This repository contains the implementation of the iterated posterior linearisation filter (IPLF) [1].

IPLF_maneuvering.m runs an example of tracking with a maneuvering target [1].

IPLF_sensor_network.m runs an example of target tracking with a sensor network [1].

[1] Á. F. García-Fernández, L. Svensson, M. R. Morelande and S. Särkkä, "Posterior Linearization Filter: Principles and Implementation Using Sigma Points," in IEEE Transactions on Signal Processing, vol. 63, no. 20, pp. 5561-5573, Oct.15, 2015, doi: 10.1109/TSP.2015.2454485.