Code for working on Estimation Theory based problems from Dr. Todd Humphreys' ASE381K course at UT Austin.
Questions are provided for each problem set and then the associated code is included in MATLAB or (rarely) Python.
Some boilerplate code is provided by Dr. Todd Humphreys, as well as most data included.
PS4 : non-linear estimators
PS5 : Kalman filters
PS6 : Square Root Information Filters and Smoothing
PS7 : Iterated Extended Kalman Filter
PS8: Multimodal, Particle Filters