This is the code for programming exercise of 151-0566-00 Recursive Estimation in 2021 Spring semester at ETH Zurich. Collaborated with Wenbo Wang and Hui Zhang.

Two simple demos of Extended Kalman Filter(EKF) and Particle Filter(PF) are implemented in this project with MATLAB. No toolbox is needed to run the code. Please see the PDF files to have a thorough understanding of the projects.