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..

Adaptive control methods developed by Karl Johan Åström and Björn Wittenmark from the 70-80's for industrial use

Kalman Filter

Robot Control using PID Controller and Kalman Filter

A toolbox using OpenCV 2.4.9 to do point multi-target Kalman tracking.

Kalman filters - linear and nonlinear (unscented, cubature, square root and hybride versions)

A collection of ensemble square root kalman filters implemented in Python

EnKF in Matlab for a system of two PDEs modeling burglar behavior (model of Short et al.)

AltIMU-10 v5 Gyro, Accelerometer, Compass, and Altimeter (LSM6DS33, LIS3MDL, and LPS25H Carrier)

A curated list of awesome Kalman filter papers ,articles , applications, software and resources

General navigation software library for sensor fusion.

3D Kalman Filter - C++ Implementation

Multiplicative Extended Kalman Filter Satellite Attitude Determination

A basic kalman filter TouchDesigner C++ CHOP.

Filters (kalman, hodrick-prescott, moving average) together with comparison and sensitivity analysis (in notebook filters_with_parameters)+var analysis and granger causality test. Test for random walk (CE currencies using yfinance API)

Header-only Bayes Filters Library

https://vimeo.com/328926980 quick and dirty hack to get good vario performance with huawei mate 20 lps22hb pressure sensor

This repository contains most of the files used by me, Mairon S. Wolniewicz, to develop the final project of my Aerospace Engineer undergraduation studies at Federal University of Santa Catarina.

(LQR controller AND KALMAN FİLTER APPLİCATİON) In real world, we have a lot of straight highways. In this highways, we do not need to make an movement to drive. We can just start our cruise control and lock our cars' wheel. Do you think that it is simple?. Actually there is not any highways, which is 100 percent straight. Because of this situati…

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.