国外一款非线性估计的工具箱，粒子滤波、UKF、EKF等应有尽有

Optimal filtering with Kalman filters and smoothers – a Manual for Matlab toolbox EKF/UKF Jouni Hartikainen and Simo Särkkä Laboratory of Computational Engineering, Helsinki University of Technology, P.O.Box 9203, FIN-02015 TKK, Espoo, Finland