The Github repository that you are looking at, contains the MATLAB codes that I had worked on as part of my participation in the edX course on "Sensor fusion and Non-linear filtering for automotive applications'. The course traversed a plethora of topics, traversing from the very basics in bayesian statistics and recursive estimation theory, to detailed description on various motion and measurement models, to detailed derivations of the powerful Kalman filters and its several variants like Extended Kalman Filter, the Error state Estimated Kalman filter, Unscented Kalman Filter, Cubature Kalman Filter to name a few, all the way upto sequential importance resampling for posterior distribution approximation. The respository is a collection of all the MATLAB codes that were written as part of the course participation and to earn a certificate. By far, this was one of the most demanding courses that I had ever taken, requiring a pass percentage of 97% to earn a certificate. However, the fruits of hard labour was great and decided to share them with the rest of the community.
2209520576/Bayesian_filtering_smoothing
MATLAB codes to perform Non-Linear Kalman filtering and smoothing using particle filters
Jupyter Notebook