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. 1.2.0 has been released

  • added two new estimators nefSDD2 (numerically stable version of nefDD2) and nefEnKF (ensemble Kalman filter)
  • nefUKF, nefSUKF, nefDD1, nefDD2, nefSDD1, nefSDD2 support adaptivechoice of parameter
  • nefGSM and nefItKalman can use all the local filters as base
  • added help into class files for all the estimators
  • added first version of documentation to the documentation browser
  • corrected scripts addNEFPath and rmNEFPath to work flawlessly on all platforms supported by MATLAB
  • added performance evaluators (for example of their use see example13)
  • estimator constructors reports use of default values