The software implements particle filtering and Rao Blackwellised particle filtering for conditionally Gaussian Models. The RB algorithm can be interpreted as an efficient stochastic mixture of Kalman filters. The software also includes efficient stat

利用粒子滤波器完成故障诊断，特别是不完备的情况中故障诊断。-particle filters for the fault diagnosis, especially incomplete fault diagnosis.

MIT博士后Kevin Murphy提供了一个针对卡尔曼滤波的MATLAB工具箱，包含了功能、描述、各种典型滤波器，如粒子滤波、扩展卡尔曼滤波器和无味卡尔曼滤波器等-Kevin Murphy, a postdoc in the MIT AI Lab, provides several MatLab toolboxes, including a Kalman filter toolbox which contains functions and scr ipts for the Kalman fi