What makes a practical C++ Kalman filter?

• Kalman

  12 36 8.9 C++

  Kalman Filter (by FrancoisCarouge)

I'm a computer engineer with a long lost basic electrical and control theory engineering background. I needed a C++ Kalman filter library. Looking around I found many implementations for simple specific practical problems, some published papers for larger and complex problems, but few generalized libraries in modern C++. So I made one for the classical filter form.

• pyEKF

  3 10 10.0 Python

  port of priseborough/InertialNav to sympy

Here is an example of a derivation of an inertial navigation EKF in sympy: https://github.com/jschall/pyEKF

• InfluxDB

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• InertialNav

  2 576 0.0 C++

  Inertial Navigation Filter

and in Matlab: https://github.com/priseborough/inertialnav

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