Estimators

Linear Filters

EnKF — The ensemble Kalman filter

Kalman Filters and Their Iterative Versions

CKF — The fifth-degree cubature Kalman filter and its iterative version

EKF — The extended Kalman filter and its iterative version

EKF2 — The second-order extended Kalman filter and its iterative version

GHKF — The Gauss–Hermite Kalman filter and its iterative version

RUKF — The randomized unscented Kalman filter and its iterative version

S2KF — The smart sampling Kalman filter and its iterative version

UKF — The unscented Kalman filter and its iterative version

Recursive Update Filters

CRUF — The fifth-degree cubature recursive update filter

ERUF — The extended recursive update filter

GHRUF — The Gauss–Hermite recursive update filter

RURUF — The rrandomized unscented recursive update filter

S2RUF — The smart sampling recursive update filter

URUF — The unscented recursive update filter

Nonlinear Filters

ASIRPF — The auxiliary sampling importance resampling particle filter

CGPF — The Gaussian particle filter with combined time and measurement update

GPF — The Gaussian particle filter

PGF — The progressive Gaussian filter

RPF — The regularized particle filter

SIRPF — The sampling importance resampling particle filter