Two examples of the kalman filter
The first is kfsimple which is a simple example of the kalman filter with one state variable
It is interesting to see how changing Q and R change the convergence
The second is
kalmandemo.m which is a robot sim.  It uses etf.m.
It is interesting to see how the extended kalman filter works pretty well, especially after introducing a rotation bias
 so the uncorrected rotation error makes large long term errors

By Jay Kraut, 2007
