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If you’re interested more in the result and less in trying to implement it yourself, you might consider MaRS: https://github.com/aau-cns/mars_lib
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CodeRabbit
CodeRabbit: AI Code Reviews for Developers. Revolutionize your code reviews with AI. CodeRabbit offers PR summaries, code walkthroughs, 1-click suggestions, and AST-based analysis. Boost productivity and code quality across all major languages with each PR.
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Which also has a ROS wrapper: https://github.com/aau-cns/mars_ros
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Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python And on robotics in general
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My goal with this Kalman filter for C++ is to solve your exact question.
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InfluxDB
InfluxDB high-performance time series database. Collect, organize, and act on massive volumes of high-resolution data to power real-time intelligent systems.