In some of my publications about data analysis, the ACE algorithm of Breiman and Friedman (1985) is made use of. To warrant reproducibility of the results and for applications we here provide our own implementation of this algorithm. There is a program in C and in Matlab.
Martin Peifer's nonparametric regression tool "addfit"
is available on request from the author at peifer @ fdm.uni-freiburg.de.
Unscented Kalman filtering - plain version
Kalman filtering - Andre Sitz' and Norbert Marwan's luxury version
will appear soon. If you are interested in it, please write us an email such we can give you a note when it is finished.