betatim/NeedForSpeed — pull request #7 by betatim (2014-06-03 08:15:53+00:00)
Title: Basic kalman filter

A simple Kalman filter to estimate the position and velocity of something being dropped of a tower in Paris.

This Kalman is based on taking the mathematical expressions and directly translating them to `code`. This means it is pretty straight forward to understand. It relies on `blaze-lib` to make this fast.

Hopefully others can be persuaded to contribute other Kalman implementations which are hand tuned or explicitly use SIMD etc. As well as writing one that implements a "track fit".