File List

Here is a list of all files with brief descriptions:

[detail level 12]

▼ kalman
ekf.cpp	Extended Kalman filter implementation, for a nonlinear system
ekf.h	Header file for the extended Kalman filter implementation, for a nonlinear system
ekf2.cpp	Second order extended Kalman filter implementation, for a nonlinear system
ekf2.h	Header file for the second order extended Kalman filter implementation, for a nonlinear system
fx.cpp	Implement a user defined mathematical function
fx.h	A header file for a user defined mathematical function
kf.cpp	Kalman filter implementation, for a linear system
kf.h	Header file for the Kalman filter, for a linear system
ukf.cpp	Unscented Kalman filter implementation, for a nonlinear system
ukf.h	Header file for the Unscented Kalman filter (UKF)
▼ samples
main1.cpp	Example for the Kalman filter
main10.cpp	An example for an Unscented Kalman filter (UKF)
main11.cpp	An example for an Unscented Kalman filter
main2.cpp	Example for the Kalman filter
main3.cpp	Example for the Kalman filter
main4.cpp	Example for the extended Kalman filter
main5.cpp	Example for the extended Kalman filter
main6.cpp	Example for the extended Kalman filter
main7.cpp	An example of a Kalman filter practical application
main8.cpp	Example for the second order extended Kalman filter
main9.cpp	This is to test the class FX to compute Jacobian and Hessian of function(s)