最全的滤波器程序。gravdragdemo.m
% Andy Ganse, Applied Physics Laboratory, Univ of WA, 2006.
% aganse@apl.washington.edu, http://staff.washington.edu/aganse
%
% A demo of basic nonlinear tracking examples 6.1-2 & 6.1-3 from the
% classic text, "Applied Optimal Estimation", editted by Gelb, 1974,
% for plotting and comparing the following recursive filters & smoothers:
% - Kalman Filter (KF),
% - Kalman Smoother (KS),
% - Linearized Kalman Filter (LKF),
% - Extended Kalman Filter (EKF),
% - 2nd order EKF (EKF2)
