Starting out with Kalman Filter.

• static_kalman

  1 20 4.2 Julia

  An experiment in static compilation of Julia

Funnily enough, I made a simple Julia implementation of a Kalman filter today as an example of statically compiling Julia code https://github.com/baggepinnen/static_kalman

• Kalman-and-Bayesian-Filters-in-Python

  32 15,757 0.0 Jupyter Notebook

  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.

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• Kalman

  12 36 8.9 C++

  Kalman Filter (by FrancoisCarouge)

Since you mentioned C++ and Kalman filters, I author this Kalman filter library which helped me to get reacquainted to control theory, tries to be approachable, and lists a variety of sources to ease in the topic with examples.

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