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..
python cmake cplusplus cpp unscented-kalman-filter kalman-filter eigen-library kalmanfilter unscented-transformation coding-corner kalman-tracking eigen3 extended-kalman-filter openkf
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Updated
Jan 22, 2026 - C++