Kalman Filter

3D Kalman Filter - C++ Implementation

Implementation of several popular Kalman filter nonlinear variants intended for robotics systems and vehicle state estimation, including Extended Kalman Filter, Unscented Kalman Filter, Error State EKF, Invariant EKF, Square Root EKF, Cubature KF.

Computation-Aware Kalman Filtering and RTS Smoothing

Data Assimilation with Python: a Package for Experimental Research

Tutorials on data assimilation (DA) and the EnKF

A software package designed for estimating historical ship tracks utilising either Kalman filters or Gaussian processes.

Repository for the proposed DANSE method (under review at EUSIPCO'23), forked from Ghosh repo

Implementation of the Kalman Filtering Attention proposed in "Kalman Filtering Attention for User Behavior Modeling in CTR Prediction"

Kalman filters - linear and nonlinear (unscented, cubature, square root and hybride versions)

Unsupervised Kalman Gain Estimation forked from KalmanNet repo (EUSIPCO 2022)

Kalman Filter Algorithm for apogee detection

Vertical speed indicator for Android devices (including wearables) with barometric sensor.

Underwater Object Tracking using SONAR and Unscented Kalman Filter is a simulation aimed at modeling an underwater object tracking scenario using SONAR and the Unscented Kalman Filter (UKF). The project utilizes the Phased Array Toolbox in MATLAB to implement the SONAR equations in real-time.

Human Pose Estimation in Real-World Metric Coordinates

Variational Filtering via Wasserstein Gradient Flow

C++ implementation of the Quaternion Multiplicative Extended Kalman Filter (Q-MEKF).

Real-time Optical Flow-aided 6D Object Pose and Velocity Tracking

Python Package for Bayesian filters

Robocentric Visual-Inertial Odometry