A compact suite of Kalman filter and its nonlinear variants including Extended Kalman filter, Unscented kalman filter, Error State EKF, Invariant EKF, Square Root EKF, Cubature etc. Process model based on differential drive and ackerman kinematics.

State estimation, smoothing and parameter estimation using Kalman and particle filters.

Kalman Filter implementations in C++

A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algorithms, both in a sequential and parallel fashion, as well as efficient gradient rules for computing gradients of required quantities (such as the pseudo-loglikelihood of the system).

State estimation of a Dubin's Car using Extended Kalman Filter

SLAM: Position estimation of vehicle and obstacles with Extended-Kalman and Particle filters in Matlab, using the System Identification Toolbox.

This is an open source Kalman filter C++ library based on Eigen3 library for matrix operations. The library has generic template based classes for most of Kalman filter variants including: (1) Kalman Filter, (2) Extended Kalman Filter, (3) Unscented Kalman Filter, and (4) Square-root UKF..

This code can be used to reproduce the results in our paper ``Linearizing uncertainties that matter for control: the Koopman operator in the dual control context''.

My attempt to code an extended Kalman filter in Python for Bath Hack 2024.

My Bachelor's thesis on orientation tracking, including source code

Simple data assimilation studies

A collection of embedded PID (Proportional – Integral – Derivative) controller tuning methods.

This code can be used to reproduce the results in our paper ``Actively Learning Reinforcement Learning: A Stochastic Optimal Control Approach''.

A novel architecture in which the Factor Graph Optimization (FGO) is hybrid with the Extended Kalman Filter (EKF) for tightly coupled GNSS/UWB integration with online Temporal calibration (FE-GUT).

State Estimation using Kalman Filters, EKF and solving the Data Association problem

Probabilistic Motion Modeling Algorithm for Skid Steered Mobile Robots

Experiments for online learning and data assimilation for time series data.

Extended kalman filter

Successive Pose Estimation and Beam Tracking for mmWave Vehicular Communication Systems

Self-position estimation by eskf by measuring gnss and imu