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..
pythoncmakecpluspluscppunscented-kalman-filterkalman-filtereigen-librarykalmanfilterunscented-transformationcoding-cornerkalman-trackingeigen3extended-kalman-filteropenkf
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Updated
Jan 22, 2026 - C++