I.(Haran) Arasaratnam, PhD

This page features a set of Matlab scripts used to implement the following members of the cubature Kalman filter family and their square-root formulations:

Application
Cubture Kalman Filter (M File) Tracking a two-link robot arm
Square-Root Cubture Kalman Filter (PDF, M File) Supervised training of recurrent neural networks
Square-Root Cubture Kalman Filter (PDF, M File) Tracking a two-link robot arm
Square-Root Continuous-Discrete Cubature Kalman Filter (M File) Tracking coordinated turns in 3-D space
Fixed-Interval Cubature Kalman Smoother (M File) Ballistic target tracking
Square-Root Cubature Information Filter (M File) Tracking coordinated turns
Square-Root Cubature Kalman Filter embedded Interacting Multiple Model (IMM) estimator (PDF, M File) Maneuvering target tracking

Please find a few interesting links on toolboxes developed for the CKF-based applications below: