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An implementation example of Auxiliary Particle Filter based on Gordon's Tutorial on Particle Filters. This program implements the auxiliary particle filter algorithm from the tutorial, achieving RMS results closely matching those reported in the original paper. The implementation includes proper weight calculation and resampling procedures.

MATLAB 197 views Tagged

A MATLAB implementation for solving optimization problems using quasi-Newton algorithms, featuring core functions like BFGS or DFP updates and gradient calculations. Users should verify the implementation before application and consider exploring alternative algorithms for comparison.

MATLAB 239 views Tagged