https://github.com/vancegroup/eigen-kalman
Classes to implement flexible Kalman-type filters using the great Eigen matrix math template library. Inspired by the design of the Kalman filters in the TOON AlGorithms (TAG) library built on the Tom's Object Oriented Numerics (TOON) matrix math library.
This is a single header, and only requires the availability of a 2.x (ancient by this writing!) or newer version of Eigen. Old snapshots are bundled with this repo for testing purposes, but use of newer versions is encouraged.
Between the documentation in the header, and the sample programs in the main directory, you should hopefully be able to get the idea of how to use it. You might also see "glove-tools" for a sample "production" usage of this library.
If you find this useful, we would appreciate hearing from you. If you use this for academic work, we would also appreciate a copy of the publication and a citation: this helps make a case for our work. You may contact the main developer, Ryan Pavlik (Iowa State University, Virtual Reality Applications Center), by email at [email protected] or [email protected], or his advisor, Dr. Judy M. Vance, at [email protected].
Paper materials and copies of publications may be mailed to:
Ryan Pavlik
Virtual Reality Applications Center
1620 Howe Hall
Ames, Iowa 50011-2274
USA