This is an open source Kalman filter C++ library based on Eigen3 library for matrix operations. The library has generic template based classes for most of Kalman filter variants including: (1) Kalman Filter, (2) Extended Kalman Filter, (3) Unscented Kalman Filter, and (4) Square-root UKF..
python
cmake
cplusplus
cpp
unscented-kalman-filter
kalman-filter
eigen-library
kalmanfilter
unscented-transformation
coding-corner
kalman-tracking
eigen3
extended-kalman-filter
openkf
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Updated
May 4, 2024 - Jupyter Notebook