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PF Toolbox is an object-oriented MATLAB toolbox for nonlinear filtering. It includes algorithms for SIR and SIS particle filters as well as an algorithm for the Extended Kalman Filter (EKF). Several discrete-time models are available, and it comes with an easy-to-use GUI. PF Toolbox is compatible with MATLAB version 6.5 and newer, and is licensed under the GPL.
Download the toolbox, including documentation, by following this
link. The latest development version can always be found in our Git repository.
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