这是一些基本的滤波程序，包括卡尔曼，以及扩展卡尔曼滤波，可以用于跟踪目标，航迹关联-This is some basic filtering procedures, including the Kalman and extended Kalman filter can be used to track the target, track correlation

扩展卡尔曼滤波和unsented卡尔曼滤MATLAB工具箱，很实用-Unsented extended Kalman filtering and Kalman filter MATLAB toolbox, very practical

该程序实现的是扩展卡尔曼粒子滤波，即采用扩展卡尔曼滤波得到粒子滤波的建议分布，粒子滤波再从其中采样进行滤波。-The program implementation is the extended Kalman particle filter, that is, extended Kalman filter using the particle filter proposal distribution, the particle filter and then is filtered from o

实现扩展卡尔曼滤波算法，通过多次测出均方差和方差从而滤除噪音-Achieve extended Kalman filter algorithm, by repeatedly measured in order to filter out all the noise variance and variance