Articles

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

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

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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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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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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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