kalman-cpp Wiki
Implementation of the Kalman filter and Extended Kalman filter in C++
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manurunga
simple_kalman
Documentation (Doxygen):
http://auralius.github.io/simple_kalman/
The Kalman filter implementation is located in: simple_kalman.h and simple_kalman.cpp while the extended Kalman filter implementation is located in ekf.h and ekf.cpp.
Please use cmake to build the codes by first modifying the main file name in CMakeList.txt.
The steps to compile are:
mkdir build
cd build
cmake ..
make
Dependencies
Please install Armadillo, take it from your distribution repository. Armadillo itself is very easy to use. More information on the Armadillo can be found here.
MATLAB m-files for plotting
MATLAB m-files for each example are provided in 'm-files' folder. Octave can also be used instead of MATLAB.
The wiki uses Markdown syntax.