This is an open source Kalman filter C++ library based on Eigen3 library for matrix operations. The library has generic template based classes for most of Kalman filter variants including: (1) Kalman Filter, (2) Extended Kalman Filter, (3) Unscented Kalman Filter, and (4) Square-root UKF..

A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algorithms, both in a sequential and parallel fashion, as well as efficient gradient rules for computing gradients of required quantities (such as the pseudo-loglikelihood of the system).

Robust quadrotor pose estimation in 3D space with a Vision-based observation model and EKF

State estimation and filtering algorithms in Go

State estimation, smoothing and parameter estimation using Kalman and particle filters.

Implementation of several popular Kalman filter nonlinear variants intended for robotics systems and vehicle state estimation, including Extended Kalman Filter, Unscented Kalman Filter, Error State EKF, Invariant EKF, Square Root EKF, Cubature KF.

Kalman Filter implementations in C++

State estimation of a Dubin's Car using Extended Kalman Filter

SLAM: Position estimation of vehicle and obstacles with Extended-Kalman and Particle filters in Matlab, using the System Identification Toolbox.

This code can be used to reproduce the results in our paper ``Linearizing uncertainties that matter for control: the Koopman operator in the dual control context''.

My attempt to code an extended Kalman filter in Python for Bath Hack 2024.

My Bachelor's thesis on orientation tracking, including source code

Simple data assimilation studies

A collection of embedded PID (Proportional – Integral – Derivative) controller tuning methods.

This code can be used to reproduce the results in our paper ``Actively Learning Reinforcement Learning: A Stochastic Optimal Control Approach''.

A novel architecture in which the Factor Graph Optimization (FGO) is hybrid with the Extended Kalman Filter (EKF) for tightly coupled GNSS/UWB integration with online Temporal calibration (FE-GUT).

State Estimation using Kalman Filters, EKF and solving the Data Association problem

Probabilistic Motion Modeling Algorithm for Skid Steered Mobile Robots

Experiments for online learning and data assimilation for time series data.

Extended kalman filter