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jqr-decomposition

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AlexanderSobolev1990 / kalman_filters_solution

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Kalman Filtering library (EKF, UKF, CKF, square root and hybrids realisations) based on Armadillo.

armadillo kalman-filtering ukf ekf kalman-filter kalman extended-kalman-filters kalmanfilter kalman-tracker kalman-tracking extended-kalman-filter cubature-kaman-filter sigma-point-kalman-filter cubature sigma-point square-root-kalman-filter extended-sigma-point-kalman-filter jqr-decomposition srekf srukf
  • Updated Jan 27, 2025
  • C++

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