GitHub - jeremyfix/easykf: C++ Kalman filtering (Extended Kalman Filter, Unscented Kalman Filter)

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===============================================================================
                             EasyKF : C++ Kalman Filter library
                                 (c) Jeremy Fix 2011-2012
===============================================================================

EasyKF is a C++ library implementing the Extended Kalman Filter as well as the Unscented Kalman Filter. It is provided with several examples. Since easykf-2.1, Python bindings are provided.

I/ Installation
---------------

Please read INSTALL.

II/ Documentation
-----------------

The documentation is available from the doc/ directory.
The doxygen documentation is also available online on the github repository.

III/ How to contribute
----------------------

The library contains so far :
- Extended Kalman filter
- Unscented Kalman filter both for state/parameter estimation

The optimized version of the filters (e.g. Square Root UKF) are not implemented and would be a great contribution.