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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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