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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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Which also has a ROS wrapper: https://github.com/aau-cns/mars_ros
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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
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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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WorkOS
The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
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