Starting out with Kalman Filter.

This page summarizes the projects mentioned and recommended in the original post on /r/ControlTheory

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  • static_kalman

    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

    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

    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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