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 toolbox
are the Rauch-Tung-Striebel and Forward-Backward smoother COUNTER-parts for each filter, which
can be used to smooth the previous state estimates, after obtaining new measurements. The usage
and function of each method are illustrated with five demonstrations problems.
1
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