Nonlinear Filtering Toolbox

非线性滤波算法工具箱，包括EKF、UKF、PF、PMF和ITKF等估计算法。-Nonlinear filtering algorithm toolbox, including the EKF, UKF, PF, PMF and ITKF such estimation.

非线性滤波工具箱(nft) 包括： 1. Kalman filter 2. Extended Kalman filter 3. Iterated Kalman filter 4. Second order filter 5. Unscented Kalman filter 6. Divided difference filters 7. Central Difference Filter 8.