Basic Kalman filter implementation in C++ using Eigen
Switch branches/tags
Nothing to show
Clone or download
hmartiro Update
Add note about successful use
Latest commit 3695393 Jan 8, 2015

Kalman Filter

This is a basic Kalman filter implementation in C++ using the Eigen library. It implements the algorithm directly as found in [An Introduction to the Kalman Filter] (

This filter has been successfully used for the Iron Dome, a robotic system which detects and intercepts dynamically thrown projectiles in fractions of a second.

There is a test program that estimates the motion of a projectile based on noisy observations. To run it, use CMake:

cd kalman-cpp
mkdir build
cd build
cmake ..

Note: You may have to specify the path to your Eigen library in CMakeLists.txt.