Crouse Table 2. State Propagation Functions in Version 2.0 of the Tracker Component Library a Description Function Name Continuous-Time Filters 1 Continuous-discrete extended Kalman filter CDEKFPred 2 Continuous-time moment matched filter with (non)-additive noise momentMatchPred 3 Square-root continuous-discrete extended Kalman filter sqrtCDEKFPred Discrete-Time Filters 2 Discrete generic cubature/unscented/sigma-point information filter discCubInfoPred 3 Discrete generic cubature/unscented/sigma-point Kalman filter discCubKalPred 4 Discrete extended information filter (first or second order) discEIFPred 5 Discrete extended Kalman filter (first or second order) discEKFPred 6 Discrete Kalman filter discKalPred 7 Discrete quasi-Monte Carlo Kalman filter (additive noise) discQMCKalPred 8 Discrete ensemble Kalman filter EnKFDiscPred 9 Discrete extended square-root information filter (first order) ESRIFDiscPred 10 Discrete Gaussian particle filter GaussPartFilterPred 11 Discrete information filter infoFilterDiscPred 12 Discrete information filter (reverse time) infoFilterDiscPredRev 13 Discrete pure propagation filter purePropDiscPred 14 Discrete square-root central difference/first- or second-order divided difference filter sqrtDDFDiscPred 15 Discrete square-root central difference/first- or second-order divided difference filter (nonadditive noise) sqrtDDFDiscNonAdditivePred 16 Discrete generic square-root cubature/unscented/ sigma-point Kalman filter sqrtDiscCubKalPred 17 Discrete generic square-root cubature/unscented/ sigma-point Kalman filter (nonadditive noise) sqrtDiscCubKalNonAdditivePred 18 Discrete square-root extended Kalman filter (first order) sqrtDiscEKFPred 19 Discrete square-root Kalman filter sqrtDiscKalPred 20 Discrete square-root information filter sqrtInfoFilterDiscPred Specialized Discrete-Time Filters a 21 Discrete reduced state filter reducedStateDiscPred 22 Discrete separated covariance filter separatedCovDiscPred Many can be used in multiple model filters via the multipleModelPred function. MAY 2017 IEEE A&E SYSTEMS MAGAZINE 21