A C++ implementation of the Kalman filter and its extension, the extended Kalman filter (EKF) and the unscented Kalman filter (UKF) using Eigen.
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Updated
Apr 2, 2021 - C++
A C++ implementation of the Kalman filter and its extension, the extended Kalman filter (EKF) and the unscented Kalman filter (UKF) using Eigen.
Basic Kalman Filter functions in Python and C++.
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