EKF

About this Project

This is a very lightweight implementation of the EKF in C++ using Eigen

Features:

This library lets you create a standard Kalman Filter by simply inputting the matrices that model your system.

There is an optinal overload to make it an EKF, by inputting a function pointer to the non-linear function you want to use, but you still need to give it the linearized versions of the functions in the form of the A and D matrices.

Future Development:

Automatically compute the linearized matrices instead of having to put them in when passing in the non-linear function.

Dependencies:

C++17
Eigen 3.3+

How to Use in Your Project:

To use this library, just add the hpp and cpp files to your project and add to your cmake.

Usage Guide

First, create the EKF object, and then the computeKF with the obeservations and inputs. The function will return the state vector.