Build a new filter on Matlab

I need someone to finish a project for me and it is basically designing a filter for a set of data I have. The data collected are the position and velocity estimates and they were collected from a MIDG device. And I want to apply a filter called SIF (SLiding Innovation Filter) to these data on MATLAB.

Matlab code Files and pdf file that explains how does this filter works attached.
https://drive.google.com/file/d/1Fi8Hb5KzU6IYvSf9aFsRp6nLXX6fxCNq/view?usp=sharing