Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) MATLAB Toolbox

This MATLAB toolbox provides implementations of both Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) algorithms, specifically designed for nonlinear filtering simulation computations. The toolbox offers robust numerical methods for state estimation in nonlinear systems, featuring functions that handle Jacobian matrix calculations for EKF and sigma point transformations for UKF implementations. It significantly enhances nonlinear filtering simulation research by providing accurate state prediction and update routines, with applications spanning unmanned aerial vehicles (UAVs), robotic systems, navigation technologies, and control engineering. The toolbox improves simulation precision and stability through optimized numerical integration methods and covariance propagation techniques, delivering reliable simulation data for research purposes. For professionals specializing in nonlinear filtering, this EKF/UKF MATLAB toolbox serves as an essential research instrument, offering customizable filter parameters, measurement models, and process noise configurations to accommodate various experimental scenarios.