Building nonlinear filter toolbox with scilab

Nowadays nonlinear theories and nonlinear filtering technology are becoming more and more popular, especially in the fields of navigation guidance and control, image processing, malfunction detecting and objective tracking and so on. The most commonly used nonlinear filter algorithms are EKF (extended Kalman filter) and UKF (unscented Kalman filter) which are both under the limitation of Gauss distribution condition. While in recently, PF (particle filter) turns up with no limitation of Gauss distribution condition. In this paper, we will build a nonlinear filter toolbox on the base of Scilab computing software, including EKF, UKF and PF functions. The paper also gives two applications in nonlinear filter fields and the results show the toolbox is available.