This software package provides a Matlab implementation of the Gibbs-filter and Gibbs-RTSS as described in
Marc Peter Deisenroth and Henrik Ohlsson "A General Perspective on Gaussian Filtering and Smoothing: Explaining Current and Deriving New Algorithms" in Proceedings of the 2011 American Control Conference (ACC 2011)
The software package also contains implementations of the following filters/smoothers: - Gibbs-filter/Gibbs-RTSS - EKF/EKS - UKF/URTSS - CKF/CKS
reproduces the results from the paper for the nonlinear example in the paper (figures and numbers).
The code requires MatlabR2007a or newer.
- Changes to previous version:
Initial Announcement on mloss.org.
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