MATLAB code for Kalman Filter, H-infinity filter, Particle filter, UKF filter

Are you learning Kalman filter, H-infinity filter and other advanced filters?

Then you can refer this book Optimal State Estimation: Kalman, H-infinity, and Nonlinear Approaches" by Dan Simon.

The MATLAB codes for this book are avilablein the website given below

http://academic.csuohio.edu/simond/estimation/