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

Kalman Filtering library (EKF, UKF, CKF, square root and hybrids realisations) based on Armadillo.

A collection of ensemble square root kalman filters implemented in Python

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

3D Kalman Filter - C++ Implementation

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)

General navigation software library for sensor fusion.

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

Multiplicative Extended Kalman Filter Satellite Attitude Determination

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)

A basic kalman filter TouchDesigner C++ CHOP.

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

Kalman filter in C for quaternion based orientation estimation with 6-dof IMU's.

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.

INS made using the mpu6050 IMU and STM32 MCU with a quaternion based kalman filter.