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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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SaaSHub
SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives
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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.
NOTE:
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