Derivative free filtering using Kalmtool

In this paper we present a toolbox enabling easy evaluation and comparison of different filtering algorithms. The toolbox is called Kalmtool 4 and is a set of MATLAB tools for state estimation of nonlinear systems. The toolbox contains functions for extended Kalman filtering as well as for DD1 filter and the DD2 filter. It also contains functions for Unscented Kalman filters as well as several versions of particle filters. The toolbox requires MATLAB version 7, but no additional toolboxes are required.