This is an easy Kalman Filter in C, based on http://www.cbcity.de/das-kalman-filter-einfach-erklaert-teil-2. On how to use this, please refer to https://www.cbcity.de/4d-kalman-filter-in-c.
You will need to have a C compiler. I use MinGW on Windows 10. Get it, for example, here: https://sourceforge.net/projects/mingw-w64/
Furthermore, you will need to istall gnuplot for windows. Get it, for example, here: https://www.heise.de/download/product/gnuplot-1986
Compile and run
Using the script CleanMakeAndRun.bat removes the executable (if there is one), compiles the source code and runs the exe. You can stay in the same command window after running the exe. Just hit any button and it will run again (i.e. CLEAN again, COMPILE again and RUN again). This allows for convenient debugging and testing.