Markov random field, belief propagation

This is a scr ipt file which sets up and runs an example simulation, generating (multiple) target histories, (multiple) observer platform trajectories, and relative observations of targets.

Introduction to Estimation and the Kalman Filter (KC-1), Linear Kalman Filter Documentation

Introduction to Estimation and the Kalman Filter (KC-1) Extended Kalman Filter Navigation System Example Documentation

This function demonstrates a simple implementation of the basic particle filter. It follows faithfully the first example from the paper: 'Novel Approach To Nonlinear/Non-Gaussian Bayesian State Estimation' by Gordon et al.