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Kalman Filter Foo

Example usage and test cases for the Kalman Filter.

Current implementations are:

  • Regular Kalman Filter (Joseph form gain)
  • Scaled Unscented Kalman Filter

License

Copyright © 2015 Markus Mayer

Kalman Filter Foo is licensed under the EUPL, Version 1.1 or - as soon they will be approved by the European Commission - subsequent versions of the EUPL (the "Licence"); you may not use this work except in compliance with the Licence. You may obtain a copy of the Licence at:

http://joinup.ec.europa.eu/software/page/eupl/licence-eupl

Unless required by applicable law or agreed to in writing, software distributed under the Licence is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the Licence for the specific language governing permissions and limitations under the Licence.