It's been a while since the last stable release, so this new version comes with tons of changes. The most important are:
See the complete list of changes here: http://reference.mrpt.org/0.9.4/changelog.html Also, this is the first version where both 32 and 64bit precompiled versions are provided for Windows. As usual, MRPT can be downloaded from here or from Ubuntu PPA repositories. Any (good or bad!) feedback will be welcome, since it's fundamental to keep MRPT improving with each release.