In many filtering problems one receive not just a single measurement, but a set of measurements at each time step. The most straightforward way of dealing with such variable cardinality entities in Matlab is to store them in cell arrays, but for various reasons the user may not want that. The submitted files (4 functions and an illustratory script) allows the user to store the collection of sets in a matrix instead. Thus the set of sets is given by a concatenated matrix and a row vector containing the cardinalities:

SetOfSets = [ Set1, Set2, .... SetM]
tCloud = [nSet1,nSet2, ... nSetM]

The functions tCloud2BegInd and tCloud2EndInd allows the user to obtain the start and end indices of all the subsets, and thus of any particular set as well. In case one needs to go the other way the functions begInd2TCloud and endInd2TCloud are provided as well.

The best way to understand how this works is perhaps to study the attached illustratory script. The script may need statistics toolbox to run, but the other functions do not require any toolboxes.