Location Tracking

This repository implemented

• Uni-model Square-root information filter and smoother,
• Multiple model Square-root Viterbi Algorithm

How It Works

The algorithms are described in the tex/algorithm.pdf.

Example

A few examples are included:

• Uni-model filter and smoother
• Multiple model filter and smoother.

Reference

Bierman, G.J. "Factorization Methods for Discrete Sequential Estimation." Dover Books on Mathematics Series, Dover Publications, 2006.

License

Apache License 2.0