This repo was my first attempt at hosting a Github Page, and showcases a JavaScript version of the Kalman Filter for mouse tracking.
matrix.js is a matrix library written from scratch for this project. The Kalman Filter class is defined in sketch.js. I've used the p5.js library for interactions/graphics on the page. Clicking and dragging the mouse in the canvas provides noisy measurements of the mouse pointer's coordinate to the filter. You can adjust the sampling time and noise factor on measurements, as well as magnitude of the covariance matrices Q and R. The webpage also displays all important matrices in the Kalman Filter (P,Q,R,K).