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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Mar 19, 2010 8:00 AM The NEF ver. 1.0.2 has been released

  • initial public release
  • stabilized API of the new framework
... More

Mar 12, 2010 8:00 AM The NEF ver. 1.0.1 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
... More

Jul 14, 2009 8:00 AM The NEF ver. 1.0.0 has been released

Initial public release, stabilized API of the new framework.
... More

Jan 8, 2009 8:00 AM The NFTools ver. 2 (RC5) has been released

  • corrected dimension of inputs in examples
  • corrected sample generation
  • added templates that help with nfFunction user class creation
... More

Mar 11, 2007 8:00 AM The NFTools ver. 2 (RC4) has been released

  • method @pmpdf/plot incorporated allowing to plot point-mass pdfs
  • small changes to the internal and public api of nfFunction and nfSymfunction
    • new internal atribute of the function classes mappingDimension and new public property dimension
    • nfSymFunction has new public properties firstDerivatives and secondDerivatives containing string representation of first and second partial derivatives
  • all function classes (including those in examples) has implemented method nfsecpad for evaluation of second partial derivatives
  • the Second Order Filter is again part of the toolbox
  • modified API of the Gaussian Sum Filter (gsm) in order to be unambiquous
  • it is possible to create the instance of gsm class without specifying the maximal number of filtering pdf mixture terms (i.e. the number of terms could grow unrestricted)
... More

Jan 23, 2007 8:00 AM The NFTools ver. 2 (RC3a) has been released

  • fixed problem with case sensitivity in MATLAB 6.5.x on Windows platform
  • corrected last minute bug in the nfdiff methods where the variable numberOfVariables was not set
... More
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