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 repository contains the source code for “Unscented Kalman filter stochastic nonlinear model predictive control” (UKF-SNMPC).

A compact Unscented Kalman Filter (UKF) library for Teensy4/Arduino system (or any real time embedded system in general)

Unscented Kalman filtering in Python and C++ for tracking and localization applications

A discrete-time Unscented Kalman Filter library. Implemented in Python and MATLAB

Probabilistic Motion Modeling Algorithm for Skid Steered Mobile Robots

Code for the paper Data-efficient model learning and prediction for contact-rich manipulation tasks, RA-L, 2020

Linear, Extended & Unscented Kalman filter Fusion Models for 2D tracking

An Unscented Kalman Filter is implemented to estimate the state of multiple cars on a highway using noisy lidar and radar measurements.

A kalman filter using unscented transformation

Unscented Kalman Filters