GitHub repository: Al-khwarizmi-780/OpenKF
Primary language: Jupyter Notebook
Description: 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..