Based on EKF and UKF hybrid model of IMM
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中文说明：
kalman滤波，扩展的kalman滤波（EKF），unscented Kalman filter（UKF），基于EKF和UKF混合模型的IMM实现，以及配套的Rauch-Tung-Striebel和two-filter平滑工具，一个很好用的框架。
English Description：
Kalman filter and extended kalman filtering (EKF) and unscented kalman filter (UKF), based on EKF and UKF hybrid model of IMM, and form a complete set of Rauch - Tung - Striebel and two smoothness filter tool, a useful framework.ekfukf\cancer
ekfukf\cancer\cancer_test.m
ekfukf\cancer\cancer_test.m~
ekfukf\Contents.m
ekfukf\demos
ekfukf\demos\bot_demo
ekfukf\demos\bot_demo\bot_d2h_dx2.m
ekfukf\demos\bot_demo\bot_demo_all.m
ekfukf\demos\bot_demo\bot_dh_dx.m
ekfukf\demos\bot_demo\bot_h.m
ekfukf\demos\bot_demo\ekfs_bot_demo.m
ekfukf\demos\bot_demo\ukfs_bot_demo.m
ekfukf\demos\eimm_demo
ekfukf\demos\eimm_demo\botm_demo.m
ekfukf\demos\eimm_demo\bot_d2h_dx2.m
ekfukf\demos\eimm_demo\bot_dh_dx.m
ekfukf\demos\eimm_demo\bot_h.m
ekfukf\demos\eimm_demo\ct_demo.m
ekfukf\demos\eimm_demo\f_turn.m
ekfukf\demos\eimm_demo\f_turn_dx.m
ekfukf\demos\eimm_demo\f_turn_inv.m
ekfukf\demos\eimm_demo\trajectory.mat
ekfukf\demos\ekf_sine_demo
ekfukf\demos\ekf_sine_demo\ekf_sine_d2h_dx2.m
ekfukf\demos\ekf_sine_demo\ekf_sine_demo.m
ekfukf\demos\ekf_sine_demo\ekf_sine_dh_dx.m
ekfukf\demos\ekf_sine_demo\ekf_sine_f.m
ekfukf\demos\ekf_sine_demo\ekf_sine_h.m
ekfukf\demos\imm_demo
ekfukf\demos\imm_demo\imm_demo.m
ekfukf\demos\imm_demo\trajectory.mat
ekfukf\demos\kf_cwpa_demo
ekfukf\demos\kf_cwpa_demo\kf_cwpa_demo.m
ekfukf\demos\kf_sine_demo
ekfukf\demos\kf_sine_demo\kf_sine_demo.m
ekfukf\demos\reentry_demo
ekfukf\demos\reentry_demo\make_reentry_data.m
ekfukf\demos\reentry_demo\reentry_cond.m
ekfukf\demos\reentry_demo\reentry_demo.m
ekfukf\demos\reentry_demo\reentry_demo.m~
ekfukf\demos\reentry_demo\reentry_df_dx.m
ekfukf\demos\reentry_demo\reentry_dh_dx.m
ekfukf\demos\reentry_demo\reentry_f.m
ekfukf\demos\reentry_demo\reentry_h.m
ekfukf\demos\reentry_demo\reentry_if.m
ekfukf\demos\reentry_demo\reentry_param.m
ekfukf\demos\ungm_demo
ekfukf\demos\ungm_demo\ungm_d2f_dx2.m
ekfukf\demos\ungm_demo\ungm_d2h_dx2.m
ekfukf\demos\ungm_demo\ungm_demo.m
ekfukf\demos\ungm_demo\ungm_df_dx.m
ekfukf\demos\ungm_demo\ungm_dh_dx.m
ekfukf\demos\ungm_demo\ungm_f.m
ekfukf\demos\ungm_demo\ungm_h.m
ekfukf\der_check.m
ekfukf\eimm_filter.m
ekfukf\eimm_predict.m
ekfukf\eimm_smooth.m
ekfukf\eimm_update.m
ekfukf\ekf_predict1.m
ekfukf\ekf_predict2.m
ekfukf\ekf_update1.m
ekfukf\ekf_update2.m
ekfukf\erts_smooth1.m
ekfukf\etf_smooth1.m
ekfukf\gauss_pdf.m
ekfukf\gauss_rnd.m
ekfukf\immrts_smooth.m
ekfukf\imm_filter.m
ekfukf\imm_predict.m
ekfukf\imm_smooth.m
ekfukf\imm_update.m
ekfukf\kf_lhood.m
ekfukf\kf_loop.m
ekfukf\kf_predict.m
ekfukf\kf_update.m
ekfukf\License.txt
ekfukf\lti_disc.m
ekfukf\lti_int.m
ekfukf\Release_Notes.txt
ekfukf\Release_Notes.txt~
ekfukf\resampstr.m
ekfukf\rk4.m
ekfukf\rts_smooth.m
ekfukf\schol.m
ekfukf\tf_smooth.m
ekfukf\uimm_predict.m
ekfukf\uimm_smooth.m
ekfukf\uimm_update.m
ekfukf\ukf_predict1.m
ekfukf\ukf_predict2.m
ekfukf\ukf_predict3.m
ekfukf\ukf_update1.m
ekfukf\ukf_update2.m
ekfukf\ukf_update3.m
ekfukf\urts_smooth1.m
ekfukf\urts_smooth2.m
ekfukf\utf_smooth1.m
ekfukf\ut_mweights.m
ekfukf\ut_sigmas.m