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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).
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..
Harness the power of GPU acceleration for fusing visual odometry and IMU data with an advanced Unscented Kalman Filter (UKF) implementation. Developed in C++ and utilizing CUDA, cuBLAS, and cuSOLVER, this system offers unparalleled real-time performance in state and covariance estimation for robotics and autonomous system applications.
Underwater Object Tracking using SONAR and Unscented Kalman Filter is a simulation aimed at modeling an underwater object tracking scenario using SONAR and the Unscented Kalman Filter (UKF). The project utilizes the Phased Array Toolbox in MATLAB to implement the SONAR equations in real-time.
This repository contains code and writeups for projects and labs completed as a part of UDACITY's first of it's kind self driving car nanodegree program.