Tools for Nonlinear Estimation

… we may have knowledge of the past and cannot control it;
we may control the future but have no knowledge of it.
--- Claude Elwood Shannon

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Jan 3, 2017 10:00 AM The NEF ver. 1.4.1 has been released

  • added measurement difference autocovariance method implementation (nefMDA) for identification of noise covariance matrices

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Nov 6, 2015 2:43 PM The NEF ver. 1.4.0 has been released

  • added autocovariance least-squares method implementation (nefALS) for identification of noise covariance matrices

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Nov 29, 2013 10:08 AM The NEF ver. 1.3.1 has been released

  • various fixes and enhancements concernig the use of toolbox for control purposes

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Oct 16, 2013 9:57 AM The NEF ver. 1.3.0 has been released

  • implemented Stochastic Integration Filter (nefSIF)

  • the whole toolbox was more optimized for speed bringing about up 2x speedup

  • corrected issue with new MATLAB version regarding cell array with one zero dimension

  • it is possible to use square-root version of the local filters as local filters in nefGSM

  • needs at least MATLAB R2009b

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Oct 26, 2010 8:00 AM The NFTools ver. 2.0 has been released

  • particle filter was removed as it was much useful (it is recommended to use NEF toolbox)
  • added short toolbox tutorial
  • corrected function definitions for Point Mass Filter examples
  • small correction of prior pdf for dd1, dd2 examples to give sane results
  • added scripts for toolbox paths adding and removal
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Jul 23, 2010 8:00 AM The NEF ver. 1.2.0 has been released

  • stabilized nefPF algorithm (scaling weights for proper normalization)
  • added evalLogPDF to nefGaussianRV
  • replaced the likelihood and transPDF by logLikelihood and logTransPDF in nefEqSystem
  • added some checks of the noises to nefEqSystem
  • removed critical bug in PF preventing resampling from being executed in some cases
  • added optimalized code for additive systems in all derivative free filters
  • removed bug in nefUDKalman when the prediction was not properly updated for all measurement elements
  • nefUD completely rewritten and renamed to nefUDKalman
  • added nefSKalman implementing Square-root Kalman filter
  • nefItFilter and nefGSM can use any of the local filters
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Displayed items: from 1 to 6 (total 13)
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