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

User: Login


All the currently provided tools are MATLAB® toolboxes which are offered for free for non-commercial use.

Currently provided tools

In active developement

Nonlinear Estimation Framework

The NEF (Nonlinear Estimation Framework) is most current provided tool. It is in active development and provides the most features and implemented estimators. The NEF is based on the best ideas of NFTools and its goal is to make even more versatile tool. This toolbox offers the following features:

  • makes it possible to describe system either by structurally or probabilistically using conditional density functions
  • supports the specification of time-varying systems
  • supports description of conditional density functions
  • provides support for more complex estimation schemes
  • offers many useful performance measures
  • uses the new MATLAB® class system (appeared in version 2008a)

The key element of the new design is the unified description of random variables. Due to the possibility of a full probabilistic description of the problem, it offers a great degree of versatility and can be advantageously employed for vast variety of problems.

... More


Toolbox for State Estimation of Nonlinear Discrete Time Stochastic Systems

The NFTools (aka Nonlinera Filtering Toolbox) is a toolbox designed for state estimation of nonlinear discrete time stochastic systems. It takes advantage of the object oriented techniques supported in MATLAB® and provides higly modular and extensible core API. The core of the toolbox constitutes of base classes that makes it posible to describe probability density functions, multivariate nonlinear functions, various types of discrete time time-invariant stochastic systems and base estimator class prepared to support basic estimation tasks (filtering, multistep prediction and smoothing). It also provides set of implemented nonlinear estimation techniques. All in all the toolbox is developed for easy estimator design and testing and includes all the tools for building up whole chain of tasks necessary to estimate state of some arbitrary nonlinear and non-Gaussian system.

The NFTools is not developed anymore and is only in maintenance mode.

... More


Nonlinear Filtering Toolbox for Continuous stochastic systems with Discrete measurements

NFTCD stands for Nonlinear Filtering Toolbox for Continuous stochastic systems with Discrete measurements. It is based on a core partially shared with the NFTools. This core was modified and extended to support different class of systems and estimators.

... More