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EasyKF : C++ Kalman Filter library
(c) Jeremy Fix 2011-2012
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EasyKF is a C++ library implementing the Extended Kalman Filter as well as the Unscented Kalman Filter. It is provided with several examples. Since easykf-2.1, Python bindings are provided.
I/ Installation
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Please read INSTALL.
II/ Documentation
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The documentation is available from the doc/ directory.
The doxygen documentation is also available online on the github repository.
III/ How to contribute
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The library contains so far :
- Extended Kalman filter
- Unscented Kalman filter both for state/parameter estimation
The optimized version of the filters (e.g. Square Root UKF) are not implemented and would be a great contribution.