF/CKS



We provide a demo scr ipt:

demo_gprtss.m



The code requires MatlabR2007a or newer.



(C) Copyright 2012 by Marc Deisenroth



Permission is granted for anyone to copy, use, or modify this

software and accompanying documents for any uncommercial

purposes, provided this copyright notice is retained, and note is

made of any changes that have been made. This software and

documents are distributed without any warranty.



I d appreciate any feedback on the code (useful, buggy, ine