documentation for optimal filtering toolbox for mathematical software package Matlab. The methods in the toolbox include Kalman filter, extended Kalman filter and unscented Kalman filter for discrete time state space models. Also included in the

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