kalman-cpp
Implementation of Kalman Filter in C++
kalman Directory Reference

Files

file  ekf.cpp
 Extended Kalman filter implementation, for a nonlinear system.
 
file  ekf.h [code]
 Header file for the extended Kalman filter implementation, for a nonlinear system.
 
file  ekf2.cpp
 Second order extended Kalman filter implementation, for a nonlinear system.
 
file  ekf2.h [code]
 Header file for the second order extended Kalman filter implementation, for a nonlinear system.
 
file  fx.cpp
 Implement a user defined mathematical function.
 
file  fx.h [code]
 A header file for a user defined mathematical function.
 
file  kf.cpp
 Kalman filter implementation, for a linear system.
 
file  kf.h [code]
 Header file for the Kalman filter, for a linear system.
 
file  ukf.cpp
 Unscented Kalman filter implementation, for a nonlinear system.
 
file  ukf.h [code]
 Header file for the Unscented Kalman filter (UKF).